an implementation of dynamic causal modeling

76
An Implementation of Dynamic Causal Modeling Christian Himpe 08.12.2011 Christian Himpe () DCM 08.12.2011 1 / 23

Upload: gramian

Post on 19-Jun-2015

141 views

Category:

Science


4 download

DESCRIPTION

held at Institute for Biomagnetism and Biosignalanalysis (University of Muenster) - december 2011

TRANSCRIPT

Page 1: An Implementation of Dynamic Causal Modeling

An Implementation of Dynamic Causal Modeling

Christian Himpe

08.12.2011

Christian Himpe () DCM 08.12.2011 1 / 23

Page 2: An Implementation of Dynamic Causal Modeling

Overview

AboutModelsInversionImplementationExample

Christian Himpe () DCM 08.12.2011 2 / 23

Page 3: An Implementation of Dynamic Causal Modeling

Motivation

How are brain regions coupled?How does this coupling change in an experimental context?How are stimuli propagated between brain regions?

Christian Himpe () DCM 08.12.2011 3 / 23

Page 4: An Implementation of Dynamic Causal Modeling

Motivation

How are brain regions coupled?How does this coupling change in an experimental context?How are stimuli propagated between brain regions?

Christian Himpe () DCM 08.12.2011 3 / 23

Page 5: An Implementation of Dynamic Causal Modeling

Motivation

How are brain regions coupled?How does this coupling change in an experimental context?How are stimuli propagated between brain regions?

Christian Himpe () DCM 08.12.2011 3 / 23

Page 6: An Implementation of Dynamic Causal Modeling

Dynamic Causal Modeling Process

1 Form Hypothesis2 Conduct Experiment3 Preprocess Data (Filtering, Reduction)4 Select Model5 Estimate Parameters6 Compute Solution

Christian Himpe () DCM 08.12.2011 4 / 23

Page 7: An Implementation of Dynamic Causal Modeling

Dynamic Causal Modeling Process

1 Form Hypothesis2 Conduct Experiment3 Preprocess Data (Filtering, Reduction)4 Select Model5 Estimate Parameters6 Compute Solution

Christian Himpe () DCM 08.12.2011 4 / 23

Page 8: An Implementation of Dynamic Causal Modeling

Dynamic Causal Modeling Process

1 Form Hypothesis2 Conduct Experiment3 Preprocess Data (Filtering, Reduction)4 Select Model5 Estimate Parameters6 Compute Solution

Christian Himpe () DCM 08.12.2011 4 / 23

Page 9: An Implementation of Dynamic Causal Modeling

Dynamic Causal Modeling Process

1 Form Hypothesis2 Conduct Experiment3 Preprocess Data (Filtering, Reduction)4 Select Model5 Estimate Parameters6 Compute Solution

Christian Himpe () DCM 08.12.2011 4 / 23

Page 10: An Implementation of Dynamic Causal Modeling

Dynamic Causal Modeling Process

1 Form Hypothesis2 Conduct Experiment3 Preprocess Data (Filtering, Reduction)4 Select Model5 Estimate Parameters6 Compute Solution

Christian Himpe () DCM 08.12.2011 4 / 23

Page 11: An Implementation of Dynamic Causal Modeling

Dynamic Causal Modeling Process

1 Form Hypothesis2 Conduct Experiment3 Preprocess Data (Filtering, Reduction)4 Select Model5 Estimate Parameters6 Compute Solution

Christian Himpe () DCM 08.12.2011 4 / 23

Page 12: An Implementation of Dynamic Causal Modeling

Model Principles

DynamicDeterministicMultiple Inputs and OutputsTwo Component Model

Dynamic SubmodelForward Submodel

Differ by Data Acquisition Method

fMRIEEG/MEG

Christian Himpe () DCM 08.12.2011 5 / 23

Page 13: An Implementation of Dynamic Causal Modeling

DCM for fMRI

Dynamic Submodel: Bilinear Dynamic SystemForward Submodel: Balloon-Windkessel Model

Christian Himpe () DCM 08.12.2011 6 / 23

Page 14: An Implementation of Dynamic Causal Modeling

DCM for fMRI (Dynamic)

Example:3 brain regions (z ∈ R3)2 input sources (i ∈ R2)

