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Bayesian models for fMRI data

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Bayesian models for fMRI data. Klaas Enno Stephan Laboratory for Social and Neural Systems Research Institute for Empirical Research in Economics University of Zurich Functional Imaging Laboratory (FIL) Wellcome Trust Centre for Neuroimaging University College London. - PowerPoint PPT Presentation
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Bayesian models for fMRI data Methods & models for fMRI data analysis 19 November 2008 Klaas Enno Stephan Laboratory for Social and Neural Systems Research Institute for Empirical Research in Economics University of Zurich Functional Imaging Laboratory (FIL) Wellcome Trust Centre for Neuroimaging University College London With many thanks for slides & images to: FIL Methods group, particularly Guillaume Flandin The Reverend Thomas Bayes (1702-1761)
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Page 1: Bayesian models for fMRI data

Bayesian models for fMRI data

Methods & models for fMRI data analysis19 November 2008

Klaas Enno Stephan

Laboratory for Social and Neural Systems ResearchInstitute for Empirical Research in EconomicsUniversity of Zurich

Functional Imaging Laboratory (FIL)Wellcome Trust Centre for NeuroimagingUniversity College London

With many thanks for slides & images to:

FIL Methods group, particularly Guillaume Flandin

The Reverend Thomas Bayes(1702-1761)

Page 2: Bayesian models for fMRI data

Why do I need to learn about Bayesian stats?

Because SPM is getting more and more Bayesian:

• Segmentation & spatial normalisation

• Posterior probability maps (PPMs)– 1st level: specific spatial priors– 2nd level: global spatial priors

• Dynamic Causal Modelling (DCM)

• Bayesian Model Selection (BMS)

• EEG: source reconstruction

Page 3: Bayesian models for fMRI data

RealignmentRealignment SmoothingSmoothing

NormalisationNormalisation

General linear modelGeneral linear model

Statistical parametric map (SPM)Statistical parametric map (SPM)Image time-seriesImage time-series

Parameter estimatesParameter estimates

Design matrix

TemplateTemplate

KernelKernel

Gaussian Gaussian field theoryfield theory

p <0.05p <0.05

StatisticalStatisticalinferenceinference

Bayesian segmentationand normalisation

Bayesian segmentationand normalisation

Spatial priorson activation extent

Spatial priorson activation extent

Posterior probabilitymaps (PPMs)

Posterior probabilitymaps (PPMs)

Dynamic CausalModelling

Dynamic CausalModelling

Page 4: Bayesian models for fMRI data

p-value: probability of getting the observed data in the effect’s absence. If small, reject null hypothesis that there is no effect.

0

0

: 0

( | )

H

p y H

Limitations:

One can never accept the null hypothesis

Given enough data, one can always demonstrate a significant effect

Correction for multiple comparisons necessarySolution: infer posterior probability of the effect

Probability of observing the data y, given no effect ( = 0).

)|( yp

Problems of classical (frequentist) statistics

Probability of the effect, given the observed data

Page 5: Bayesian models for fMRI data

Overview of topics

• Bayes' rule

• Bayesian update rules for Gaussian densities

• Bayesian analyses in SPM5

– Segmentation & spatial normalisation

– Posterior probability maps (PPMs)

• 1st level: specific spatial priors

• 2nd level: global spatial priors

– Bayesian Model Selection (BMS)

Page 6: Bayesian models for fMRI data

Bayes in motion - an animation

Page 7: Bayesian models for fMRI data

)(

)()|()|(

yp

pypyP

Given data y and parameters , the conditional probabilities are:

)(

),()|(

yp

ypyp

)(

),()|(

p

ypyp

Eliminating p(y,) gives Bayes’ rule:

Likelihood Prior

Evidence

Posterior

Bayes’ rule

Page 8: Bayesian models for fMRI data

yy

Observation of data

likelihood p(y|)

prior distribution p()

likelihood p(y|)

prior distribution p()

Formulation of a generative model

Update of beliefs based upon observations, given a prior state of knowledge

( | ) ( | ) ( )p y p y p

Principles of Bayesian inference

Page 9: Bayesian models for fMRI data

Likelihood & Prior

Posterior:

Posterior mean = variance-weighted combination of prior mean and data mean

Prior

Likelihood

Posterior

y

Posterior mean & variance of univariate Gaussians

p

),;()(

),;()|(2

2

pp

e

Np

yNyp

),;()|( 2 Nyp

ppe

pe

222

222

11

111

Page 10: Bayesian models for fMRI data

Likelihood & prior

Posterior:

