Back-to-back regression: Disentangling the influence of correlated factors from multivariate observations.

Identifying causes solely from observations can be particularly challenging when i) the factors under investigation are difficult to manipulate independently from one-another and ii) observations are high-dimensional. To address this issue, we introduce ''Back-to-Back'' regression (B2B), a linear method designed to efficiently estimate, from a set of correlated factors, those that most plausibly account for multidimensional observations. First, we prove the consistency of B2B, its links to other linear approaches, and show how it can provide a robust, unbiased and interpretable scalar estimate for each factor. Second, we use a variety of simulated data to show that B2B can outperform forward modeling ("encoding"), backward modeling ("decoding") as well as cross-decomposition modeling (i.e. canonical correlation analysis and partial least squares) on causal identification when the factors and the observations are not orthogonal. Finally, we apply B2B to a hundred magneto-encephalography recordings and to a hundred functional Magnetic Resonance Imaging recordings acquired while subjects performed a 1 ​h reading task. B2B successfully disentangles the respective contribution of collinear factors such as word length, word frequency in the early visual and late associative cortical responses respectively. B2B compared favorably to other standard techniques on this disentanglement. We discuss how the speed and the generality of B2B sets promising foundations to help identify the causal contributions of covarying factors from high-dimensional observations.

Informations de copyright

Copyright © 2020. Published by Elsevier Inc.