1 direct input source (i1)1 lateral input source (i2)

z = Az + B2zi2 + Ci

A =

−1 0 00.2 −1 0.40.3 0 −1

B1 =

0 0 00 0 00 0 0

B2 =

0 0 00 0 00.7 0 0

C =

1 00 00 0

Christian Himpe () DCM 08.12.2011 7 / 23

Page 15: An Implementation of Dynamic Causal Modeling

DCM for fMRI (Dynamic)

Example:3 brain regions (z ∈ R3)2 input sources (i ∈ R2)

1 direct input source (i1)1 lateral input source (i2)

z = Az + B1zi1 + B2zi2 + Ci

A =

−1 0 00.2 −1 0.40.3 0 −1

B1 =

0 0 00 0 00 0 0

B2 =

0 0 00 0 00.7 0 0

C =

1 00 00 0

Christian Himpe () DCM 08.12.2011 7 / 23

Page 16: An Implementation of Dynamic Causal Modeling

DCM for fMRI (Dynamic)

Example:3 brain regions (z ∈ R3)2 input sources (i ∈ R2)

1 direct input source (i1)1 lateral input source (i2)

z = Az + B2zi2 + Ci

A =

−1 0 00.2 −1 0.40.3 0 −1

B1 =

0 0 00 0 00 0 0

B2 =

0 0 00 0 00.7 0 0

C =

1 00 00 0

Christian Himpe () DCM 08.12.2011 7 / 23

Page 17: An Implementation of Dynamic Causal Modeling

DCM for fMRI (Dynamic)

Example:3 brain regions (z ∈ R3)2 input sources (i ∈ R2)

1 direct input source (i1)1 lateral input source (i2)

z = Az + B2zi2 + Ci

A =

−1 0 00.2 −1 0.40.3 0 −1

B1 =

0 0 00 0 00 0 0

B2 =

0 0 00 0 00.7 0 0

C =

1 00 00 0

Christian Himpe () DCM 08.12.2011 7 / 23

Page 18: An Implementation of Dynamic Causal Modeling

DCM for fMRI (Dynamic)

A =

−1 0 00.2 −1 0.40.3 0 −1

B1 =

0 0 00 0 00 0 0

B2 =

0 0 00 0 00.7 0 0

C =

1 00 00 0

Christian Himpe () DCM 08.12.2011 8 / 23

Page 19: An Implementation of Dynamic Causal Modeling

DCM for MRI (Forward)

vasolidatory signal (s):

receives input (output of the dynamic system)dampens with itselfand with normalized inflow

normalized inflow (f ):is caused by the vasoladitory signal

normalized venomous volume (v):difference between normalized inflow and outflow

normalized deoxyhemoglobin content (q):difference between inflow and outflow

output (y):weighted sum of venomous volume and deoxyhemoglobin content

Christian Himpe () DCM 08.12.2011 9 / 23

Page 20: An Implementation of Dynamic Causal Modeling

DCM for MRI (Forward)

vasolidatory signal (s):

receives input (output of the dynamic system)dampens with itselfand with normalized inflow

normalized inflow (f ):is caused by the vasoladitory signal

normalized venomous volume (v):difference between normalized inflow and outflow

normalized deoxyhemoglobin content (q):difference between inflow and outflow

output (y):weighted sum of venomous volume and deoxyhemoglobin content

Christian Himpe () DCM 08.12.2011 9 / 23

Page 21: An Implementation of Dynamic Causal Modeling

DCM for MRI (Forward)

vasolidatory signal (s):

receives input (output of the dynamic system)dampens with itselfand with normalized inflow

normalized inflow (f ):is caused by the vasoladitory signal

normalized venomous volume (v):difference between normalized inflow and outflow

normalized deoxyhemoglobin content (q):difference between inflow and outflow

output (y):weighted sum of venomous volume and deoxyhemoglobin content

Christian Himpe () DCM 08.12.2011 9 / 23

Page 22: An Implementation of Dynamic Causal Modeling

DCM for MRI (Forward)

vasolidatory signal (s):

receives input (output of the dynamic system)dampens with itselfand with normalized inflow

