Posts by: behinger

I recently gave a 15′ Talk at CuttingEEGX, and a 50′ talk at the Gießen SFB Perception Colloquium. The topics were “The modern regression toolkit”, with the later talk having a focus on eye-movement EEG combined data.

Link to pptx for the 15′ slides (25mb)

Link to pptx for the 50′ slides (49mb)

I often had the problem in the past, how to make complex plots with typical latex-elements like Matrices, Formulas etc. They frequently break when in Illustrator (plugins exist, but still… buggy for me), PowerPoint is not really re-usable etc.

For a talk at https://cuttingeegx.org/ I tried to push what Julia / https://makie.org/ can do for me on this issue. I wanted to have a quite complex plot, that I’d typically do in Illustrator, completely in Julia – and succeeded 🎉

What follows is a short tutorial on how I plotted the matrix. Note that in the following I am using typst rather than LaTeX – a sane, modern, open-source replacement.

---

using MakieTeX, CairoMakie,Format

# convert a list of matrices to a typst-matrix
function gen_typst_matrix(str,args...;)
	# for convenience, we define a new typst command
	out = typst"""
	#let cm(x, color) = text(fill: color)[$#x$];"
	$mat(delim:\"[\",
	"""
	payload = format.(str,args...)
	for k = 1:size(payload,2)
		out = out * join(payload[:,k],',') * ";"
	end
	out = out*typst")$"
	
end

Next we define some colors and a color-conversion function

rgba_to_typst(c) = format("rgb({}%,{}%,{}%,{}%)",c.r*100,c.g*100,c.b*100,c.alpha*100)
end

colorlist = cgrad(:batlow,10;categorical=true)|>collect

Next we convert a matrix to Typst & add the color using our predefined cm command

typst_mat = gen_typst_matrix(
"cm({:.1f},#{})",
rand(Int,8,5),
repeat(rgba_to_typst.(colorlist),1,5))

Now we use the MakieTex function LTeX to convert it from Typst to PDF to Makie

LTeX(TypstDocument(typst_mat),scale=3); # scale = 3 to fill the figure

Tada 🎉

We can also combine this figure easily with other Typst things e.g.

LTeX(fig[2,1],TypstDocument(typst"$lambda = rho / phi$"),scale = 3)

or of course, a plot

r = 0:0.1:10 .*π
ax = lines(fig[1:2,2],r.*sin.(r),r.*cos.(r),color=r)
hidespines!(ax.axis);hidedecorations!(ax.axis)

I got awarded an Emmy Noether research group on “EEG in motion” by the DFG 🎉! I’m therefore hiring

2 x 100% TVL13 Positions for PhD or PostDoc

In this Emmy Noether funded project, we will investigate conceptual, methodological, and physiological foundations of EEG combined with eye-, self- and object-motion. One position will focus on the methodological and physiological problems when combining smooth pursuit eye-movements and EEG. The second position will focus on methodological and computational problems when combining object motion (e.g. video watching) with EEG. Both projects are closely related to the core of the lab. Further details can be found on www.s-ccs.de/emmynoether or directly in the job posting.

I’m grateful if you can share the news about the positions with your students and researchers!

I recently read this paper, on the measurement of onsets of clusters in EEG data from Guillaume Rousselet and later got asked to be a reviewer of the paper. The main point it raises is a different one to what I adress in the paper: Most people do not explicitly test for an onset, they fall victim to the interaction-fallacy. In principle, you need an explicit test, testing e.g. timepoint 100 vs. 150 to check whether the activity changed significantly.

But because I recently implemented the ClusterDepth algorithm in Julia, I thought it would be nice to add this to the papers algorithms to test onsets (and I thought it should do great).

Let’s start with simulating data – I used our toolbox UnfoldSim.jl which made simulation relatively easy

design = SingleSubjectDesign(;conditions=Dict(:condA=>["noise","test"])) |> x->RepeatDesign(x,50);

	
signal = LinearModelComponent(;
        basis=basis_signal,
        formula = @formula(0~1+condA),
        β = [0,1]
);

noise = PinkNoise(;noiselevel=1);
sim(seed) = simulate(MersenneTwister(seed), design, signal, UniformOnset(1,1), noise; return_epoched=true);

Next, I ran clusterdepth a 100 times (the paper uses many more repetitions) using

cls = clusterdepth(d,statFun=ttest,permFun = permute_fun,nperm=2000)
onsettimes.clusterdepth[k] = times[findfirst(<=(0.05),cls)]

And plotted everything

As you can see, Cluster-sum is earliest, then FDR but with many false positives in the bsaaeline, and then maxT / clusterdepth. My implementation contains clusterdepth, but I did not implement the change-point detection. I think the results very nicely replicate Rousselet 2023!

I am surprised though, that the clusterdepth did not perform better, and I’m currently investigating why this is the case.

I recently gave a workshop @ cuttingGarden / cuttingEEG Frankfurt on Linear Mixed Models and EEG.

You can find all workshop materials here. They are pluto-notebooks for slides and exercise, and a prerendered HTML. A recording is in the works.

Some highlights:

MixedModels.jl is 100x faster than lme4

Intuition behind MixedModels / Item Effects

Mass-univariate random effects over time

Likelihoodratio-test against time

Like Interactive Explorations?
Try out the interactive Type-1 errors LMMs Demo here

In repeated measures designs, we commonly repeat trials within a subject. This leaves us with a problem, though: trials from within one subject are typically more similar compared to trials across subjects. This requires us to use repeated-measures ANOVAs, Hierarchical, Multi-Level, or as in the case of this blog: Linear Mixed Models.

I commonly see analyses for within-subject designs with LMMs, that use formulas like:

y~1+condition+(1|subject)

or

y~1+condition+(1|subject) + (1|item)

Type-1 Error of omitting condition random slopes

As can be seen in this graph, the type-1 error of omitting the random slope of subject can be huge, if such a slope is actually present in the data. The size of this type-1 error deviation depends on several things, most importantly the size of the random slope compared to the residual variability, but also the number of trials per subject, the number of subjects, residual variability and others.

The correct model to use is:

y~1+condition+(1+condition|subject)

(I think) the underlying thought is, that by using (1|subject), we allow each subject to have different values, thus the differences between subjects are accounted for. But this is too simplified. While we account for the general offset of each subject, we didn’t reach all the way – we forgot to take into account, that trials from a within-subject condition effects will be more similar to each other as well – not only the modelled Intercept-offset.

Indeed, this fallacy is addressed in many papers on LMMs, for instance in the famous “Keep it maximal” paper:

A common misconception is that crossing subjects and items in the intercept term of LMEMs is sufficient for meeting the assumption of conditional independence, and that including random slopes is strictly unnecessary […]. Indeed, some researchers have already warned against using random-intercepts-only models when random slope variation is present (e.g., Baayen, 2008; Jaeger, 2011a; Roland, 2009; Schielzeth & Forstmeier, 2009)

Barr et. al. 2013

A different motivation might be, that this is the only model that “converges”. Typically, some kind of model simplification is performed, removing correlations, then slopes, then intercepts (but why not remove intercepts before slopes?) Anyway, this leads us a bit astray to the domains of Matuschek 2019, who argue that always sticking to the maximal model has a cost in power (e.g. from 15% to 10% in small samples, or ~45% to 40% in middle sized samples; model-simplification vs. maximal model, Figure 1+2); while at the same time, they argue, the type-1 hit in that test region is small. Importantly, they never argue to start with the 1+(1|subject) model! While in some proportion of the simulations (up to 80% for very small datasets, Figure 3), this model is ultimately selected, they argue: “Our simulations showed that, in the long run, the parsimonious model yields the best chances to detect a true fixed effect as significant.” – but this includes their model-simplification procedure.

Intuition: Why is slope more important than intercept (to control type-1 of condition)?

One superficial way to think about this issue, is to think about the difference of (1|subj) and (1+c|subj): The former is a design where you record multiple trials from each subject, but for each subject only in one condition (condition between subject). In the latter, you record multiple trials from both conditions (within subject). It just seems intuitive to me, that these two very different designs, should be reflected by different models.

For the second way, we need an example: Let’s say, we recently invented the HairStretchShampoo^tm, but we don’t know if it actually works. Thus, we invite 100 subjects, each 20 times, and measure their hair length. Each time, they either applied the HairStretchShampoo^tm – or not. Our analysis model is:

hairlength~1+used_shampoo+(1+used_shampoo|subject)

or in pseudo-math notation where $\beta$ = fixed effects and $\theta$ = variances

hairlength = $\beta_{int} + \beta_{shamp} + (\theta_{int}+\theta_{shamp}|subject)$

The following components account for the following things (assuming effect coding):

• $\beta_{int}$ fixed intercept effect: 40cm. Accounts for the average hair length over all subjects.
• $\beta_{shamp}$ fixed shampoo effect: 1cm. Accounts for the average Shampoo-effect (this is what you want to know + it’s uncertainty).
• $\theta_{int}$ random intercept effect: SD = 20. Accounts for variation between subjects on their hair length, this will likely be rather large. It tells you, that the average hair length varies considerably around the fixed effect of 40cm.
• $\theta_{slope}$ random shampoo effect: SD = 2. How different does the shampoo work for different subjects? With an average fixed effect of 1cm, this SD tells you the shampoo works for some, but probably not all subjects.

_{Note: In the list above we are not interpreting uncertainties, that is Standard Errors, t- or p-values, but rather the actual estimated model components.}

If one would drop the $\theta_{slope}$ and model only the random intercept, what effectively happens is that one assumes the HairStretchShampoo^tm-effect is identical for all subjects – even though in our example above, we “know” it varies considerable (SD=2, around a small effect of 1cm). Further, such a model assumes that the repeated measures of condition (remember, 20 repeated measurements per subject) are actually coming from independent subjects and thus contain independent information

larger number of trials => larger degrees of freedom => smaller standard errors

Sidetrack: Don’t random intercepts explain more variance?
What you typically would notice, and is true in our example above, is that the Intercept fixed+random part explains much more variability in our data than the condition effect. The condition effects live “on-top” of that variability. Explaining variability in our data is generally a good thing. If we explain more variability, our uncertainty is reduced (smaller residuals => smaller SEs => smaller p-values). Thus, we should definitely care about including intercepts. But they do not make our repeated condition measurements independent.

