I will describe a range of methods aimed to detect dynamical connectivity in the brain. I will address the issue of exploiting redundancy in dynamical systems to perform informative clustering of the variables and obtain directed networks at fine scale, and I will describe the emergency of information bottlenecks in the brain. Finally I will introduce a methodology aimed to detect neuronal events in the resting state BOLD measurements, which will allow to retrieve the hemodynamic response function even in absence of explicit timing of the onset, and to detect transient microstates of correlated brain activity.