The accurate identification and assessment of cognitive function present a major clinical challenge. At present, the medical diagnosis of MCI is usually performed by some extensive tests including neuropsychological tests such as Mini-Mental State Examination (MMSE), neurological examination, and electrophysiological signal detection such as EEG [4, 7–9]. Due to its temporal resolution in the millisecond range as well as its noninvasiveness, wide availability, and relatively low costs, EEG is a popular measurement technique containing a lot of information about the human brain function and neurological disorders [10, 11]. It can also provide the objectivity and quantity evidence for the medical diagnosis [12, 13].
