AbstractInterest in the studying of functional connections in the brain has grown considerably in the last decades, as many studies have pointed out that alterations in the interaction among brain areas can play a role as markers of neurological diseases. Most studies in this field treat the brain network as a system of connections stationary in time, but dynamic features of brain connectivity can provide useful information, both on physiology and pathological conditions of the brain. In this paper, we propose the application of a computational methodology, named Particle Filter (PF), to study non-stationarities in brain connectivity in functional Magnetic Resonance Imaging (fMRI). The PF algorithm estimates time-varying hidden parameters of a first-order linear time-varying Vector Autoregressive model (VAR) through a Sequential Monte Carlo strategy. On simulated time series, the PF approach effectively detected and enabled to follow time-varying hidden parameters and it captured causal relationships among signals. The method was also applied to real fMRI data, acquired in presence of periodic tactile or visual stimulations, in different sessions. On these data, the PF estimates were consistent with current knowledge on brain functioning. Most importantly, the approach enabled to detect statistically significant modulations in the cause-effect relationship between brain areas, which correlated with the underlying visual stimulation pattern presented during the acquisition.