with many thanks for slides & images to: fil methods group, virginia flanagin and klaas enno...

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many thanks for slides & images to: ethods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling Unit (TNU) Institute for Biomedical Engineering, University of Zurich & ETH Zurich The General Linear Model (GLM) Translational Neuromodeling Unit

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Page 1: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

With many thanks for slides & images to:

FIL Methods group, Virginia Flanagin and Klaas Enno Stephan

Dr. Frederike Petzschner

Translational Neuromodeling Unit (TNU)Institute for Biomedical Engineering, University of Zurich & ETH Zurich

The General Linear Model (GLM)

Translational Neuromodeling Unit

Page 2: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

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

Page 3: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

Research Question:

Where in the brain do we represent listening to sounds?

Page 4: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

Image a very simple experiment…

Time

Page 5: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

Image a very simple experiment…

Time

Time

Page 6: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

Image a very simple experiment…

Time

Time

single voxel time series

Question: Is there a change in the BOLD response between listening and rest?

Page 7: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

Image a very simple experiment…

Time

Time

single voxel time series

Question: Is there a change in the BOLD response between listening and rest?

Page 8: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

linear model

effects estimate

error estimate

statistic

You need a model of your data…

Page 9: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

BOLD signal

Tim

e = + +

err

or

x1 x2 e

Explain your data… as a combination of experimental manipulation, confounds and errors

Single voxel regression model:

regressor

Page 10: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

BOLD signal

Tim

e = + +

err

or

x1 x2 e

Single voxel regression model:

Explain your data… as a combination of experimental manipulation,confounds and errors

eXy

Page 11: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

n

= + +

err

or

e

eXy

1

n

p

p

1

n

1

n: number of scansp: number of regressors

The black and white version in SPM

Desi

gn

matr

ix

err

or

Page 12: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

The design matrix embodies all available knowledge about experimentally controlled

factors and potential confounds. Talk: Experimental Design Wed 9:45 – 10:45

Model assumptions

Designmatrix

errorYou want to estimate your parameters such that you minimize:

This can be done using an Ordinary least squares estimation (OLS) assuming an i.i.d. error

Page 13: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

errorGLM assumes identical and independently distributed errors

i.i.d. = error covariance is a scalar multiple of the identity matrix

10

01)(eCov

10

04)(eCov

21

12)(eCov

non-identity non-independencet1 t2

t1

t2

Page 14: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

= +

e

2

1

y X

„Option 1“: Per hand

How to fit the model and estimate the parameters?

err

or

Page 15: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

= +

e

2

1

y X

How to fit the model and estimate the parameters?

err

or

Data predicted by our model

Error between predicted and actual dataGoal is to determine the betas such that we minimize the quadratic error

OLS (Ordinary Least Squares)

Page 16: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

OLS (Ordinary Least Squares) The goal is to

minimize the quadratic error between data and model

Page 17: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

OLS (Ordinary Least Squares) The goal is to

minimize the quadratic error between data and model

Page 18: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

OLS (Ordinary Least Squares)

This is a scalar and the transpose of a scalar is a scalar

The goal is to minimize the quadratic error between data and model

Page 19: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

OLS (Ordinary Least Squares)

This is a scalar and the transpose of a scalar is a scalar

The goal is to minimize the quadratic error between data and model

Page 20: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

OLS (Ordinary Least Squares)

This is a scalar and the transpose of a scalar is a scalar

You find the extremum of a function by taking its derivative and setting it to zero

The goal is to minimize the quadratic error between data and model

Page 21: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

OLS (Ordinary Least Squares)

This is a scalar and the transpose of a scalar is a scalar

You find the extremum of a function by taking its derivative and setting it to zero

SOLUTION: OLS of the Parameters

The goal is to minimize the quadratic error between data and model

Page 22: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

y

e

Design space defined by X

x1

x2

A geometric perspective on the GLM

ˆ Xy

yXXX TT 1)(ˆ OLS estimates

Page 23: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

x1

x2x2*

y

Correlated and orthogonal regressors

When x2 is orthogonalized with regard to x1, only the parameter estimate for x1 changes, not that for x2!

Correlated regressors = explained variance is shared between regressors

121

2211

exxy

1;1 *21

*2

*211

exxy

Design space defined by X

Page 24: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

linear model

effects estimate

error estimate

statistic

…but we are dealing with fMRI data= +

We are nearly there…

Page 25: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

What are the problems?

1. BOLD responses have a delayed and dispersed form.

2. The BOLD signal includes substantial amounts of low-frequency noise.

3. The data are serially correlated (temporally autocorrelated). This violates the assumptions of the noise model in the GLM

Design Error

Page 26: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

t

dtgftgf0

)()()(

The response of a linear time-invariant (LTI) system is the convolution of the input with the system's response to an impulse (delta function).

Problem 1: Shape of BOLD response

Page 27: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

Solution: Convolution model of the BOLD response

expected BOLD response

= input function x impulse response

function (HRF) t

dtgftgf0

)()()(

blue = datagreen = predicted response, taking convolved with HRFred = predicted response, NOT taking into account the HRF

Page 28: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

Problem 2: Low frequency noise

blue = datablack = mean + low-frequency driftgreen = predicted response, taking into account low-frequency driftred = predicted response, NOT taking into account low-frequency drift

Page 29: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

Problem 2: Low frequency noise

blue = datablack = mean + low-frequency driftgreen = predicted response, taking into account low-frequency driftred = predicted response, NOT taking into account low-frequency drift

Linear model

Page 30: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

discrete cosine transform (DCT)

set

discrete cosine transform (DCT)

set

Solution 2: High pass filtering

Page 31: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

Problem 3: Serial correlations

non-identity non-independencet1 t2

t1

t2

i.i.d

n: number of scans

n

n

Page 32: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

Problem 3: Serial correlations

• Transform the signal into a space where the error is iid

• Pre-whitening:

1. Use an enhanced noise model with multiple error covariance components, i.e. e ~ N(0,σ2V) instead of e ~ N(0, σ2I).

2. Use estimated serial correlation to specify filter matrix W for whitening the data.

WeWXWy

This is i.i.d

Page 33: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

Problem 3: How to find W Model the noise

n: number of scans

n

n

autocovariancefunction

withwithttt aee 1 ),0(~ 2 Nt

1st order autoregressive process: AR(1)

Page 34: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

Model the noise: Multiple covariance components

),0(~ 2VNe

iiQV

eCovV

)(

= Q1 Q2

Estimation of hyperparameters with EM (expectation maximisation) or ReML (restricted maximum likelihood).

V

enhanced noise model error covariance components Qand hyperparameters

Page 35: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

How do we define W ?

• Enhanced noise model

• Remember linear transform for Gaussians

• Choose W such that error covariance becomes spherical

• Conclusion: W is a simple function of V

WeWXWy

),0(~ 2VNe

),(~

),,(~22

2

aaNy

axyNx

2/1

2

22 ),0(~

VW

IVW

VWNWe

Page 36: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

We are there…

= +

• the GLM models the effect of your experimental manipulation on the acquired data

• GLM includes all known experimental effects and confounds

• estimates effects an errors on a voxel-by-voxel basis

Because we are dealing with fMRI data there are a number of problems we need to take care of:

• Convolution with a canonical HRF

• High-pass filtering to account for low-frequency drifts

• Estimation of multiple variance components (e.g. to account for serial correlations)

Page 37: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

linear model

effects estimate

error estimate

statistic

We are there…

= +

c = 1 0 0 0 0 0 0 0 0 0 0

Null hypothesis:Null hypothesis: 01

)ˆ(

ˆ

T

T

cStd

ct

Talk: Statistical Inference and design efficiency. Next Talk

Page 38: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

So far we have looked at a single voxel…

Time

single voxel time series

• Mass-univariate approach: GLM applied to > 100,000 voxels

• Threshold of p<0.05 more than 5000 voxels significant by chance!

• Massive problem with multiple comparisons!

• Solution: Gaussian random field theory

Page 39: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

Outlook: further challenges

• correction for multiple comparisons Talk: Multiple Comparisons Wed 8:30 – 9:30

• variability in the HRF across voxels Talk: Experimental Design Wed 9:45 – 10:45

• limitations of frequentist statistics Talk: entire Friday

• GLM ignores interactions among voxels Talk: Multivariate Analysis Thu 12:30 – 13:30

Page 40: With many thanks for slides & images to: FIL Methods group, Virginia Flanagin and Klaas Enno Stephan Dr. Frederike Petzschner Translational Neuromodeling

Thank you for listening!

• Friston, Ashburner, Kiebel, Nichols, Penny (2007) Statistical Parametric Mapping: The Analysis of Functional Brain Images. Elsevier.

• Christensen R (1996) Plane Answers to Complex Questions: The Theory of Linear Models. Springer.

• Friston KJ et al. (1995) Statistical parametric maps in functional imaging: a general linear approach. Human Brain Mapping 2: 189-210.