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Teaching & Academics Science Linear Algebra

PCA & multivariate signal processing, applied to neural data

Learn and apply cutting-edge data analysis techniques for the age of "big data" in neuroscience (theory and MATLAB code)
Rating: 4.6 out of 54.6 (236 ratings)
2,457 students
Created by Mike X Cohen
Last updated 2/2021
English
English [Auto], Polish [Auto], 
30-Day Money-Back Guarantee

What you'll learn

  • Understand advanced linear algebra methods
  • Apply advanced linear algebra methods in MATLAB
  • Simulate multivariate data for testing analysis methods
  • Analyzing multivariate time series datasets
  • Appreciate the challenges neuroscientists are struggling with!
  • Learn about modern neuroscience data analysis
Curated for the Udemy for Business collection

Requirements

  • Some linear algebra background (or interest in learning!)
  • Some neuroscience background (or interest in learning!)
  • Some MATLAB programming experience (only to complete exercises)
  • Interest in learning applied linear algebra

Description

What is this course all about?

Neuroscience (brain science) is changing -- new brain-imaging technologies are allowing increasingly huge data sets, but analyzing the resulting Big Data is one of the biggest struggles in modern neuroscience (if don't believe me, ask a neuroscientist!).

The increases in the number of simultaneously recorded data channels allows new discoveries about spatiotemporal structure in the brain, but also presents new challenges for data analyses. Because data are stored in matrices, algorithms developed in linear algebra are extremely useful. 

The purpose of this course is to teach you some matrix-based data analysis methods in neural time series data, with a focus on multivariate dimensionality reduction and source-separation methods. This includes covariance matrices, principal components analysis (PCA), generalized eigendecomposition (even better than PCA!), and independent components analysis (ICA). The course is mathematically rigorous but is approachable to individuals with no formal mathematics background. MATLAB is the primary numerical processing engine but the material is easily portable to Python or any other language. 

You should take this course if you are a...

  • neuroscience researcher who is looking for ways to analyze your multivariate data.

  • student who wants to be competitive for a neuroscience PhD or postdoc position.

  • non-neuroscientist who is interested in learning more about the big questions in modern brain science.

  • independent learner who wants to advance your linear algebra knowledge.

  • mathematician, engineer, or physicist who is curious about applied matrix decompositions in neuroscience.

  • person who wants to learn more about principal components analysis (PCA) and/or independent components analysis (ICA)

  • intrigued by the image that starts off the Course Preview and want to know what it means! (The answers are in this course!)


Unsure if this course is right for you?

I worked hard to make this course accessible to anyone with at least minimal linear algebra and programming background. But this course is not right for everyone. Check out the preview videos and feel free to contact me if you have any questions.

I look forward to seeing you in the course!

Who this course is for:

  • Anyone interested in next-generation neuroscience data analyses
  • Learners with interest in applied linear algebra to modern big-data challenges
  • Neuroscientists dealing with "big data"
  • Mathematicians, engineers, and physicists who are interested in learning about neuroscience data

Course content

10 sections • 80 lectures • 10h 4m total length

  • MATLAB code for this section
    00:01
  • Preview06:44
  • Preview10:23
  • What are linear spatial filters?
    07:52
  • Why spatial filters are useful for neuroscience
    07:48
  • Using MATLAB in this course
    03:16

  • Preview05:05
  • The concept of “source” in measured signals
    06:46
  • Sources, mixing, and unmixing
    11:16
  • Dimension reduction vs. source separation
    06:24
  • Linear vs. nonlinear filtering
    07:12
  • Data requirements for source separation
    05:08

  • MATLAB code for this section
    00:01
  • Correlation and covariance: terms and matrices
    11:53
  • Preview18:17
  • Proof: Covariance matrices are symmetric
    03:51
  • MATLAB: covariance of simulated data
    15:12
  • MATLAB: covariance with real data
    06:24
  • The quadratic form and the covariance surface
    15:25
  • MATLAB: visualizing the quadratic form
    06:15

  • MATLAB code for this section
    00:01
  • How to perform a principal components analysis
    08:01
  • Exercise: PCA on non-phase-locked data
    03:17
  • PCA intuition with scatter plots and covariance surfaces
    06:15
  • Finding PC weights with eigendecomposition
    07:12
  • Proof of principal component orthogonality
    11:57
  • MATLAB: PCA of simulated EEG data
    12:40
  • MATLAB: PCA of real EEG data
    Processing..
  • MATLAB: importance of mean-centering for PCA
    04:23
  • Dimension reduction using SVD instead of eigendecomposition
    08:44
  • MATLAB: PCA via SVD and covariance
    04:01
  • PCA for state-space representation
    06:26
  • MATLAB: state-space representation via PCA
    04:24
  • Preview08:35

