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spm_BMS.m
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spm_BMS.m
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function [alpha,exp_r,xp] = spm_BMS(lme, Nsamp, do_plot, sampling, ecp, alpha0)
% Bayesian model selection for group studies
% FORMAT [alpha, exp_r, xp] = spm_BMS (lme, Nsamp, do_plot, sampling, ecp, alpha0)
%
% INPUT:
% lme - array of log model evidences
% rows: subjects
% columns: models (1..Nk)
% Nsamp - number of samples used to compute exceedance probabilities
% (default: 1e6)
% do_plot - 1 to plot p(r|y)
% sampling - use sampling to compute exact alpha
% ecp - 1 to compute exceedance probability
% alpha0 - [1 x Nk] vector of prior model counts
%
% OUTPUT:
% alpha - vector of model probabilities
% exp_r - expectation of the posterior p(r|y)
% xp - exceedance probabilities
%
% REFERENCE:
% Stephan KE, Penny WD, Daunizeau J, Moran RJ, Friston KJ (2009)
% Bayesian Model Selection for Group Studies. NeuroImage 46:1004-1017
%__________________________________________________________________________
% Copyright (C) 2008 Wellcome Trust Centre for Neuroimaging
% Klaas Enno Stephan & Will Penny
% $Id: spm_BMS.m 3187 2009-06-07 18:01:43Z klaas $
if nargin < 2 || isempty(Nsamp)
Nsamp = 1e6;
end
if nargin < 3 || isempty(do_plot)
do_plot = 0;
end
if nargin < 4 || isempty(sampling)
sampling = 0;
end
if nargin < 5 || isempty(ecp)
ecp = 1;
end
max_val = log(realmax('double'));
Ni = size(lme,1); % number of subjects
Nk = size(lme,2); % number of models
c = 1;
cc = 10e-4;
% prior observations
%--------------------------------------------------------------------------
if nargin < 6 || isempty(alpha0)
alpha0 = ones(1,Nk);
end
alpha = alpha0;
% iterative VB estimation
%--------------------------------------------------------------------------
while c > cc,
% compute posterior belief g(i,k)=q(m_i=k|y_i) that model k generated
% the data for the i-th subject
for i = 1:Ni,
for k = 1:Nk,
% integrate out prior probabilities of models (in log space)
log_u(i,k) = lme(i,k) + psi(alpha(k))- psi(sum(alpha));
end
log_u(i,:) = log_u(i,:) - mean(log_u(i,:));
% prevent numerical problems for badly scaled posteriors
for k = 1:Nk,
log_u(i,k) = sign(log_u(i,k)) * min(max_val,abs(log_u(i,k)));
end
% exponentiate (to get back to non-log representation)
u(i,:) = exp(log_u(i,:));
% normalisation: sum across all models for i-th subject
u_i = sum(u(i,:));
g(i,:) = u(i,:)/u_i;
end
% expected number of subjects whose data we believe to have been
% generated by model k
for k = 1:Nk,
beta(k) = sum(g(:,k));
end
% update alpha
prev = alpha;
for k = 1:Nk,
alpha(k) = alpha0(k) + beta(k);
end
% convergence?
c = norm(alpha - prev);
end
% Compute expectation of the posterior p(r|y)
%--------------------------------------------------------------------------
exp_r = alpha./sum(alpha);
% Compute exceedance probabilities p(r_i>r_j)
%--------------------------------------------------------------------------
if ecp
if Nk == 2
% comparison of 2 models
xp(1) = spm_Bcdf(0.5,alpha(2),alpha(1));
xp(2) = spm_Bcdf(0.5,alpha(1),alpha(2));
else
% comparison of >2 models: use sampling approach
xp = spm_dirichlet_exceedance(alpha,Nsamp);
end
else
xp = [];
end
% Graphics output (currently for 2 models only)
%--------------------------------------------------------------------------
if do_plot && Nk == 2
% plot Dirichlet pdf
%----------------------------------------------------------------------
if alpha(1)<=alpha(2)
alpha_now =sort(alpha,1,'descend');
winner_inx=2;
else
alpha_now =alpha;
winner_inx=1;
end
x1 = [0:0.0001:1];
for i = 1:length(x1),
p(i) = spm_Dpdf([x1(i) 1-x1(i)],alpha_now);
end
fig1 = figure;
axes1 = axes('Parent',fig1,'FontSize',14);
plot(x1,p,'k','LineWidth',1);
% cumulative probability: p(r1>r2)
i = find(x1 >= 0.5);
hold on
fill([x1(i) fliplr(x1(i))],[i*0 fliplr(p(i))],[1 1 1]*.8)
v = axis;
plot([0.5 0.5],[v(3) v(4)],'k--','LineWidth',1.5);
xlim([0 1.05]);
xlabel(sprintf('r_%d',winner_inx),'FontSize',18);
ylabel(sprintf('p(r_%d|y)',winner_inx),'FontSize',18);
title(sprintf('p(r_%d>%1.1f | y) = %1.3f',winner_inx,0.5,xp(winner_inx)),'FontSize',18);
legend off
end
% Sampling approach ((currently implemented for 2 models only):
% plot F as a function of alpha_1
%--------------------------------------------------------------------------
if sampling
if Nk == 2
% Compute lower bound on F by sampling
%------------------------------------------------------------------
alpha_max = size(lme,1) + Nk*alpha0(1);
dx = 0.1;
a = [1:dx:alpha_max];
Na = length(a);
for i=1:Na,
alpha_s = [a(i),alpha_max-a(i)];
[F_samp(i),F_bound(i)] = spm_BMS_F(alpha_s,lme,alpha0);
end
% graphical display
%------------------------------------------------------------------
fig2 = figure;
axes2 = axes('Parent',fig2,'FontSize',14);
plot(a,F_samp,'Parent',axes2,'LineStyle','-','DisplayName','Sampling Approach',...
'Color',[0 0 0]);
hold on;
yy = ylim;
plot([alpha(1),alpha(1)],[yy(1),yy(2)],'Parent',axes2,'LineStyle','--',...
'DisplayName','Variational Bayes','Color',[0 0 0]);
legend2 = legend(axes2,'show');
set(legend2,'Position',[0.15 0.8 0.2 0.1],'FontSize',14);
xlabel('\alpha_1','FontSize',18);
ylabel('F','FontSize',18);
else
fprintf('\n%s\n','Verification of alpha estimates by sampling not available.')
fprintf('%s\n','This approach is currently only implemented for comparison of 2 models.');
end
end