Mario Pellicoro

Kernel method for nonlinear granger causality.

Important information on the structure of complex systems can be obtained by measuring to what extent the individual components exchange information among each other. The linear Granger approach, to detect cause-effect relationships between time series, has emerged in recent years as a leading statistical technique to accomplish this task. Here we generalize Granger causality to the nonlinear case using the theory of reproducing kernel Hilbert spaces. Our method performs linear Granger causality in the feature space of suitable kernel functions, assuming arbitrary degree of nonlinearity. We develop a new strategy to cope with the problem of overfitting, based on the geometry of reproducing kernel Hilbert spaces. Applications to coupled chaotic maps and physiological data sets are presented.

Kernel-Granger causality and the analysis of dynamical networks.

We propose a method of analysis of dynamical networks based on a recent measure of Granger causality between time series, based on kernel methods. The generalization of kernel-Granger causality to the multivariate case, here presented, shares the following features with the bivariate measures: (i) the nonlinearity of the regression model can be controlled by choosing the kernel function and (ii) the problem of false causalities, arising as the complexity of the model increases, is addressed by a selection strategy of the eigenvectors of a reduced Gram matrix whose range represents the additional features due to the second time series. Moreover, there is no a priori assumption that the network must be a directed acyclic graph. We apply the proposed approach to a network of chaotic maps and to a simulated genetic regulatory network: it is shown that the underlying topology of the network can be reconstructed from time series of nodes dynamics, provided that a sufficient number of samples is available. Considering a linear dynamical network, built by preferential attachment scheme, we show that for limited data use of the bivariate Granger causality is a better choice than methods using L1 minimization. Finally we consider real expression data from HeLa cells, 94 genes and 48 time points. The analysis of static correlations between genes reveals two modules corresponding to well-known transcription factors; Granger analysis puts in evidence 19 causal relationships, all involving genes related to tumor development.

Steady-State Visual Evoked Potentials and Phase Synchronization in Migraine Patients

We investigate phase synchronization in EEG recordings from migraine patients. We use the analytic signal technique, based on the Hilbert transform, and find that migraine brains are characterized by enhanced alpha band phase synchronization in the presence of visual stimuli. Our findings show that migraine patients have an overactive regulatory mechanism that renders them more sensitive to external stimuli.

Nonlinear parametric model for Granger causality of time series

The notion of Granger causality between two time series examines if the prediction of one series could be improved by incorporating information of the other. In particular, if the prediction error of the first time series is reduced by including measurements from the second time series, then the second time series is said to have a causal influence on the first one. We propose a radial basis function approach to nonlinear Granger causality. The proposed model is not constrained to be additive in variables from the two time series and can approximate any function of these variables, still being suitable to evaluate causality. Usefulness of this measure of causality is shown in two applications. In the first application, a physiological one, we consider time series of heart rate and blood pressure in congestive heart failure patients and patients affected by sepsis: we find that sepsis patients, unlike congestive heart failure patients, show symmetric causal relationships between the two time series. In the second application, we consider the feedback loop in a model of excitatory and inhibitory neurons: we find that in this system causality measures the combined influence of couplings and membrane time constants.

Identification of network modules by optimization of ratio association

We introduce a novel method for identifying the modular structures of a network based on the maximization of an objective function: the ratio association. This cost function arises when the communities detection problem is described in the probabilistic autoencoder frame. An analogy with kernel k-means methods allows us to develop an efficient optimization algorithm, based on the deterministic annealing scheme. The performance of the proposed method is shown on real data sets and on simulated networks.

Causal information approach to partial conditioning in multivariate data sets.

