We propose a new estimator to measure directed dependencies in time series. The dimensionality of data is first reduced using a new non-uniform embedding technique, where the variables are ranked according to a weighted sum of the amount of new infor
mation and improvement of the prediction accuracy provided by the variables. Then, using a greedy approach, the most informative subsets are selected in an iterative way. The algorithm terminates, when the highest ranked variable is not able to significantly improve the accuracy of the prediction as compared to that obtained using the existing selected subsets. In a simulation study, we compare our estimator to existing state-of-the-art methods at different data lengths and directed dependencies strengths. It is demonstrated that the proposed estimator has a significantly higher accuracy than that of existing methods, especially for the difficult case, where the data is highly correlated and coupled. Moreover, we show its false detection of directed dependencies due to instantaneous couplings effect is lower than that of existing measures. We also show applicability of the proposed estimator on real intracranial electroencephalography data.
People suffering from hearing impairment often have difficulties participating in conversations in so-called `cocktail party scenarios with multiple people talking simultaneously. Although advanced algorithms exist to suppress background noise in the
se situations, a hearing device also needs information on which of these speakers the user actually aims to attend to. The correct (attended) speaker can then be enhanced using this information, and all other speakers can be treated as background noise. Recent neuroscientific advances have shown that it is possible to determine the focus of auditory attention from non-invasive neurorecording techniques, such as electroencephalography (EEG). Based on these new insights, a multitude of auditory attention decoding (AAD) algorithms have been proposed, which could, combined with the appropriate speaker separation algorithms and miniaturized EEG sensor devices, lead to so-called neuro-steered hearing devices. In this paper, we provide a broad review and a statistically grounded comparative study of EEG-based AAD algorithms and address the main signal processing challenges in this field.