Prior

Likelihood

Posterior

Same thing – but expressed as precision weighting

p

),;()(

),;()|(1

1

pp

e

Np

yNyp

),;()|( 1 Nyp

ppe

pe

Relative precision weighting

y

Page 11: Bayesian models for fMRI data

Likelihood & Prior

Posterior

)2(

Relative precision weighting

Prior

Likelihood

Posterior

)2()2()1(

)1()1(

y

Same thing – but explicit hierarchical perspective

)1(

)2()2(

)1()1(

)2()1(

)1()1( )/1,;()|(

Nyp

)/1,;()(

)/1,;()|()2()2()1()1(

)1()1()1(

Np

yNyp

Page 12: Bayesian models for fMRI data

Bayesian GLM: univariate case

Relative precision weighting

Normal densities

exy

ppe

yy

pey

yx

x

222||

22

2

2|

1

11

x

Univariatelinear model

),;()( 2ppNp

),;()|( 2exyNyp

),;()|( 2|| yyNyp

p

y|

Page 13: Bayesian models for fMRI data

One step if Ce is known.Otherwise iterative estimation with EM.

GeneralLinear Model

Bayesian GLM: multivariate case

Normal densities eXθy ),;()( ppNp Cηθθ

),;()|( eNp CXθyθy

),;()|( || yyNyp Cηθθ

ppeT

yy

peT

y

ηCyCXCη

CXCXC1

||

111|

2

1

Page 14: Bayesian models for fMRI data

An intuitive example

-10 -5 0 5 10

-10

-5

0

5

10

1

2

PriorLikelihoodPosterior

Page 15: Bayesian models for fMRI data

Less intuitive

-10 -5 0 5 10

-10

-5

0

5

10

1

2

PriorLikelihoodPosterior

Page 16: Bayesian models for fMRI data

Even less intuitive

-10 -5 0 5 10

-10

-5

0

5

10

1

2

PriorLikelihoodPosterior

Page 17: Bayesian models for fMRI data

Likelihood distributions from different subjects are independent

one can use the posterior from one subject as the prior for the next

)|()...|()|(),...,|(

...

)|()|(

)()|()|(),|(

)()|( )|(

111

12

1221

11

ypypypyyp

ypyp

pypypyyp

pypyp

NNN

)|()...|()|(),...,|(

...

)|()|(

)()|()|(),|(

)()|( )|(

111

12

1221

11

ypypypyyp

ypyp

pypypyyp

pypyp

NNN

NiiN

iN

yy

N

iyyyy

N

iyyy

CC

CC

,...,|1

|1|,...,|

1

1|

1,...,|

11

1

NiiN

iN

yy

N

iyyyy

N

iyyy

CC

CC

,...,|1

|1|,...,|

1

1|

1,...,|

11

1

Under Gaussian assumptions this is easy to compute:

groupposterior covariance

individualposterior covariances

groupposterior mean

individual posterior covariances and means

“Today’s posterior is tomorrow’s prior”

Bayesian (fixed effects) group analysis

Page 18: Bayesian models for fMRI data

Bayesian analyses in SPM5

• Segmentation & spatial normalisation

• Posterior probability maps (PPMs)– 1st level: specific spatial priors– 2nd level: global spatial priors

• Dynamic Causal Modelling (DCM)

• Bayesian Model Selection (BMS)

• EEG: source reconstruction

Page 19: Bayesian models for fMRI data

Spatial normalisation: Bayesian regularisation

Deformations consist of a linear combination of smooth basis functions

lowest frequencies of a 3D discrete cosine transform.

Find maximum a posteriori (MAP) estimates: simultaneously minimise – squared difference between template and source image – squared difference between parameters and their priors

)(log)(log)|(log)|(log yppypyp MAP:

MAP:

Deformation parametersDeformation parameters

“Difference” between template and source image

“Difference” between template and source image

Squared distance between parameters and their expected values

(regularisation)

Squared distance between parameters and their expected values

(regularisation)

Page 20: Bayesian models for fMRI data

Bayesian segmentation with empirical priors

•Goal: for each voxel, compute probability that it belongs to a particular tissue type, given its intensity

•Likelihood model: Intensities are modelled by a mixture of Gaussian distributions representing different tissue classes (e.g. GM, WM, CSF).

•Priors are obtained from tissue probability maps (segmented images of 151 subjects).

•Goal: for each voxel, compute probability that it belongs to a particular tissue type, given its intensity

•Likelihood model: Intensities are modelled by a mixture of Gaussian distributions representing different tissue classes (e.g. GM, WM, CSF).