  • MATLAB code for this section
    00:01
  • GED as an extension of PCA
    07:28
  • GED geometric intuition with covariance surfaces
    03:42
  • Finding weights with generalized eigendecomposition
    09:14
  • Evaluating and improving covariance quality
    09:59
  • MATLAB: Single trial covariance distances
    06:02
  • Component sign uncertainty
    07:00
  • Visualizing the spatial filter vs. spatial patterns
    04:51
  • MATLAB: 2 components in simulated EEG data
    14:21
  • Constructing the S and R matrices
    08:14
  • MATLAB: Task-relevant component in EEG
    13:41
  • MATLAB: Spectral scanning in MEG and EEG
    10:36
  • Two-stage compression and source separation
    05:53
  • Exercise: Two-stage source separation in real EEG data
    05:29
  • Preview11:56
  • MATLAB: Simulated data with and without ZCA
    05:05
  • Exercise: ZCA+two-stage separation on real EEG data
    03:42
  • Source separation with nonstationary covariances
    14:44
  • MATLAB: Simulated EEG data with alternating dipoles
    09:37
  • Regularization: Theory, math, and intuition
    11:06
  • MATLAB: Effects of regularization in real data
    06:13
  • MATLAB: GED vs. factor analysis
    07:12
  • Learn the secret of the course cover image!
    04:31

  • MATLAB materials for this section
    00:02
  • The steady-state evoked potential
    08:35
  • Motivations for a spatial filter for the steady-state response
    09:09
  • RESS analysis pipeline
    12:18
  • MATLAB: example with real EEG data
    16:40

  • MATLAB code for this section
    00:01
  • Overview of independent components analysis
    17:27
  • MATLAB: Data distributions and ICA
    16:09
  • MATLAB: ICA, PCA, GED on simulated data
    18:32
  • MATLAB: Explore IC distributions in real data
    11:39

  • MATLAB code for this section
    00:02
  • What is overfitting and why is it inappropriate?
    10:33
  • Unbiased filter creation and application
    10:21
  • Cross-validation (in- vs. out-of-sample testing)
    05:36
  • MATLAB: Cross-validation in real data
    11:57
  • Permutation testing
    11:30

  • MATLAB code for this section
    00:01
  • Math, physiology, and anatomy
    04:11
  • Functional networks vs. volume conduction
    04:00
  • Interpreting individual differences
    02:59
  • A surfeit of source separation selections (and a reading list!)
    03:27
  • Is reducing dimensionality always good?
    06:49

  • Bonus lecture
    00:48

Instructor

Mike X Cohen
Neuroscientist, writer, professor
Mike X Cohen
  • 4.6 Instructor Rating
  • 21,305 Reviews
  • 106,854 Students
  • 20 Courses

I am a neuroscientist (brain scientist) and associate professor at the Radboud University in the Netherlands. I have an active research lab that has been funded by the US, German, and Dutch governments, European Union, hospitals, and private organizations.

But you're here because of my teaching, so let me tell you about that: 

I have 20 years of experience teaching programming, data analysis, signal processing, statistics, linear algebra, and experiment design. I've taught undergraduate students, PhD candidates, postdoctoral researchers, and full professors. I teach in "traditional" university courses, special week-long intensive courses, and Nobel prize-winning research labs. I have >80 hours of online lectures on neuroscience data analysis that you can find on my website and youtube channel. And I've written several technical books about these topics with a few more on the way.

I'm not trying to show off -- I'm trying to convince you that you've come to the right place to maximize your learning from an instructor who has spent two decades refining and perfecting his teaching style.

Over 94,000 students have watched over 6,500,000 minutes of my courses (that's over 12 years of continuous learning). Come find out why!

I have several free courses that you can enroll in. Try them out! You got nothing to lose ;)

                                                  -------------------------

By popular request, here are suggested course progressions for various educational goals:

MATLAB programming: MATLAB onramp; Master MATLAB; Image Processing

Python programming: Master Python programming by solving scientific projects; Master Math by Coding in Python

Applied linear algebra: Complete Linear Algebra; Dimension Reduction

Signal processing: Understand the Fourier Transform; Generate and visualize data; Signal Processing; Neural signal processing

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