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 General Linear Model Statistical Inference Contrast c Random Field Theory

T test on a single voxel / time point Task A Task B T value 1.66 Test only this Ignore these Null distribution of test statistic T u Threshold T distribution P=0.05

T test on many voxels / time points Task A Task B T value Test all of this Null distribution of test statistic T u Threshold ? T distribution P= ?

What not to do..

Don’t do this : With no prior hypothesis. Test whole volume. Identify SPM peak. Then make a test assuming a single voxel/ time of interest. James Kilner. Clinical Neurophysiology SPM t

What to do:

Multiple tests in space t  uu t  uu t  uu t  uu t  uu t  uu 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) signal Multiple tests in time

Bonferroni correction The Family-Wise Error rate (FWER), α FWE, 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 False positive Use of ‘corrected’ p-value, α =0.1 Use of ‘uncorrected’ p-value, α =0.1 Family-Wise Null Hypothesis: Activation is zero everywhere 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< (independent samples) Multiple tests- FWE corrected

What about data with different topologies and smoothness.. Smooth time Different smoothness In time and space Volumetric ROIs Surfaces Bonferroni works fine for independent tests but..

Non-parametric inference: permutation tests 5%  Parametric methods – Assume distribution of max statistic under null hypothesis  Nonparametric methods – Use data to find distribution of max statistic under 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, ρ d (u) tF X2X2 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 ? AB CD More samples (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 type of test and dimension =2.9 (in this example) Threshold u Gaussian Kinematic formula

-- EC observed o EC predicted Expected Euler Characteristic Gaussian Kinematic formula Intrinsic volume (depends on shape and smoothness of space) EC=1-0 Depends only on type of test and dimension Number peaks= intrinsic volume * peak density From

Expected Euler Characteristic Gaussian Kinematic formula Intrinsic volume (depends on shape and smoothness of space) EC=2-1 Depends only on type of test and dimension 0.05 FWE threshold Expected EC Threshold 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 20 Chance 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 time mm time frequency fMRI, VBM, M/EEG source reconstruction M/EEG 2D time-frequency M/EEG 2D+t scalp-time M/EEG 1D channel-time

Peace of mind Guitart-Masip M et al. J. Neurosci. 2013;33: 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 Jul;11(4):  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:  Chumbley J, Worsley KJ, Flandin G, and Friston KJ. Topological FDR for neuroimaging. NeuroImage, 49(4): ,  Chumbley J and Friston KJ. False Discovery Rate Revisited: FDR and Topological Inference Using Gaussian Random Fields. NeuroImage,  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 L 1 > spatial extent threshold L 2 < 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: