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Multiple comparisons in M/EEG analysis Gareth Barnes Wellcome Trust Centre for Neuroimaging University College London SPM M/EEG Course London, May 2013

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Multiple comparisons in M/EEG analysis

Gareth Barnes

Wellcome Trust Centre for Neuroimaging

University College London

SPM M/EEG Course

London, May 2013

Format

What problem ?- multiple comparisons and post-hoc testing.

Some possible solutions Random field theory

Pre-processing

GeneralLinearModel

Statistical Inference

 

 

Contrast cRandom

Field Theory

 

 

T test on a single voxel / time point

 

Task A

Task B

T value

1.66

0 20 40 60 80 100-4

-2

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2

4

0 20 40 60 80 100-4

-2

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-2

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-2

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-2

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-2

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-2

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Test only this

Ignore these

  uThreshold

T distribution

P=0.05

T test on many voxels / time points

 Task A

Task B

T value

0 20 40 60 80 100-4

-2

0

2

4

0 20 40 60 80 100-4

-2

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-2

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-2

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-2

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-2

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Test all of this

  uThreshold ?

T distribution

P= ?

 

 

What not to do..

Don’t do this :

0 20 40 60 80 100-4

-2

0

2

4

With no prior hypothesis.Test whole volume.Identify SPM peak. Then make a test assuminga single voxel/ time of interest.

James Kilner. Clinical Neurophysiology 2013.

SPM t

What to do:

Multiple tests in space

t

u

t

u

t

u

t

u

t

u

t

u

11.3% 11.3% 12.5% 10.8% 11.5% 10.0% 10.7% 11.2% 10.2% 9.5%

Use of ‘uncorrected’ p-value, α =0.1

Percentage of Null Pixels that are False Positives

If we have 100,000 voxels,

α=0.05 5,000 false positive voxels.

This is clearly undesirable; to correct for this we can define a null hypothesis for a collection of tests.

signal

P<0.05

(independent samples)

0 50 100 150 200-4

-2

0

2

4

6t

stat

istic

Sample

signal

Multiple tests in time

Bonferroni correction

The Family-Wise Error rate (FWER), αFWE, for a family of N tests follows the inequality:

where α is the test-wise error rate.

 

 

Therefore, to ensure a particular FWER choose:

This correction does not require the tests to be independent but becomes very stringent if they are not.

Family-Wise Null Hypothesis

Falsepositive

Use of ‘corrected’ p-value, α =0.1

Use of ‘uncorrected’ p-value, α =0.1

Family-Wise Null Hypothesis:Activation is zero everywhere

If we reject a voxel null hypothesis at any voxel,we reject the family-wise Null hypothesis

A FP anywhere in the image gives a Family Wise Error (FWE)

Family-Wise Error rate (FWER) = ‘corrected’ p-value

P<0.05

P<0.05 200

(independent samples)

0 50 100 150 200-4

-2

0

2

4

6

t st

atis

tic

Sample

Multiple tests- FWE corrected

What about data with different topologies and smoothness..

Smooth time

Diff

eren

t sm

ooth

ness

In

tim

e a

nd s

pace

Volumetric ROIs

Surfaces0 50 100 150 200-1

-0.5

0

0.5

1

1.5

2

Bonferroni works fine for independent tests but ..

Non-parametric inference: permutation tests

5%

5%

Parametric methods– Assume distribution of

max statistic under nullhypothesis

Nonparametric methods– Use data to find

distribution of max statisticunder null hypothesis

– any max statistic

to control FWER

Random Field Theory

Keith Worsley, Karl Friston, Jonathan Taylor, Robert Adler and colleagues

Number peaks= intrinsic volume * peak density

In a nutshell :

Number peaks= intrinsic volume * peak density

Currant bun analogy

Number of currants = volume of bun * currant density

Number peaks= intrinsic volume* peak density

How do we specify the number of peaks

EC=2

EC=1

Euler characteristic (EC) at threshold u = Number blobs- Number holes

At high thresholds there are no holes so EC= number blobs

How do we specify the number of peaks

Number peaks= intrinsic volume * peak density

How do we specify peak (or EC) density

Number peaks= intrinsic volume * peak density

The EC density - depends only on the type of random field (t, F, Chi etc ) and the dimension of the test.

