## Threshold Free Cluster Enhancement explained

#### The multiple comparison problem

In neuroimaging analysis one often is confronted with many electrodes/voxels and many timepoints, and often performs a statistical test on each of these electrode/timepoint combinations. This leads to a massive multiple comparison problem, as the probability to find a false positive is greatly enhanced. In the following example we assume independence of all data points . For instance with only 10 electrodes/voxels and 10 timepoints and an alpha of 0.05, the probability for a false positive is:

$$ p(significance^*|H_0) = 1-(1-0.05)^{10*10}=99.4 $$

**significance of at least one sample*

But electrodes/voxels and timepoints usually are not independent. Contrary, data is rather smooth over electrodes, voxels and time. Therefore, by combining data points close in space (electrodes / voxels) and time using so-called cluster tests, one can try to partially circumvent this problem.

For the IICCSSS Summer School I made some slides explaining multiple comparison correction (link to slides, pptx), including Threshold Free Cluster Enhancement (TFCE). I explained cluster permutation tests in an earlier blog post, which you might want to read before this one.

#### Why TFCE and not cluster permutation tests?

In order to use cluster permutation tests, one typically first calculates some kind of statistics, in our example student t-values for each datapoint over subjects (or trials for single subject analyses). The one has to specify a cluster-threshold which defines the clusters. This threshold might miss broad but “weak” clusters, and focus only on “strong” but peaky clusters.

#### Threshold Free Cluster Enhancement

The intuition of TFCE is that we are going to try out all possible thresholds and see whether a given time-point belongs to a significant cluster under any of our set of cluster-thresholds. Instead of using cluster mass, we will use a weighted average between the cluster extend (**e**, how broad is the cluster, i.e. how many connected samples) and the cluster height (**h**, how high is the cluster, i.e. how large is the t-value / the evidence for an effect) according to the formula:

$$ TFCE = \int_h e(h)^Eh^Hdh$$

for this blogpost, I will put the weights for the extend **E** and for the height **H** to 1 (therefore height ‘counts’ the same as width). The usual defaults are E=0.5 and H=2.

As you can see we use a discrete sum, approximating the integral from above. Another difference between TFCE and cluster permutations, is that you generate a TFCE value for each sample.

For instance a hypothetical t-value of 3 (red square in the above animation) is boosted by belonging to a cluster and might receive the TFCE value of 10. The resulting TFCE values can be thought of as a local scaling according to the “clusterdness” of a sample. Note that local minima and maxima stay at the same spot, this is different to a smoothing operation which could move the location of maxima and minima in time or space.

Because we calculated a TFCE value for each sample, we can also calculate a p-value for each sample. In order to get the p-values, we use the same trick wie used with cluster permutation test: the permutation part. We permute conditions (building the $H_0$), calculate the TFCE values for the permutated set, and take the max(TFCE) over all time points and electrodes/voxels. Our observed TFCE value then is either likely or unlikely given our empirical distribution of max TFCE values (under the $H_0$). But note that the interpretation is not that of a typical p-value at an electrodes/voxel!.

#### Interpretation of significant TFCE

I admit I made the following mistake before, it is a very convenient and easy mistake to make: As an example, let’s observe a significant sample e.g. at 100ms, using the TFCE procedure. This does not mean that the sample at 100ms shows a significant effect. It only means, that there exist at least one cluster-threshold (remember we tested all of them), where this sample belongs to a significant cluster. In other words, samples can be pushed to significance solely by being close to a “truely significant” cluster, without showing evidence by themselves to be significant.

I found this pretty confusing. But in practice it is important: Because we don’t know which samples make a cluster a significant one (all of them? half of them? only a single sample?) we cannot say much about the single sample, only about the cluster.

So, in practice what we do is that we look and report the p-values, but in addition make a descriptive statement on the cluster extend. For instance, you could argue that the t-values that you put in TFCE (or cluster permutation) are very much compatible with an effect from X ms to Y ms. Similar statements are also recommended on the fieldtrip site or in this recent paper by Jona Sassenhagen 2018.

**Don’t write: **“We found a significant cluster starting from 100ms to 200ms with a median effect of 5µV [3.5, 4.7µV].” or even “Conditions differed significantly from 100ms to 200ms (multiple comparison corrected)”.**Write: **“We found a significant difference between conditions. The difference was driven by an effect from 100ms to 200ms with a median effect of 5µV [3.5, 4.7µV] .” or “We found a significant cluster, most compatible with an effect from 100ms to 200ms with a median effect of 5µV [3.5, 4.7µV] “.**Dont write:** “At t=125ms the conditions differed significantly (TFCE correction for multiple comparisons) with a median effect of 5µV [3.5, 4.7µV] “**Write:** “We found significant difference between conditions (TFCE correction for multiple comparisons). This difference was driven by a cluster starting at 125ms with a median effect of 5µV [3.5, 4.7µV] .”

These messages are much less snappy, sexy, short or easy to understand. The important bit is to **signal to the reader that the cluster permutation test does not state significance about a single timepoint or electrode/voxel, but only indicates a significant difference somewhen/re between your conditions**.

This problem has been recently discussed on twitter. One proposed alternative is All-Resolution-Inference. There is a barebone R-implementation in the hommel package and I would be interested in translating it to matlab to be readily usable with cluster permutation for EEG data.

**Thanks **for personal discussions (these are not endorsements, all mistakes in this blogpost are mine!) with Eelke Spaak, Robert Oostenveld, René Scheeringa, Olaf Dimigen & Phillip Alday + twitter interactions with Guillame A Rousselet, Cyril Pernet, Thomas Nichols and Martin Hebart. Thanks to Anna Lisa Gert for critical comments on this blogpost.