normalized inflow (f ):is caused by the vasoladitory signal

normalized venomous volume (v):difference between normalized inflow and outflow

normalized deoxyhemoglobin content (q):difference between inflow and outflow

output (y):weighted sum of venomous volume and deoxyhemoglobin content

Christian Himpe () DCM 08.12.2011 9 / 23

Page 23: An Implementation of Dynamic Causal Modeling

DCM for MRI (Forward)

vasolidatory signal (s):

receives input (output of the dynamic system)dampens with itselfand with normalized inflow

normalized inflow (f ):is caused by the vasoladitory signal

normalized venomous volume (v):difference between normalized inflow and outflow

normalized deoxyhemoglobin content (q):difference between inflow and outflow

output (y):weighted sum of venomous volume and deoxyhemoglobin content

Christian Himpe () DCM 08.12.2011 9 / 23

Page 24: An Implementation of Dynamic Causal Modeling

DCM for MRI (Forward)

vasolidatory signal (s):

receives input (output of the dynamic system)dampens with itselfand with normalized inflow

normalized inflow (f ):is caused by the vasoladitory signal

normalized venomous volume (v):difference between normalized inflow and outflow

normalized deoxyhemoglobin content (q):difference between inflow and outflow

output (y):weighted sum of venomous volume and deoxyhemoglobin content

Christian Himpe () DCM 08.12.2011 9 / 23

Page 25: An Implementation of Dynamic Causal Modeling

DCM for MRI (Forward)

z↑s

↑↓f

↗ ↖v −→ q

↖ ↗y

Christian Himpe () DCM 08.12.2011 10 / 23

Page 26: An Implementation of Dynamic Causal Modeling

DCM for EEG

Dynamic Submodel: Jansen ModelForward Submodel: Linear Transformation

Christian Himpe () DCM 08.12.2011 11 / 23

Page 27: An Implementation of Dynamic Causal Modeling

DCM for EEG (Dynamic)

Tripartioning:

E Excitatory Subpopulation↑↓ (Intrinsic Coupling)O (Excitatory) Output Subpopulation↑↓ (Intrinsic Coupling)I Inhibitory Subpopulation

CF =

0 . .. 0 .. . 0

CB =

0 . .. 0 .. . 0

CL =

0 . .. 0 .. . 0

Christian Himpe () DCM 08.12.2011 12 / 23

Page 28: An Implementation of Dynamic Causal Modeling

DCM for EEG (Dynamic)

Forward, Backward, Lateral Connections:

E1 E2 E1 E2 E1 E2↑↓ ↗ ↑↓ ↑↓ ↑↓ ↑↓ ↗ ↑↓O1 O2 O1 → O2 O1 → O2↑↓ ↑↓ ↑↓ ↘ ↑↓ ↑↓ ↘ ↑↓I1 I2 I1 I2 I1 I2

CF =

0 . .. 0 .. . 0

CB =

0 . .. 0 .. . 0

CL =

0 . .. 0 .. . 0

Christian Himpe () DCM 08.12.2011 12 / 23

Page 29: An Implementation of Dynamic Causal Modeling

DCM for EEG (Dynamic)

Forward, Backward, Lateral Connections:

E1 E2 E1 E2 E1 E2↑↓ ↗ ↑↓ ↑↓ ↑↓ ↑↓ ↗ ↑↓O1 O2 O1 → O2 O1 → O2↑↓ ↑↓ ↑↓ ↘ ↑↓ ↑↓ ↘ ↑↓I1 I2 I1 I2 I1 I2

CF =

0 . .. 0 .. . 0

CB =

0 . .. 0 .. . 0

CL =

0 . .. 0 .. . 0

Christian Himpe () DCM 08.12.2011 12 / 23

Page 30: An Implementation of Dynamic Causal Modeling

Model Overview and Drift

h = y + Xβ + ε

Drift:

Frequency Filtering (ie equipment-related drift) →Discrete Cosine SetY-shift of data → 0th-Order is Constant Term

Model is now complete!

Christian Himpe () DCM 08.12.2011 13 / 23

Page 31: An Implementation of Dynamic Causal Modeling

Model Overview and Drift

h = y + Xβ + ε

Drift:

Frequency Filtering (ie equipment-related drift) →Discrete Cosine SetY-shift of data → 0th-Order is Constant Term

Model is now complete!