When evaluating causal influence from one time series to another in a multivariate data set it is necessary to take into account the conditioning effect of the other variables. In the presence of many variables and possibly of a reduced number of samples, full conditioning can lead to computational and numerical problems. In this paper, we address the problem of partial conditioning to a limited subset of variables, in the framework of information theory. The proposed approach is tested on simulated data sets and on an example of intracranial EEG recording from an epileptic subject. We show that, in many instances, conditioning on a small number of variables, chosen as the most informative ones for the driver node, leads to results very close to those obtained with a fully multivariate analysis and even better in the presence of a small number of samples. This is particularly relevant when the pattern of causalities is sparse.

Clustering data by inhomogeneous chaotic map lattices.

A new approach to clustering, based on the physical properties of inhomogeneous coupled chaotic maps, is presented. A chaotic map is assigned to each data point and short range couplings are introduced. The stationary regime of the system corresponds to a macroscopic attractor independent of the initial conditions. The mutual information between pairs of maps serves to partition the data set in clusters, without prior assumptions about the structure of the underlying distribution of the data. Experiments on simulated and real data sets show the effectiveness of the proposed algorithm.

Expanding the transfer entropy to identify information subgraphs in complex systems

We propose a formal expansion of the transfer entropy to put in evidence irreducible sets of variables which provide information for the future state of each assigned target. Multiplets characterized by an high value will be associated to informational circuits present in the system, with an informational character (synergetic or redundant) which can be associated to the sign of the contribution. We also present preliminary results on fMRI and EEG data sets.

Information Transfer and Criticality in the Ising Model on the Human Connectome

We implement the Ising model on a structural connectivity matrix describing the brain at two different resolutions. Tuning the model temperature to its critical value, i.e. at the susceptibility peak, we find a maximal amount of total information transfer between the spin variables. At this point the amount of information that can be redistributed by some nodes reaches a limit and the net dynamics exhibits signature of the law of diminishing marginal returns, a fundamental principle connected to saturated levels of production. Our results extend the recent analysis of dynamical oscillators models on the connectome structure, taking into account lagged and directional influences, focusing only on the nodes that are more prone to became bottlenecks of information. The ratio between the outgoing and the incoming information at each node is related to the the sum of the weights to that node and to the average time between consecutive time flips of spins. The results for the connectome of 66 nodes and for that of 998 nodes are similar, thus suggesting that these properties are scale-independent. Finally, we also find that the brain dynamics at criticality is organized maximally to a rich-club w.r.t. the network of information flows.

Effects of levetiracetam vs topiramate and placebo on visually evoked phase synchronization changes of alpha rhythm in migraine

OBJECTIVE Recent theories about migraine pathogenesis have outlined an abnormal central processing of sensory signals, also suggested by an abnormal pattern of EEG hyper-synchronization under visual stimulation. The aim of the present study was to test the efficacy of topiramate and levetiracetam vs placebo in a double blind project observing the effects of the three treatments on the EEG synchronization in the alpha band under sustained flash stimulation. METHODS Forty-five migraine without aura outpatients (MO) were selected and randomly assigned to 100mg topiramate, 1000 mg levetiracetam or placebo treatment. In addition, 24 non-migraine healthy controls were submitted to EEG analysis. The EEG was recorded by 19 channels: flash stimuli with a luminosity of 0.2J were delivered, in a frequency range from 3 to 30 Hz. We evaluated the phase synchronization index, that we previously applied in migraine, after EEG signals filtering in the alpha band. Our approach was based on the Hilbert transform. RESULTS Both levetiracetam and topiramate significantly decreased migraine frequency, compared with placebo. MO patients displayed increased alpha-band phase synchronization as an effect of stimulus frequency; on the other hand the stimuli had an overall desynchronizing effect on control subjects. The phase synchronization index separates the two stages, before and after the treatment, only for levetiracetam, at stimulus frequencies of 9, 18, 24 and 27 Hz. CONCLUSIONS An abnormal alpha band synchronization under visual stimuli was confirmed in migraine; this phenomenon was reversed by levetiracetam preventive treatment. SIGNIFICANCE These results confirmed in humans the inhibiting action of levetiracetam on neuronal hyper-synchronization.