See J.E. Taylor, K.J. Worsley. J. Am. Stat. Assoc., 102 (2007), pp. 913–928

Number of currants = bun volume * currant density

EC density, ρd(u)

t FX2

peak densities for the different fields are known

Number peaks= intrinsic volume * peak density

Currant bun analogy

Number of currants = bun volume * currant density

Which field has highest intrinsic volume ?

0 200 400 600 800 1000-3

-2

-1

0

1

2

3

thre

shol

d

Sample

0 200 400 600 800 1000-4

-2

0

2

4

thre

shol

d

Sample

N=1000, FWHM= 4

0 200 400 600 800 1000-2

-1

0

1

2

thre

shol

d

Sample

0 200 400 600 800 1000-4

-2

0

2

4

thre

shol

d

Sample

A B

C D

More sam

ples (higher volume)

Smoother ( lower volume)

Equal

volume

LKC or resel estimates normalize volume

The intrinsic volume (or the number of resels or the Lipschitz-Killing Curvature) of the two fields is identical

From Expected Euler Characteristic

Intrinsic volume(depends on shape and smoothness of space)

Depends only on typeof test and dimension

=2.9 (in this example)

Threshold u

Gaussian Kinematic formula

-- EC observedo EC predicted

Expected Euler Characteristic

Gaussian Kinematic formula

Intrinsic volume (depends on shape and smoothness of space)

EC=1-0

Depends only on typeof test and dimension

Number peaks= intrinsic volume * peak density

From

From Expected Euler Characteristic

Gaussian Kinematic formula

Intrinsic volume (depends on shape and smoothness of space)

EC=2-1

Depends only on typeof test and dimension

0.05

FWE threshold

Exp

ecte

d E

CThreshold

i.e. we want one false positive every 20 realisations (FWE=0.05)

Getting FWE threshold

From

Know intrinsic volume(10 resels)

0.05

Want only a 1 in 20Chance of a false positive

Know test (t) and dimension (1) so can get threshold u

(u)

Can get correct FWE for any of these..

mm

mm

mm

mm

time

mm

time

freq

uenc

y

fMRI, VBM,M/EEG source reconstruction

M/EEG2D time-frequency

M/EEG 2D+t scalp-time

M/EEG1D channel-time

Peace of mind

Guitart-Masip M et al. J. Neurosci. 2013;33:442-451

P<0.05 FWE

Conclusions

Strong prior hypotheses can reduce the multiple comparisons problem.

Random field theory is a way of predicting the number of peaks you would expect in a purely random field (without signal).

Can control FWE rate for a space of any dimension and shape.

Acknowledgments

Guillaume Flandin

Vladimir Litvak

James Kilner

Stefan Kiebel

Rik Henson

Karl Friston

Methods group at the FIL

References Friston KJ, Frith CD, Liddle PF, Frackowiak RS. Comparing functional

(PET) images: the assessment of significant change. J Cereb Blood Flow Metab. 1991 Jul;11(4):690-9.

Worsley KJ, Marrett S, Neelin P, Vandal AC, Friston KJ, Evans AC. A unified statistical approach for determining significant signals in images of cerebral activation. Human Brain Mapping 1996;4:58-73.

Chumbley J, Worsley KJ , Flandin G, and Friston KJ. Topological FDR for neuroimaging. NeuroImage, 49(4):3057-3064, 2010.

Chumbley J and Friston KJ. False Discovery Rate Revisited: FDR and Topological Inference Using Gaussian Random Fields. NeuroImage, 2008.

Kilner J and Friston KJ. Topological inference for EEG and MEG data. Annals of Applied Statistics, in press.

Bias in a common EEG and MEG statistical analysis and how to avoid it. Kilner J. Clinical Neurophysiology 2013.

Peak, cluster and set level inference

Peak level test:height of local maxima

Cluster level test:spatial extent above u

Set level test:number of clusters above u

Sensitivity

Regional specificity

: significant at the set level

: significant at the cluster level

: significant at the peak level

L1 > spatial extent threshold L2 < spatial extent threshold

peak

set

EC

threshold

Random Field Theory The statistic image is assumed to be a good lattice

representation of an underlying continuous stationary random field. Typically, FWHM > 3 voxels

Smoothness of the data is unknown and estimated:very precise estimate by pooling over voxels stationarity assumptions (esp. relevant for cluster size results).

But can also use non-stationary random field theory to correct over volumes with inhomogeneous smoothness

A priori hypothesis about where an activation should be, reduce search volume Small Volume Correction: