group analyses of fmri data
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Group analyses of fMRI data. Klaas Enno Stephan Translational Neuromodeling Unit (TNU) Institute for Biomedical Engineering, University of Zurich & ETH Zurich Laboratory for Social & Neural Systems Research (SNS), University of Zurich - PowerPoint PPT PresentationTRANSCRIPT
Group analyses of fMRI data
Methods & models for fMRI data analysisNovember 2012
With many thanks for slides & images to:FIL Methods group, particularly Will Penny & Tom Nichols
Klaas Enno Stephan
Translational Neuromodeling Unit (TNU)Institute for Biomedical Engineering, University of Zurich & ETH Zurich
Laboratory for Social & Neural Systems Research (SNS), University of Zurich
Wellcome Trust Centre for Neuroimaging, University College London
Overview of SPM
Realignment Smoothing
Normalisation
General linear model
Statistical parametric map (SPM)Image time-series
Parameter estimates
Design matrix
Template
Kernel
Gaussian field theory
p <0.05
Statisticalinference
Time
BOLD signalTim
esingle voxel
time series
Reminder: voxel-wise time series analysis!
modelspecificati
onparameterestimationhypothesis
statistic
SPM
The model: voxel-wise GLM
=
e+y
X
N
1
N N
1 1p
pModel is specified by1. Design matrix X2. Assumptions about
eN: number of scansp: number of regressors
eXy
The design matrix embodies all available knowledge about experimentally controlled factors and potential confounds.
),0(~ 2INe
GLM assumes Gaussian “spherical” (i.i.d.) errors
sphericity = iid:error covariance is scalar multiple of identity matrix:Cov(e) = 2I
1001
)(eCov
1004
)(eCov
2112
)(eCov
Examples for non-sphericity:
non-identity
non-independence
Multiple covariance components at 1st level
),0(~ 2VNe
iiQV
eCovV
)(
= 1 + 2
Q1 Q2
Estimation of hyperparameters with ReML (restricted maximum likelihood).
V
enhanced noise model error covariance components Qand hyperparameters
WeWXWy
c = 1 0 0 0 0 0 0 0 0 0 0
)ˆ(ˆˆ
T
T
cdtsct
cWXWXc
cdtsTT
T
)()(ˆ
)ˆ(ˆ
2
)(
ˆˆ
2
2
RtrWXWy
ReML-estimates
WyWX )(̂
)(2
2/1
eCovV
VW
)(WXWXIRX
t-statistic based on ML estimates
iiQ
V
TT XWXXWX 1)()( For brevity:
Distribution of population effect
8
Subj. 1
Subj. 2
Subj. 3
Subj. 4
Subj. 5
Subj. 6
0
Fixed vs.random effectsanalysis
• Fixed Effects– Intra-subject variation
suggests most subjects different from zero
• Random Effects– Inter-subject variation
suggests population is not very different from zero
Distribution of each subject’s estimated effect 2
FFX
2RFX
Fixed Effects
• Assumption: variation (over subjects) is only due to measurement error
• parameters are fixed properties of the population (i.e., they are the same in each subject)
• two sources of variation (over subjects)– measurement error– Response magnitude: parameters are probabilistically
distributed in the population• effect (response magnitude) in each subject is randomly
distributed
Random/Mixed Effects
Random/Mixed Effects
• two sources of variation (over subjects)– measurement error– Response magnitude: parameters are probabilistically
distributed in the population• effect (response magnitude) in each subject is randomly
distributed• variation around population mean
Group level inference: fixed effects (FFX)
• assumes that parameters are “fixed properties of the population”
• all variability is only intra-subject variability, e.g. due to measurement errors
• Laird & Ware (1982): the probability distribution of the data has the same form for each individual and the same parameters
• In SPM: simply concatenate the data and the design matrices lots of power (proportional to number of scans),
but results are only valid for the group studied and cannot be generalized to the population
Group level inference: random effects (RFX)
• assumes that model parameters are probabilistically distributed in the population
• variance is due to inter-subject variability • Laird & Ware (1982): the probability distribution of
the data has the same form for each individual, but the parameters vary across individuals
• hierarchical model much less power (proportional to number of subjects), but results can be generalized to the population
FFX vs. RFX
• FFX is not "wrong", it makes different assumptions and addresses a different question than RFX
• For some questions, FFX may be appropriate (e.g., low-level physiological processes).
• For other questions, RFX is much more plausible (e.g., cognitive tasks, disease processes in heterogeneous populations).
Hierachical models
fMRI, single subject
fMRI, multi-subject ERP/ERF, multi-subject
EEG/MEG, single subject
Hierarchical models for all imaging data!
time
Linear hierarchical model
)()()()1(
)2()2()2()1(
)1()1()1(
nnnn X
X
Xy
)()()( i
k
i
kk
i QC
Hierarchical model Multiple variance components at each level
At each level, distribution of parameters is given by level above.
What we don’t know: distribution of parameters and variance parameters (hyperparameters).
