2022
DOI: 10.3389/fnetp.2022.845327
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Partial Directed Coherence and the Vector Autoregressive Modelling Myth and a Caveat

Abstract: Here we dispel the lingering myth that Partial Directed Coherence is a Vector Autoregressive (VAR) Modelling dependent concept. In fact, our examples show that it is spectral factorization that lies at its heart, for which VAR modelling is a mere, albeit very efficient and convenient, device. This applies to Granger Causality estimation procedures in general and also includes instantaneous Granger effects. Care, however, must be exercised for connectivity between multivariate data generated through nonminimum … Show more

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“…The PSD matrix can then be computed using spectral factorization as where * stands for the Hermitian transpose [ 21 ]; note that is replaced by in the case of ( 2 ), i.e., when . It is worth noting that, while the frequency-domain descriptions ubiquitously used and reviewed here are based on the VAR model representation, their key element is actually the spectral factorization theorem reported above and that approaches other than VAR models can be used to derive frequency-domain connectivity measures [ 155 ].…”
Section: Functional Connectivity Estimation Approachesmentioning
confidence: 99%
“…The PSD matrix can then be computed using spectral factorization as where * stands for the Hermitian transpose [ 21 ]; note that is replaced by in the case of ( 2 ), i.e., when . It is worth noting that, while the frequency-domain descriptions ubiquitously used and reviewed here are based on the VAR model representation, their key element is actually the spectral factorization theorem reported above and that approaches other than VAR models can be used to derive frequency-domain connectivity measures [ 155 ].…”
Section: Functional Connectivity Estimation Approachesmentioning
confidence: 99%