•Priors are obtained from tissue probability maps (segmented images of 151 subjects). Ashburner & Friston 2005, NeuroImage

p (tissue | intensity)

p (intensity | tissue) ∙ p (tissue)

Page 21: Bayesian models for fMRI data

Unified segmentation & normalisation

• Circular relationship between segmentation & normalisation:– Knowing which tissue type a voxel belongs to helps normalisation.– Knowing where a voxel is (in standard space) helps segmentation.

• Build a joint generative model:– model how voxel intensities result from mixture of tissue type distributions– model how tissue types of one brain have to be spatially deformed to

match those of another brain

• Using a priori knowledge about the parameters: adopt Bayesian approach and maximise the posterior probability

Ashburner & Friston 2005, NeuroImage

Page 22: Bayesian models for fMRI data

XyGeneral Linear Model:

What are the priors?

),0(~ CNwith

• In “classical” SPM, no priors (= “flat” priors)

• Full Bayes: priors are predefined on a principled or empirical basis

• Empirical Bayes: priors are estimated from the data, assuming a hierarchical generative model PPMs in SPM Parameters of one level = priors for

distribution of parameters at lower levelParameters and hyperparameters at each level can be estimated using EM

Bayesian fMRI analyses

Page 23: Bayesian models for fMRI data

Posterior Probability Maps (PPMs)

)|( yp )|( yp

Posterior distribution: probability of the effect given the dataPosterior distribution: probability of the effect given the data

Posterior probability map: images of the probability (confidence) that an activation exceeds some specified threshold, given the data y

Posterior probability map: images of the probability (confidence) that an activation exceeds some specified threshold, given the data y

)|( yp

Two thresholds:• activation threshold : percentage of whole brain mean

signal (physiologically relevant size of effect)• probability that voxels must exceed to be displayed

(e.g. 95%)

Two thresholds:• activation threshold : percentage of whole brain mean

signal (physiologically relevant size of effect)• probability that voxels must exceed to be displayed

(e.g. 95%)

mean: size of effectprecision: variability

mean: size of effectprecision: variability

Page 24: Bayesian models for fMRI data

PPMs vs. SPMs

LikelihoodLikelihood PriorPriorPosteriorPosterior

SPMsSPMsSPMsSPMs

PPMsPPMsPPMsPPMs

u

)(yft )0|( utp )|( yp

)()|()|( pypyp

Bayesian test:Bayesian test: Classical t-test:Classical t-test:

Page 25: Bayesian models for fMRI data

2nd level PPMs with global priors

In the absence of evidenceto the contrary, parameters

will shrink to zero.

In the absence of evidenceto the contrary, parameters

will shrink to zero.

)1()1()1( Xy1st level (GLM):

2nd level (shrinkage prior):

),0()( CNp

)2(

)2()2()1(

0

),0()( CNp

)(p

0

Basic idea: use the variance of over voxels as prior variance of at any particular voxel.

2nd level: (2) = average effect over voxels, (2) = voxel-to-voxel variation.

(1) reflects regionally specific effects assume that it sums to zero over all voxels shrinkage prior at the second level variance of this prior is implicitly estimated by estimating (2)

Page 26: Bayesian models for fMRI data

Shrinkage Priors Small & variable effect Large & variable effect

Small but clear effect Large & clear effect

Page 27: Bayesian models for fMRI data

2nd level PPMs with global priors

)1( Xy

1st level (GLM):

2nd level (shrinkage prior):

),0()( CNp

)2(0 ),0()( CNp

Once Cε and C are known, we can apply the usual rule for computing the posterior mean & covariance:

yCXCm

CXCXCT

yy

Ty

1||

111|

We are looking for the same effect over multiple voxels

Pooled estimation of C over voxels

voxel-specific

global pooled estimate

Friston & Penny 2003, NeuroImage

Page 28: Bayesian models for fMRI data

PPMs and multiple comparisons

No need to correct for multiple comparisons:

Thresholding a PPM at 95% confidence: in every voxel, the posterior probability of an activation is 95%.

At most, 5% of the voxels identified could have activations less than .

Independent of the search volume, thresholding a PPM thus puts an upper bound on the false discovery rate.

