Nonlinear Structural Vector Autoregressive Models with Application to Directed Brain Networks

Yanning Shen, Georgios B. Giannakis, Brian Baingana

Research output: Contribution to journalArticlepeer-review

18 Scopus citations


Structural equation models (SEMs) and vector autoregressive models (VARMs) are two broad families of approaches that have been shown useful in effective brain connectivity studies. While VARMs postulate that a given region of interest in the brain is directionally connected to another one by virtue of time-lagged influences, SEMs assert that directed dependencies arise due to instantaneous effects, and may even be adopted when nodal measurements are not necessarily multivariate time series. To unify these complementary perspectives, linear structural vector autoregressive models (SVARMs) that leverage both instantaneous and time-lagged nodal data have recently been put forth. Albeit simple and tractable, linear SVARMs are quite limited since they are incapable of modeling nonlinear dependencies between neuronal time series. To this end, the overarching goal of the present paper is to considerably broaden the span of linear SVARMs by capturing nonlinearities through kernels, which have recently emerged as a powerful nonlinear modeling framework in canonical machine learning tasks, e.g., regression, classification, and dimensionality reduction. The merits of kernel-based methods are extended here to the task of learning the effective brain connectivity, and an efficient regularized estimator is put forth to leverage the edge sparsity inherent to real-world complex networks. Judicious kernel choice from a preselected dictionary of kernels is also addressed using a data-driven approach. Numerical tests on ECoG data captured through a study on epileptic seizures demonstrate that it is possible to unveil previously unknown directed links between brain regions of interest.

Original languageEnglish (US)
Article number8831393
Pages (from-to)5325-5339
Number of pages15
JournalIEEE Transactions on Signal Processing
Issue number20
StatePublished - Oct 15 2019

Bibliographical note

Funding Information:
Manuscript received September 18, 2018; revised April 8, 2019 and August 28, 2019; accepted August 29, 2019. Date of publication September 11, 2019; date of current version September 20, 2019. The associate editor coordinating the review of this manuscript and approving it for publication was Prof. Vincent Y. F. Tan. This work was supported by in part by National Science Foundation (NSF) under Grants 1901134, 1711471, and 1500713, and in part by the National Institutes of Health (NIH) under Grant 1R01GM104975-01. The work of Y. Shen was also supported by the UMN Doctoral dissertation Fellowship. (Corresponding author: Georgios B. Giannakis.) Y. Shen was with Department of Electrical and Computer Engineering and the Digital Technology Center, University of Minnesota, Minneapolis, MN 55455 USA. She is now with the Department of Electrical Engineering and Computer Science and the Center for Pervasive Communications and Computing, University of California, Irvine, CA 92697 USA (e-mail: yannings@

Publisher Copyright:
© 2019 IEEE.


  • Network topology inference
  • nonlinear models
  • structural vector autoregressive models


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