Christian Himpe () DCM 08.12.2011 13 / 23

Page 32: An Implementation of Dynamic Causal Modeling

Model Overview and Drift

h = y + Xβ + ε

Drift:

Frequency Filtering (ie equipment-related drift) →Discrete Cosine SetY-shift of data → 0th-Order is Constant Term

Model is now complete!

Christian Himpe () DCM 08.12.2011 13 / 23

Page 33: An Implementation of Dynamic Causal Modeling

Model Overview and Drift

h = y + Xβ + ε

Drift:

Frequency Filtering (ie equipment-related drift) →Discrete Cosine SetY-shift of data → 0th-Order is Constant Term

Model is now complete!

Christian Himpe () DCM 08.12.2011 13 / 23

Page 34: An Implementation of Dynamic Causal Modeling

Model Overview and Drift

h = y + Xβ + ε

Drift:

Frequency Filtering (ie equipment-related drift) →Discrete Cosine SetY-shift of data → 0th-Order is Constant Term

Model is now complete!

Christian Himpe () DCM 08.12.2011 13 / 23

Page 35: An Implementation of Dynamic Causal Modeling

Model Overview and Drift

h = y + Xβ + ε

Drift:

Frequency Filtering (ie equipment-related drift) →Discrete Cosine SetY-shift of data → 0th-Order is Constant Term

Model is now complete!

Christian Himpe () DCM 08.12.2011 13 / 23

Page 36: An Implementation of Dynamic Causal Modeling

Model Overview and Drift

h = y + Xβ + ε

Drift:

Frequency Filtering (ie equipment-related drift) →Discrete Cosine SetY-shift of data → 0th-Order is Constant Term

Model is now complete!

Christian Himpe () DCM 08.12.2011 13 / 23

Page 37: An Implementation of Dynamic Causal Modeling

Parameter Estimation

Bayesian InversionAll parameters are assumed to independently and identically distributedBayes Rule is assumed to apply P(A|B) = P(B|A)P(B)

P(A)

Prior Information on ParametersEM-algorithm (Two Step Procedure)

1 E-Step (Expectation)

Estimate MeanLeast-Squares-Method

2 M-Step (Maximization)

Estimate Hyperparameters

Christian Himpe () DCM 08.12.2011 14 / 23

Page 38: An Implementation of Dynamic Causal Modeling

Parameter Distribution Estimation

Bayesian InversionAll parameters are assumed to independently and identically distributedBayes Rule is assumed to apply P(A|B) = P(B|A)P(B)

P(A)

Prior Information on ParametersEM-algorithm (Two Step Procedure)

1 E-Step (Expectation)

Estimate MeanLeast-Squares-Method

2 M-Step (Maximization)

Estimate Hyperparameters

Christian Himpe () DCM 08.12.2011 14 / 23

Page 39: An Implementation of Dynamic Causal Modeling

Parameter Distribution Estimation

Bayesian InversionAll parameters are assumed to independently and identically distributedBayes Rule is assumed to apply P(A|B) = P(B|A)P(B)

P(A)

Prior Information on ParametersEM-algorithm (Two Step Procedure)

1 E-Step (Expectation)

Estimate MeanLeast-Squares-Method

2 M-Step (Maximization)

Estimate Hyperparameters

Christian Himpe () DCM 08.12.2011 14 / 23

Page 40: An Implementation of Dynamic Causal Modeling

Parameter Distribution Estimation

Bayesian InversionAll parameters are assumed to independently and identically distributedBayes Rule is assumed to applyPrior Information on Parameters

EM-algorithm (Two Step Procedure)1 E-Step (Expectation)

Estimate MeanLeast-Squares-Method

2 M-Step (Maximization)

Estimate Hyperparameters

Christian Himpe () DCM 08.12.2011 14 / 23

Page 41: An Implementation of Dynamic Causal Modeling

Parameter Distribution Estimation

Bayesian InversionAll parameters are assumed to independently and identically distributedBayes Rule is assumed to applyPrior Information on Parameters

EM-algorithm (Two Step Procedure)1 E-Step (Expectation)

