Prewhitening High Dimensional fMRI Data Sets Without.pdfVIP

Prewhitening High Dimensional fMRI Data Sets Without Eigendecomposition Abd-Krim Seghouane1 and Yousef Saad2 Department of Electrical and Electronic Engineering, Melbourne School of Engineering The University of Melbourne, Melbourne, Australia E-mail: Abd-krim.seghouane@unimelb.edu.au 2 Department of Computer Science and Engineering, The University of Minnesota at Twin Cities, Minnesota, USA Email: saad@umn.edu Abstract This letter proposes an algorithm for linear whitening that minimizes the mean squared error (MSE) between the original and whitened data without using the truncated eigen decomposi- tion (ED) of the covariance matrix of the original data. This algorithm uses Lanczos vectors to accurately approximate the major eigenvectors and eigenvalues of the covariance matrix of the original data. The major advantage of the proposed whitening approach is its low computational cost when compared with that of the truncated ED. This gain comes without sacrificing accuracy as illustrated on an experiment of whitening a real high dimensional fMRI data set. Keywords: fMRI, temporal ICA, Krylov subspace, Lanczos vectors, eigendecomposition. 1 1 Introduction The univariate and multivariate linear regression models are simple and widely used parametric models for fMRI data analysis Ashby (2011), Lazar (2010). In these models the linear (deter- ministic) part is used to characterize the activation response in a single voxel for the univariate model or a group of voxels for the multivariate model and the baseline drift whereas the second (stochastic) part of the model characterizes the noise from both physical and physiological pro- cesses Ashby (2011), Lazar (2010). On the o