Comet Calendar Event Details

Modeling dependence in multivariate time series
Monday, Mar 18, 2013
2 p.m. - 3 p.m. Location: CB3 1.312

This week's Mathematical Sciences Department colloquium is given by Dr. Cristina Gorrostieta, Postdoctoral Fellow, of the Statistics Department, University of California at Irvine.

I will present extensions of two classical techniques for modeling dependence in multivariate time series, namely vector autoregressive model (VAR) and coherence analysis. These techniques are applied in describing brain signals dependencies.

To generalize the vector autoregressive model, I embedded this model in a mixed effects framework to account for between unit variability.  This model is used for exploring multi subject fMRI brain connectivity and identifying connectivity structures with high variability between subjects.

To extend the notion of dual frequency coherence developed in the signal processing literature, I will establish the concepts of evolutionary and lagged dual frequency coherence. These concepts were developed with the aim to investigate time dependent brain oscillatory activity between different frequencies and were motivated by empirical evidence that point out how brain processes and mental disorders can be described by interactions between oscillatory neuronal activity at different frequencies

Coffee will be served in FO 2.610F at  1:30 PM.

 

Please visit our webpage at http://www.utdallas.edu/math/news/ for up-to-date colloquia information.

Contact Info:
Dr. Pankaj Choudhary, 972-883-4436
Questions? Email me.

Tagged as Lectures/Seminars
See more events from Natural Sciences & Mathematics
View other events on the Comet Calendar