Estimate MeanLeast-Squares-Method

2 M-Step (Maximization)

Estimate Hyperparameters

Christian Himpe () DCM 08.12.2011 14 / 23

Page 42: An Implementation of Dynamic Causal Modeling

Parameter Distribution Estimation

Bayesian InversionAll parameters are assumed to independently and identically distributedBayes Rule is assumed to applyPrior Information on Parameters

EM-algorithm (Two Step Procedure)1 E-Step (Expectation)

Estimate MeanWeighted-Least-Squares-Method

2 M-Step (Maximization)

Estimate Hyperparameters

Christian Himpe () DCM 08.12.2011 14 / 23

Page 43: An Implementation of Dynamic Causal Modeling

Parameter Distribution Estimation

Bayesian InversionAll parameters are assumed to independently and identically distributedBayes Rule is assumed to applyPrior Information on Parameters

EM-algorithm (Two Step Procedure)1 E-Step (Expectation)

Estimate MeanAugmented-Weighted-Least-Squares-Method

2 M-Step (Maximization)

Estimate Hyperparameters

Christian Himpe () DCM 08.12.2011 14 / 23

Page 44: An Implementation of Dynamic Causal Modeling

Parameter Distribution Estimation

Bayesian InversionAll parameters are assumed to independently and identically distributedBayes Rule is assumed to applyPrior Information on Parameters

EM-algorithm (Two Step Procedure)1 E-Step (Expectation)

Estimate MeanAugmented-Weighted-Least-Squares-Method

2 M-Step (Maximization)

Estimate HyperparametersNewton-method

Christian Himpe () DCM 08.12.2011 14 / 23

Page 45: An Implementation of Dynamic Causal Modeling

Parameter Distribution Estimation

Bayesian InversionAll parameters are assumed to independently and identically distributedBayes Rule is assumed to applyPrior Information on Parameters

EM-algorithm (Two Step Procedure)1 E-Step (Expectation)

Estimate MeanAugmented-Weighted-Least-Squares-Method

2 M-Step (Maximization)

Estimate HyperparametersNewton-method for Maximum Likelihood Problems

Christian Himpe () DCM 08.12.2011 14 / 23

Page 46: An Implementation of Dynamic Causal Modeling

Parameter Distribution Estimation

Bayesian InversionAll parameters are assumed to independently and identically distributedBayes Rule is assumed to applyPrior Information on Parameters

EM-algorithm (Two Step Procedure)1 E-Step (Expectation)

Estimate MeanAugmented-Weighted-Least-Squares-Method

2 M-Step (Maximization)

Estimate HyperparametersScoring-Algorithm

Christian Himpe () DCM 08.12.2011 14 / 23

Page 47: An Implementation of Dynamic Causal Modeling

Parameter Distribution Estimation

Bayesian InversionAll parameters are assumed to independently and identically distributedBayes Rule is assumed to applyPrior Information on Parameters

EM-algorithm (Two Step Procedure)1 E-Step (Expectation)

Estimate MeanAugmented-Weighted-Least-Squares-Method

2 M-Step (Maximization)

Estimate HyperparametersScoring-Algorithm utilizing Fisher-Information

Christian Himpe () DCM 08.12.2011 14 / 23

Page 48: An Implementation of Dynamic Causal Modeling

Parameter Distribution Estimation

Bayesian InversionAll parameters are assumed to independently and identically distributedBayes Rule is assumed to applyPrior Information on Parameters

EM-algorithm (Two Step Procedure)1 E-Step (Expectation)

Estimate MeanAugmented-Weighted-Least-Squares-Method

2 M-Step (Maximization)

Estimate HyperparametersFisher-Scoring-Algorithm

Christian Himpe () DCM 08.12.2011 14 / 23

Page 49: An Implementation of Dynamic Causal Modeling

EM-Algorithm Improvements

1 Residual Forming Matrix (Residuals in M-Step)→Rearrange computation sequence

2 Traces of Products (Derivatives in M-Step)→Compute traces directly

3 Solving Linear Systems (in E- and M-Step)→Cholesky direct solver

4 Preventing Double Calculations (M-Step and E-Step)→Rearrange E-Step and recycle in M-Step

Christian Himpe () DCM 08.12.2011 15 / 23

Page 50: An Implementation of Dynamic Causal Modeling

Implementation Details6500 LoC in C++· no parsing and interpreting overhead· machine specific optimizations possible

