Continuous Time Particle Filtering for fMRI

L.M. Murray and A. Storkey


We construct a biologically motivated stochastic differential model of the neural and hemodynamic activity underlying the observed Blood Oxygen Level Dependent (BOLD) signal in Functional Magnetic Resonance Imaging (fMRI). The model poses a difficult parameter estimation problem, both theoretically due to the nonlinearity and divergence of the differential system, and computationally due to its time and space complexity. We adapt a particle filter and smoother to the task, and discuss some of the practical approaches used to tackle the difficulties, including use of sparse matrices and parallelisation. Results demonstrate the tractability of the approach in its application to an effective connectivity study.

L.M. Murray and A. Storkey (2008). Continuous Time Particle Filtering for fMRI. Advances in Neural Information Processing Systems. 20:1049--1056.

L.M. Murray and A. Storkey (2008). <a href="">Continuous Time Particle Filtering for fMRI</a>. <em>Advances in Neural Information Processing Systems</em>. <strong>20</strong>:1049--1056.

  title = {Continuous Time Particle Filtering for f{MRI}},
  author = {Lawrence Matthew Murray and Amos Storkey},
  journal = {Advances in Neural Information Processing Systems},
  year = {2008},
  volume = {20},
  pages = {1049--1056},
  url = {}
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