Skip to main content

Statistical Baselines from Random Matrix Theory

  • Conference paper
Intelligent Data Engineering and Automated Learning – IDEAL 2008 (IDEAL 2008)

Part of the book series: Lecture Notes in Computer Science ((LNISA,volume 5326))

  • 1756 Accesses

Abstract

Quantitative descriptors of intrinsic properties of imaging data can be obtained from the theory of random matrices (RMT). Based on theoretical results for standardized data, RMT offers a systematic approach to surrogate data which allows us to evaluate the significance of deviations from the random baseline. Considering exemplary fMRI data sets recorded at a visuo-motor task and rest, we show their distinguishability by RMT-based quantities and demonstrate that the degree of sparseness and of localization can be evaluated in a strict way, provided that the data are sufficiently well described by the pairwise cross-correlations.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Theiler, J., Eubank, S., Longtin, A., Galdrikian, B., Farmer, J.D.: Testing for nonlinearity in time series: The method of surrogate data. Physica D 58 (1992)

    Google Scholar 

  2. Wigner, E.P.: Random matrix theory in physics. SIAM Rev. 9, 1–23 (1967)

    Article  MATH  Google Scholar 

  3. Mehta, M.L.: Random Matrices. Academic Press, Boston (1991)

    MATH  Google Scholar 

  4. Plerou, V., Gopikrishnan, P., Rosenow, B., Amaral, L.A.N., Guhr, T., Stanley, H.E.: Random matrix approach to cross correlations in financial data. Phys. Rev. E 65 (2002)

    Google Scholar 

  5. Šeba, P.: Random matrix analysis of human EEG data. Phys. Rev. Lett. 91(19) (2003)

    Google Scholar 

  6. Brody, T.A., Flores, J., French, J.B., Mello, P.A., Pandey, A., Wong, S.S.M.: Random-matrix physics: spectrum and strength fluctuations. Rev. Mod. Phys. 53(3) (1981)

    Google Scholar 

  7. Casati, G., Guarneri, I., Izrailev, F., Scharf, R.: Scaling behavior of localization in quantum chaos. Phys. Rev. Lett. 64(1) (1990)

    Google Scholar 

  8. Dodel, S., Herrmann, J.M., Geisel, T.: Comparison of temporal and spatial ica in fmri data analysis. In: Proc. ICA 2000, Helsinki, Finland, pp. 543–547 (2000)

    Google Scholar 

  9. Voultsidou, M., Dodel, S., Herrmann, J.M.: Feature evaluation in fmri data using random matrix theory. Comput. Visual. Sci. 10(2), 99–105 (2007)

    Article  MathSciNet  Google Scholar 

  10. Manfredi, V.R.: Level density fluctuations of interacting bosons. Nuovo Cimento Lettere 40, 135 (1984)

    Article  Google Scholar 

  11. Wigner, E.P.: On the distribution of the roots of certain symmetric matrices. Ann. of Math. 67, 325–328 (1958)

    Article  MathSciNet  MATH  Google Scholar 

  12. Guhr, T., Müller-Groelling, A., Weidenmüller, H.A.: Random-matrix physics: Spectrum and strength fluctuations. Phys. Rep. 299(190) (1998)

    Google Scholar 

  13. Izrailev, F.M.: Intermediate statistics of the quasi-energy spectrum and quantum localization of classical chaos. J. Phys. A: Math. Gen. 22, 865–878 (1989)

    Article  Google Scholar 

  14. Luna-Acosta, G.A., Méndez-Bermúdez, J.A., Izrailev, F.M.: Periodic chaotic billiards: Quantum-classical correspondence in energy space. Phys. Rev. E 64 (2001)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2008 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Voultsidou, M., Herrmann, J.M. (2008). Statistical Baselines from Random Matrix Theory. In: Fyfe, C., Kim, D., Lee, SY., Yin, H. (eds) Intelligent Data Engineering and Automated Learning – IDEAL 2008. IDEAL 2008. Lecture Notes in Computer Science, vol 5326. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-88906-9_46

Download citation

  • DOI: https://doi.org/10.1007/978-3-540-88906-9_46

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-88905-2

  • Online ISBN: 978-3-540-88906-9

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics