Simultaneous Inference in Multiple Matrix-Variate Graphs for High-Dimensional Neural Recordings

As large-scale neural recordings become common, many neuroscientific investigations are focused on identifying functional connectivity from spatio-temporal measurements in two or more brain areas across multiple sessions. Spatial-temporal data in neural recordings can be represented as matrix-variate data, with time as the first dimension and space as the second. In this paper, we exploit the multiple matrix-variate Gaussian Graphical model to encode the common underlying spatial functional connectivity across multiple sessions of neural recordings. By effectively integrating information across multiple graphs, we develop a novel inferential framework that allows simultaneous testing to detect meaningful connectivity for a target edge subset of arbitrary size. Our test statistics are based on a group penalized regression approach and a high-dimensional Gaussian approximation technique. The validity of simultaneous testing is demonstrated theoretically under mild assumptions on sample size and non-stationary autoregressive temporal dependence. Our test is nearly optimal in achieving the testable region boundary. Additionally, our method involves only convex optimization and parametric bootstrap, making it computationally attractive. We demonstrate the efficacy of the new method through both simulations and an experimental study involving multiple local field potential (LFP) recordings in the Prefrontal Cortex (PFC) and visual area V4 during a memory-guided saccade task.