Special cases and observations

1. If you only have one trial per condition-level, there is no way to differentiate the random slope variability from the residual variability. In that case, leaving the random slope does not lead to higher type-1 errors. In other words, if you average within subject your conditions first, then the random-intercept-only model (1|sub) is fine.
2. The (0+c|sub) performs pretty well. Indeed, Barr et al. also benchmark it and come to the same conclusion. I haven’t seen it in another paper, but they recommend dropping the intercept before the slope. That was new to me. Thus, the “ideal” way for model simplification as I see it now, is to: first drop correlation, then intercepts, then slopes of interests (except if any of those parameters is of interest). A PCA on the Random Effects (rePCA in Julia), might help identify what exactly is best to drop.
3. It was very surprising to me how little the presence of random-intercept mattered, if one is only interested in condition effect. This plays together with 2)
4. The whole thing generalizes to (1|sub)+(1|item) designs, as in Barr et al 2013 (seriously, go read that paper!)

I want to conclude with another quote from Barr et al:

This goes to show that, for such designs, crossing of random by-subject and by-item intercepts alone is clearly not enough to ensure proper generalization of experimental treatment effects (a misconception that is unfortunately rather common at present)

Barr et. al. 2013

I am currently setting up a lecture on multiple comparison correction (for related posts see here or here). In a nutshell: If you apply a statistical test, that allows for 5% of false-positives (a ‘wrong’ significant finding), many many times, you are more or less guaranteed to find a significant effect (because p(at_least_one_positive) = $1 – (1-0.05)^{100} = 0.994 = 99.4$%)

False-Discovery-Rate (FDR) is one way, to try to adapt to this. In this post I will give you a visual intuition behind it, not walk you through the math.

Note that FDR has a different goal to e.g. Bonferroni correction: An FDR corrected set of p-values tries to give you e.g. 5% of false-positives, of all significant ones. Not 5% false-positives of all p-values. Thus in some sense it is a less stringent correction.

Small ex-course: p-value distributions

Imagine you simulate 1000 data-sets without any effect in them, and ran 1000 statistical tests. We take all the p-values and visualize them using a histogram, this will look like this:

You can see, that all p-values are uniformly distributed (which means, all p-values are equally probable) if no effect exists.

What happens now, if we introduce an effect? We would expect many more p-values smaller 0.05, but still some that are greater 0.05, just due to chance (and depending on your noise/power).

This is exactly what we see here.

Let’s get back to FDR

Next, what happens if we mix the two? I.e. we get some false and some true positives. This is exactly the situation we set out with! We want to control the number of false-positives where some might underly a true effect and others are member of the H0-Team. What we do in FDR is:

1. Estimate how many p-values could be attributed to the $H_0$ distribution. This is where the orange p-value set comes into play: Those arguably give us a $H_1$-uncontaminated calibration-set to estimate what the “height” of the uniform $H_0$ p-value distribution should be. In other words: we find out, how many p-values we expect to be smaller than our threshold ($\alpha$) if no effect exists.
2. Estimate how many p-values could be attributed to the $H_1$ distribution. These are the ones over and beyond what we would expect under the “pure” $H_1$
3. We allow for a certain amount (usually 5%) of $H_0$-pvalues relative to the $H_1$-pvalues. Because $H_1$ pvalues are expected on the smaller side, we can simply change the threshold until the ratio of these two fits.

This is not how FDR is calculated in practice. For this, have a look at this blog-post from Matthew Brett. But at least it allowed me to visualize it in a way I could better intuit.

Note: This blog is just explaining the basis sets, not how to actually fit models / get parameters etc.

Recently, we used the unfoldtoolbox (Matlab or Julia; access it from python!) to analyze some fixation-related ERPs. The approach we used (multiple regression with deconvolution) allowed us to include this circular-predictor: absolute saccade-angle.

Why can’t we model saccade-angle using a linear predictor? The issue is straightforward: Look at this plot.

Ok, why can’t we use a standard non-linear spline regression?

Wait – what even is a standard non-linear spline regression? Great that you asked. Instead of fitting a straight line with parameters slope & intercept (think y = m*x + c), we can split up the x-axis regressor in multiple “local” regressors.

But: The angle starts at x=0, and goes to x=360 – but we all know, x=0 and x=360 are actually identical! The orange line added to the plot would have 0 & 360 at different values, except for a slope of 0.

How do we fix this, how do we “wrap around” the predictor axis?

Circular Splines!

Instead of having basis functions that have bounds at 0 / 360°, we are using a basis function set that wraps the circular space. If the idea didn’t become clear, here is an alternative visualization:

Hopefully, these visualizations help some of you to understand circular splines better!

Disclaimer: Thanks to Judith Schepers for discussing this with me; sorry for the typos etc. I am a bit in a rush