Ordinal pattern dependence as a multivariate dependence measure

Multivariate pattern dependence

When we perform a cognitive task, multiple brain regions are engaged. Understanding how these regions interact is a fundamental step to uncover the neural bases of behavior. Most research on the interactions between brain regions has focused on the univariate responses in the regions. However, fine grained patterns of response encode important information, as shown by multivariate pattern analy...

A multivariate dependence measure for aggregating risks

To evaluate the aggregate risk in a financial or insurance portfolio, a risk analyst has to calculate the distribution function of a sum of random variables. As the individual risk factors are often positively dependent, the classical convolution technique will not be sufficient. On the other hand, assuming a comonotonic dependence structure will likely overrate the real aggregate risk. In orde...

Ordinal Pattern Dependence between hydrological time series

Testing for Structural Breaks via Ordinal Pattern Dependence

We propose new concepts in order to analyze and model the dependence structure between two time series. Our methods rely exclusively on the order structure of the data points. Hence, the methods are stable under monotone transformations of the time series and robust against small perturbations or measurement errors. Ordinal pattern dependence can be characterized by four parameters. We propose ...

Cocaine dependence and thalamic functional connectivity: a multivariate pattern analysis

Cocaine dependence is associated with deficits in cognitive control. Previous studies demonstrated that chronic cocaine use affects the activity and functional connectivity of the thalamus, a subcortical structure critical for cognitive functioning. However, the thalamus contains nuclei heterogeneous in functions, and it is not known how thalamic subregions contribute to cognitive dysfunctions ...