Example: Two-level model
=
2221
111
X
Xy
1
1+ 1 = 2X
2
+ 2y
)1(1X
)1(2X
)1(3X
Second levelFirst level
Two-level model
(1) (1) (1)
(1) (2) (2) (2)
y X
X
(1) (2) (2) (2) (1)
(1) (2) (2) (1) (2) (1)
y X X
X X X
Friston et al. 2002, NeuroImage
fixed effects random effects
Mixed effects analysis
(1) (2) (2) (1) (2) (1)y X X X
(1) (1)
(2) (2) (2) (1) (1)
(2) (2) (2)
ˆ X y
X X
X
(2) (2) (1) (1) (1) T
Cov C X C X
Non-hierarchical model
Variance components at 2nd level
Estimating 2nd level effects
between-level non-sphericity
( ) ( )( ) i iik k
kQC
Within-level non-sphericity at both levels: multiple
covariance componentsFriston et al. 2005, NeuroImage
within-level non-sphericity
Algorithmic equivalence
)()()()1(
)2()2()2()1(
)1()1()1(
nnnn X
X
Xy
Hierarchicalmodel
ParametricEmpirical
Bayes (PEB)
EM = PEB = ReML
RestrictedMaximumLikelihood
(ReML)
Single-levelmodel
)()()1(
)()1()1(
)2()1()1(
...
nn
nn
XXXX
Xy
Estimation by Expectation Maximisation (EM)
EM-algorithm
gJd
LdJ
ddLg
1
2
2
E-step
M-step
kk
kQC
maximise L ln ( )p y | λ
111
NppNN
Xy
Friston et al. 2002, NeuroImage
Gauss-Newtongradient ascent
• E-step: finds the (conditional) expectation of the parameters, holding the hyperparameters fixed
• M-step: updates the maximum likelihood estimate of the hyperparameters, keeping the parameters fixed
1 1 1
|
1| |
Ty
Ty y
C X C X C
η C X C y C η
Practical problems
• Full MFX inference using REML or EM for a whole-brain 2-level model has enormous computational costs
• for many subjects and scans, covariance matrices become extremely large
• nonlinear optimisation problem for each voxel
• Moreover, sometimes we are only interested in one specific effect and do not want to model all the data.
• Is there a fast approximation?
Summary statistics approach: Holmes & Friston 1998
Data Design Matrix Contrast Images )ˆ(ˆ
ˆ
T
T
craV
ct
SPM(t)1̂
2̂
11̂
12̂
21̂
22̂
211̂
212̂
Second levelFirst level
One-samplet-test @ 2nd level
Validity of the summary statistics approach
The summary stats approach is exact if for each session/subject:
But: Summary stats approach is fairly robust against violations of these
conditions.
Within-session covariance the same
First-level design the same
One contrast per session
Mixed effects analysis: spm_mfx
Summarystatistics
EMapproach
(2)̂
jjj
i
Tii QXQXV
XXY
)2()2()1()1()1()1(
)2(
)1(ˆ
yVXXVX TT 111)2( )(ˆ
yVXXVX TT 111)1( )(ˆ
},,{ QXnyyREML T
Step 1
Step 2
},,,{
][)1()2(
1)1()1(
1
)2()1()0(
TXQXQQ
XXXX
IVXXX
][ )1()0(
datay
Friston et al. 2005, NeuroImage
non-hierarchical model
1st level non-sphericity
2nd level non-sphericity
pooling over voxels
2nd level non-sphericity modeling in SPM8
• 1 effect per subject→use summary statistics approach
• >1 effect per subject→model sphericity at 2nd level using variance basis
functions
Reminder: sphericity
„sphericity“ means:
ICov 2)(
Xy )()( TECovC
Scans
Scan
s
i.e.2)( iVar
1001
)(Cov
2nd level: non-sphericity
Errors are independent but not identical:
e.g. different groups (patients, controls)
Errors are not independent and not identical:
e.g. repeated measures for each subject (multiple basis functions,
multiple conditions etc.)
Errorcovariance
Example of 2nd level non-sphericity
Qk:
Error Covariance
...
...
Example of 2nd level non-sphericity
30
y = X + eN 1 N p p 1 N 1
N
N
error covariance
• 12 subjects, 4 conditions
• Measurements between subjects uncorrelated
• Measurements within subjects correlated
• Errors can have different variances across subjects
Cor(ε) =Σk λkQk
2nd level non-sphericity modeling in SPM8:assumptions and limitations
• Cor() assumed to be globally homogeneous
• k’s only estimated from voxels with large F
• intrasubject variance assumed homogeneous
Practical conclusions• Linear hierarchical models are used for group analyses of multi-
subject imaging data.
• The main challenge is to model non-sphericity (i.e. non-identity and non-independence of errors) within and between levels of the hierarchy.
• This is done by estimating hyperparameters using EM or ReML (which are equivalent for linear models).
• The summary statistics approach is robust approximation to a full mixed-effects analysis.– Use mixed-effects model only, if seriously in doubt about validity of
summary statistics approach.
Recommended reading
Linear hierarchical models
Mixed effect models
Thank you