Unravelling Causal Relationships Between Cortex and Muscle with Errors-in-variables Models

被引:0
|
作者
Guo, Zhenghao [1 ]
McClelland, Verity M. [2 ]
Cvetkovic, Zoran [1 ]
机构
[1] Kings Coll London, Dept Engn, London WC2B 4BG, England
[2] Kings Coll London, Dept Basic & Clin Neurosci, London, England
关键词
CORTICOMUSCULAR COHERENCE;
D O I
10.1109/EMBC46164.2021.9630485
中图分类号
R318 [生物医学工程];
学科分类号
0831 ;
摘要
Corticomuscular communications are commonly estimated by Granger causality (GC) or directed coherence, with the aim of assessing the linear causal relationship between electroencephalogram (EEG) and electromyogram (EMG) signals. However, conventional GC based on standard linear regression (LR) models may be substantially underestimated in the presence of noise in both EEG and EMG signals: some healthy subjects with good motor skills show no significant GC. In this study, errors-in-variables (EIV) models are investigated for the purpose of estimating underlying linear time-invariant systems in the context of GC. The performance of the proposed method is evaluated using both simulated data and neurophysiological recordings, and compared with conventional GC. It is demonstrated that the inferred EIV-based causality offers an advantage over typical LR-based GC when detecting communication between the cortex and periphery using noisy EMG and EEG signals.
引用
收藏
页码:967 / 970
页数:4
相关论文
共 50 条
  • [1] Inferring Causal Directions in Errors-in-Variables Models
    Zhang, Yulai
    Luo, Guiming
    [J]. PROCEEDINGS OF THE TWENTY-EIGHTH AAAI CONFERENCE ON ARTIFICIAL INTELLIGENCE, 2014, : 3152 - 3153
  • [2] LINEAR ERRORS-IN-VARIABLES MODELS
    DEISTLER, M
    [J]. LECTURE NOTES IN CONTROL AND INFORMATION SCIENCES, 1986, 86 : 37 - 68
  • [3] SPECIFICATION TESTING FOR ERRORS-IN-VARIABLES MODELS
    Otsu, Taisuke
    Taylor, Luke
    [J]. ECONOMETRIC THEORY, 2021, 37 (04) : 747 - 768
  • [4] EDGEWORTH EXPANSIONS FOR ERRORS-IN-VARIABLES MODELS
    BABU, GJ
    BAI, ZD
    [J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1992, 42 (02) : 226 - 244
  • [5] Errors-in-variables models with dependent measurements
    Rudelson, Mark
    Zhou, Shuheng
    [J]. ELECTRONIC JOURNAL OF STATISTICS, 2017, 11 (01): : 1699 - 1797
  • [6] Errors-in-variables beta regression models
    Carrasco, Jalmar M. F.
    Ferrari, Silvia L. P.
    Arellano-Valle, Reinaldo B.
    [J]. JOURNAL OF APPLIED STATISTICS, 2014, 41 (07) : 1530 - 1547
  • [7] Prediction in polynomial errors-in-variables models
    Kukush, Alexander
    Senko, Ivan
    [J]. MODERN STOCHASTICS-THEORY AND APPLICATIONS, 2020, 7 (02): : 203 - 219
  • [8] Identification of nonlinear errors-in-variables models
    Vajk, I
    Hetthéssy, J
    [J]. AUTOMATICA, 2003, 39 (12) : 2099 - 2107
  • [9] Identification of dynamic errors-in-variables models
    Castaldi, P
    Soverini, U
    [J]. AUTOMATICA, 1996, 32 (04) : 631 - 636
  • [10] Asset pricing models with errors-in-variables
    Carmichael, Benoit
    Coen, Alain
    [J]. JOURNAL OF EMPIRICAL FINANCE, 2008, 15 (04) : 778 - 788