Parallelization with OpenMP· Parallelization of 1st Derivative of E-Step (Jacobian)· Parallelization of 1st and “2nd” Derivative of M-Step

Runge-Kutta-Fehlberg Solver

· 5th Order Single Step Solver· allows extension to adaptive stepping

Modular Dynamic and Forward Submodels· Extendable to further submodels· Easy Switching between submodels

Christian Himpe () DCM 08.12.2011 16 / 23

Page 51: An Implementation of Dynamic Causal Modeling

Benchmarks

Dataset Classic | Classic ‖ Improved | Improved ‖syn2f 74.68s 33.43s 8.38s 2.73ssyn2b 74.61s 32.92s 8.44s 2.66ssyn2l 74.40s 33.12s 9.97s 2.41ssyn3a 498.78s 169.14s 21.57s 5.39ssyn3b 495.31s 167.75s 21.66s 5.35ssyn3c 499.30s 166.36s 21.50s 5.52ssyn3d 500.64s 168.26s 21.68s 5.44ssyn3e 496.84s 168.27s 21.56s 5.33s

Christian Himpe () DCM 08.12.2011 17 / 23

Page 52: An Implementation of Dynamic Causal Modeling

Benchmarks

Dataset Classic | Classic ‖ Improved | Improved ‖syn2f 74.68s 33.43s 8.38s 2.73ssyn2b 74.61s 32.92s 8.44s 2.66ssyn2l 74.40s 33.12s 9.97s 2.41ssyn3a 498.78s 169.14s 21.57s 5.39ssyn3b 495.31s 167.75s 21.66s 5.35ssyn3c 499.30s 166.36s 21.50s 5.52ssyn3d 500.64s 168.26s 21.68s 5.44ssyn3e 496.84s 168.27s 21.56s 5.33s

Christian Himpe () DCM 08.12.2011 17 / 23

Page 53: An Implementation of Dynamic Causal Modeling

Benchmarks

Dataset Classic | Classic ‖ Improved | Improved ‖syn2f 74.68s 33.43s 8.38s 2.73ssyn2b 74.61s 32.92s 8.44s 2.66ssyn2l 74.40s 33.12s 9.97s 2.41ssyn3a 498.78s 169.14s 21.57s 5.39ssyn3b 495.31s 167.75s 21.66s 5.35ssyn3c 499.30s 166.36s 21.50s 5.52ssyn3d 500.64s 168.26s 21.68s 5.44ssyn3e 496.84s 168.27s 21.56s 5.33s

Christian Himpe () DCM 08.12.2011 17 / 23

Page 54: An Implementation of Dynamic Causal Modeling

Benchmarks

Dataset Classic | Classic ‖ Improved | Improved ‖syn2f 74.68s 33.43s 8.38s 2.73ssyn2b 74.61s 32.92s 8.44s 2.66ssyn2l 74.40s 33.12s 9.97s 2.41ssyn3a 498.78s 169.14s 21.57s 5.39ssyn3b 495.31s 167.75s 21.66s 5.35ssyn3c 499.30s 166.36s 21.50s 5.52ssyn3d 500.64s 168.26s 21.68s 5.44ssyn3e 496.84s 168.27s 21.56s 5.33s

Christian Himpe () DCM 08.12.2011 17 / 23

Page 55: An Implementation of Dynamic Causal Modeling

Benchmarks

Dataset Classic | Classic ‖ Improved | Improved ‖syn2f 74.68s 33.43s 8.38s 2.73ssyn2b 74.61s 32.92s 8.44s 2.66ssyn2l 74.40s 33.12s 9.97s 2.41ssyn3a 498.78s 169.14s 21.57s 5.39ssyn3b 495.31s 167.75s 21.66s 5.35ssyn3c 499.30s 166.36s 21.50s 5.52ssyn3d 500.64s 168.26s 21.68s 5.44ssyn3e 496.84s 168.27s 21.56s 5.33s

Christian Himpe () DCM 08.12.2011 17 / 23

Page 56: An Implementation of Dynamic Causal Modeling

Benchmarks

Christian Himpe () DCM 08.12.2011 18 / 23

Page 57: An Implementation of Dynamic Causal Modeling

Estimation Process (Real Data)