Page 29: Bayesian models for fMRI data

PPMs vs.SPMsSPM

mip

[0, 0

, 0]

<

< <

PPM2.06

rest [2.06]

SPMresults:C:\home\spm\analysis_PET

Height threshold P = 0.95

Extent threshold k = 0 voxels

Design matrix1 4 7 10 13 16 19 22

147

1013161922252831343740434649525560

contrast(s)

4

SPM

mip

[0, 0

, 0]

<

< <

SPM{T39.0

}

rest

SPMresults:C:\home\spm\analysis_PET

Height threshold T = 5.50

Extent threshold k = 0 voxels

Design matrix1 4 7 10 13 16 19 22

147

1013161922252831343740434649525560

contrast(s)

3

PPMs: Show activations greater than a given size

PPMs: Show activations greater than a given size

SPMs: Show voxels with non-zeros

activations

SPMs: Show voxels with non-zeros

activations

Page 30: Bayesian models for fMRI data

PPMs: pros and cons

• One can infer that a cause did not elicit a response

• Inference is independent of search volume

• SPMs conflate effect-size and effect-variability

• One can infer that a cause did not elicit a response

• Inference is independent of search volume

• SPMs conflate effect-size and effect-variability

DisadvantagesDisadvantagesAdvantagesAdvantages

• Estimating priors over voxels is computationally demanding

•Practical benefits are yet to be established

•Thresholds other than zero require justification

• Estimating priors over voxels is computationally demanding

•Practical benefits are yet to be established

•Thresholds other than zero require justification

Page 31: Bayesian models for fMRI data

1st level PPMs with local spatial priors

• Neighbouring voxels often not independent

• Spatial dependencies vary across the brain

• But spatial smoothing in SPM is uniform

• Matched filter theorem: SNR maximal when smoothing the data with a kernel which matches the smoothness of the true signal

• Basic idea: estimate regional spatial dependencies from the data and use this as a prior in a PPM regionally specific smoothing markedly increased sensitivity

Contrast map

AR(1) map

Penny et al. 2005, NeuroImage

Page 32: Bayesian models for fMRI data

A

q1 q2

W

Y

1

1 2; ,

K

kk

k k

p p

p Ga q q

α

1

11; ,

KTk

k

T T Tk k k

p p

p N

W w

w w 0 S S

u1 u2

1

1 2; ,

N

nn

n n

p p

p Ga u u

λ

1

1 1

( ) ( )

( ) ; , ( )

P

pp

Tp p p

p p

p N

A a

a a 0 S S

Y=XW+E

r1 r2

1

1 2

( ) ( )

( ) ( ; , )

P

pp

p p

p p

p Ga r r

β

The generative spatio-temporal model

Penny et al. 2005, NeuroImage

= spatial precision of parameters = observation noise precision = precision of AR coefficients

Page 33: Bayesian models for fMRI data

11,0; SSwNwp T

kTk

Tk

Prior for k-th parameter:

Shrinkage prior

Spatial kernel matrix

Spatial precision: determines the

amount of smoothness

The spatial prior

Different choices possible for spatial kernel matrix S.

Currently used in SPM: Laplacian prior (same as in LORETA)

Page 34: Bayesian models for fMRI data

Smoothing

Global prior Laplacian Prior

Example: application to event-related fMRI data

Contrast maps for familiar vs. non-familiar faces, obtained with

- smoothing- global spatial prior- Laplacian prior

Page 35: Bayesian models for fMRI data

SPM5 graphical user interface

Page 36: Bayesian models for fMRI data

Bayesian model selection (BMS)

Given competing hypotheses on structure & functional mechanisms of a system, which model is the best?

For which model m does p(y|m) become maximal?

Which model represents thebest balance between model fit and model complexity?

Pitt & Miyung (2002), TICS

Page 37: Bayesian models for fMRI data

dmpmypmyp )|(),|()|( Model evidence:

Various approximations, e.g.:- negative free energy- AIC- BIC

Penny et al. (2004) NeuroImage

Bayesian model selection (BMS)

)|(

)|(

2

1

myp

mypBF

Model comparison via Bayes factor:

)|(

)|(),|(),|(

myp

mpmypmyp

Bayes’ rules:

accounts for both accuracy and complexity of the model

allows for inference about structure (generalisability) of the model

Page 38: Bayesian models for fMRI data

Example: BMS of dynamic causal models

modulation of back-ward or forward connection?

additional drivingeffect of attentionon PPC?

bilinear or nonlinearmodulation offorward connection?

V1 V5stim

PPCM2

attention

V1 V5stim

PPCM1

attention

V1 V5stim

PPCM3attention

V1 V5stim

PPCM4attention

BF = 2966

M2 better than M1

M3 better than M2

BF = 12

M4 better than M3

BF = 23

Stephan et al. (2008) NeuroImage

Page 39: Bayesian models for fMRI data

Thank you


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