Learning effective connectivity from fMRI using autoregressive hidden Markov model with missing data
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Updated: Mar 9, 2026

Using Informational Connectivity to Measure the Synchronous Emergence of fMRI Multi-voxel Information Across Time
Published on: July 1, 2014
Shilpa Dang1, Santanu Chaudhury2, Brejesh Lall1
1Electrical Engineering Department, Indian Institute of Technology Delhi, New Delhi 110016, India.
Background:
Effective connectivity (EC) analysis of neuronal groups using fMRI delivers insights about functional-integration. However, fMRI signal has low-temporal resolution due to down-sampling and indirectly measures underlying neuronal activity.
New Method:
The aim is to address above issues for more reliable EC estimates. This paper proposes use of autoregressive hidden Markov model with missing data (AR-HMM-md) in dynamically multi-linked (DML) framework for learning EC using multiple fMRI time series. In our recent work (Dang et al., 2016), we have shown how AR-HMM-md for modelling single fMRI time series outperforms the existing methods. AR-HMM-md models unobserved neuronal activity and lost data over time as variables and estimates their values by joint optimization given fMRI observation sequence.
Results:
The effectiveness in learning EC is shown using simulated experiments. Also the effects of sampling and noise are studied on EC. Moreover, classification-experiments are performed for Attention-Deficit/Hyperactivity Disorder subjects and age-matched controls for performance evaluation of real data. Using Bayesian model selection, we see that the proposed model converged to higher log-likelihood and demonstrated that group-classification can be performed with higher cross-validation accuracy of above 94% using distinctive network EC which characterizes patients vs.
Controls:
The full data EC obtained from DML-AR-HMM-md is more consistent with previous literature than the classical multivariate Granger causality method.
Comparison:
The proposed architecture leads to reliable estimates of EC than the existing latent models.
Conclusions:
This framework overcomes the disadvantage of low-temporal resolution and improves cross-validation accuracy significantly due to presence of missing data variables and autoregressive process.