Experimental context:Fear Extinction

Situation:3 Regions (AMY, CA1, PFC)1 (direct) Input (sound)

Hypothesis:full connectivity possibleAMY → CA1 → PFC

Christian Himpe () DCM 08.12.2011 19 / 23

Page 58: An Implementation of Dynamic Causal Modeling

Estimation Process (Real Data)

Christian Himpe () DCM 08.12.2011 20 / 23

Page 59: An Implementation of Dynamic Causal Modeling

Estimation Process (Real Data)

Christian Himpe () DCM 08.12.2011 20 / 23

Page 60: An Implementation of Dynamic Causal Modeling

Estimation Process (Real Data)

Christian Himpe () DCM 08.12.2011 20 / 23

Page 61: An Implementation of Dynamic Causal Modeling

Estimation Process (Real Data)

Christian Himpe () DCM 08.12.2011 20 / 23

Page 62: An Implementation of Dynamic Causal Modeling

Estimation Process (Real Data)

Christian Himpe () DCM 08.12.2011 20 / 23

Page 63: An Implementation of Dynamic Causal Modeling

Estimation Process (Real Data)

Christian Himpe () DCM 08.12.2011 20 / 23

Page 64: An Implementation of Dynamic Causal Modeling

Estimation Process (Real Data)

Christian Himpe () DCM 08.12.2011 20 / 23

Page 65: An Implementation of Dynamic Causal Modeling

Estimation Process (Real Data)

Christian Himpe () DCM 08.12.2011 20 / 23

Page 66: An Implementation of Dynamic Causal Modeling

Estimation Process (Real Data)

Christian Himpe () DCM 08.12.2011 20 / 23

Page 67: An Implementation of Dynamic Causal Modeling

Estimation Process (Real Data)

Christian Himpe () DCM 08.12.2011 20 / 23

Page 68: An Implementation of Dynamic Causal Modeling

Estimation Process (Real Data)

Christian Himpe () DCM 08.12.2011 20 / 23

Page 69: An Implementation of Dynamic Causal Modeling

Estimation Process (Real Data)

Christian Himpe () DCM 08.12.2011 21 / 23

Page 70: An Implementation of Dynamic Causal Modeling

Outlook

Runtime reductionImprovement of EM-algorithmMore dynamic and forward submodelsInclude preprocessing capabilitiesLower order and adaptive solversInclude further DCM extensions

Christian Himpe () DCM 08.12.2011 22 / 23

Page 71: An Implementation of Dynamic Causal Modeling

Outlook

Runtime reductionImprovement of EM-algorithmMore dynamic and forward submodelsInclude preprocessing capabilitiesLower order and adaptive solversInclude further DCM extensions

Christian Himpe () DCM 08.12.2011 22 / 23

Page 72: An Implementation of Dynamic Causal Modeling

Outlook

Runtime reductionImprovement of EM-algorithmMore dynamic and forward submodelsInclude preprocessing capabilitiesLower order and adaptive solversInclude further DCM extensions

Christian Himpe () DCM 08.12.2011 22 / 23

Page 73: An Implementation of Dynamic Causal Modeling

Outlook

Runtime reductionImprovement of EM-algorithmMore dynamic and forward submodelsInclude preprocessing capabilitiesLower order and adaptive solversInclude further DCM extensions

Christian Himpe () DCM 08.12.2011 22 / 23

Page 74: An Implementation of Dynamic Causal Modeling

Outlook

Runtime reductionImprovement of EM-algorithmMore dynamic and forward submodelsInclude preprocessing capabilitiesLower order and adaptive solversInclude further DCM extensions

Christian Himpe () DCM 08.12.2011 22 / 23

Page 75: An Implementation of Dynamic Causal Modeling

Outlook

Runtime reductionImprovement of EM-algorithmMore dynamic and forward submodelsInclude preprocessing capabilitiesLower order and adaptive solversInclude further DCM extensions

Christian Himpe () DCM 08.12.2011 22 / 23

Page 76: An Implementation of Dynamic Causal Modeling

tl;dl

A modular and extendable implementation of dynamic causal modelingwith a notable runtime reduction.

( Thesis: http://j.mp/himpe )

Christian Himpe () DCM 08.12.2011 23 / 23