Transfer Entropy for Nonparametric Granger Causality Detection: An Evaluation of Different Resampling Methods

Diks, Cees; Fang, Hao

doi:10.3390/e19070372

Cited by 12 publications

(10 citation statements)

References 52 publications

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“…This traditional surrogate methodology uses a phase randomization of the Fourier transform of the original data to preserve the linear correlations. Nevertheless, as discussed and analysed rigorously in Diks and Fang 106 ; these methods are not suitable for detecting significance when using entropy measures, as discussed extensively 107,108 . In view of these problems, Quiroga and colleagues proposed the circular time-shifted surrogates method, which is a method using surrogates that can be used for causality measurements 23 .…”

Section: Neuroimaging Analysis Tools and Methods Normalized Directedmentioning

confidence: 99%

Revisiting the global workspace orchestrating the hierarchical organization of the human brain

2021

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A central challenge in neuroscience is how the brain organizes the information necessary to orchestrate behaviour. Arguably, this whole-brain orchestration is carried out by a core subset of integrative brain regions, a ‘global workspace’, but its constitutive regions remain unclear. We quantified the global workspace as the common regions across seven tasks as well as rest, in a common ‘functional rich club’. To identify this functional rich club, we determined the information flow between brain regions by means of a normalized directed transfer entropy framework applied to multimodal neuroimaging data from 1,003 healthy participants and validated in participants with retest data. This revealed a set of regions orchestrating information from perceptual, long-term memory, evaluative and attentional systems. We confirmed the causal significance and robustness of our results by systematically lesioning a generative whole-brain model. Overall, this framework describes a complex choreography of the functional hierarchical organization of the human brain.

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Section: Neuroimaging Analysis Tools and Methods Normalized Directedmentioning

confidence: 99%

Revisiting the global workspace orchestrating the hierarchical organization of the human brain

2021

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“…This traditional surrogate methodology uses a phase randomisation of the Fourier transform of the original data in order to preserve the linear correlations. Nevertheless, as discussed and analysed rigorously in Diks and Fang (Diks and Fang, 2017); these methods are not suitable for detecting significance when using entropy measures, as discussed extensively (Faes et al, 2008;Hinich et al, 2005). In view of these problems, Quiroga and colleagues proposed the circular time shifted surrogates method, which is a robust method using surrogates that can be used for causality measurements (Quiroga et al, 2002).…”

Section: ܺ ܻmentioning

confidence: 99%

Revisiting the Global Workspace: Orchestration of the functional hierarchical organisation of the human brain

Deco

Vidaurre

Kringelbach

2019

Preprint

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A central, unsolved challenge in neuroscience is how the brain orchestrates function by organising the flow of information necessary for the underlying computation. It has been argued that this whole-brain orchestration is carried out by a core subset of integrative brain regions, commonly referred to as the 'global workspace', although quantifying the constitutive brain regions has proven elusive. We developed a normalised directed transfer entropy (NDTE) framework for determining the pairwise bidirectional causal flow between brain regions and applied it to multimodal wholebrain neuroimaging from over 1000 healthy participants. We established the full brain hierarchy and common regions in a 'functional rich club' (FRIC) coordinating the functional hierarchical organisation during rest and task. FRIC contains the core set of regions, which similar to a 'club' of functional hubs are characterized by a tendency to be more densely functionally connected among themselves than to the rest of brain regions from where they integrate information. The invariant global workspace is the intersection of FRICs across rest and seven tasks, and was found to consist of the precuneus, posterior and isthmus cingulate cortices, nucleus accumbens, putamen, hippocampus and amygdala that orchestrate the functional hierarchical organisation based on information from perceptual, long-term memory, evaluative and attentional systems. We confirmed the causal significance and robustness of this invariant global workspace by systematically lesioning a generative whole-brain model accurately simulating the functional hierarchy defined by NDTE. Overall, this is a major step forward in understanding the complex choreography of information flow within the functional hierarchical organisation of the human brain.

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“…Establishing asymptotic distribution theory for a fully nonparametric transfer entropy measure is challenging, if not impossible. Diks and Fang [ 22 ] provide numerical comparisons to gain some insights into the statistical behavior of nonparametric transfer entropy-based tests.…”

Section: Introductionmentioning

confidence: 99%

A Consistent Nonparametric Test for Granger Non-Causality Based on the Transfer Entropy

Diks

Fang

2020

Entropy

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To date, testing for Granger non-causality using kernel density-based nonparametric estimates of the transfer entropy has been hindered by the intractability of the asymptotic distribution of the estimators. We overcome this by shifting from the transfer entropy to its first-order Taylor expansion near the null hypothesis, which is also non-negative and zero if and only if Granger causality is absent. The estimated Taylor expansion can be expressed in terms of a U-statistic, demonstrating asymptotic normality. After studying its size and power properties numerically, the resulting test is illustrated empirically with applications to stock indices and exchange rates.

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Transfer Entropy for Nonparametric Granger Causality Detection: An Evaluation of Different Resampling Methods

Cited by 12 publications

References 52 publications

Revisiting the global workspace orchestrating the hierarchical organization of the human brain

Revisiting the global workspace orchestrating the hierarchical organization of the human brain

Revisiting the Global Workspace: Orchestration of the functional hierarchical organisation of the human brain

A Consistent Nonparametric Test for Granger Non-Causality Based on the Transfer Entropy

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