Search arXiv⌕ Search
Home/Archive/arXiv

arXiv · 2511.02422

Cluster Size Matters: A Comparative Study of Notip and pARI for Post Hoc Inference in fMRI

Nils Peyrouset·Pierre Neuvial·Bertrand Thirion
View original source ↗Read source document ↗Export metadata ↓

Abstract

All Resolutions Inference (ARI) is a post hoc inference method for functional Magnetic Resonance Imaging (fMRI) data analysis that provides valid lower bounds on the proportion of truly active voxels within any, possibly data-driven, cluster. As such, it addresses the paradox of spatial specificity encountered with more classical cluster-extent thresholding methods. It allows the cluster-forming threshold to be increased in order to locate the signal with greater spatial precision without overfitting, also known as the drill-down approach. Notip and pARI are two recent permutation-based extensions of ARI designed to increase statistical power by accounting for the strong dependence structure typical of fMRI data. A recent comparison between these papers based on large voxel clusters concluded that pARI outperforms Notip. We revisit this conclusion by conducting a systematic comparison of the two. Our reanalysis of the same fMRI data sets from the Neurovault database demonstrates the existence of complementary performance regimes: while pARI indeed achieves higher sensitivity for large clusters, Notip provides more informative and robust results for smaller clusters. In particular, while Notip supports informative ``drill-down'' exploration into subregions of activation, pARI often yields non-informative bounds in such cases, and can even underperform the baseline ARI method.

Explore related subjects

math.STstat.APstat.MEstat.TH

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Nils Peyrouset, Pierre Neuvial, Bertrand Thirion. 2025-11-04. Cluster Size Matters: A Comparative Study of Notip and pARI for Post Hoc Inference in fMRI. https://arxiv.org/abs/2511.02422

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Sample complexity and weak limits of nonsmooth multimarginal Schrödinger system with application to optimal transport barycenter

Multimarginal optimal transport (MOT) has emerged as a useful framework for many applied problems. However, compared to the well-studied classical two-marginal optimal transport theory, analysis of MOT is far more challenging and remains much less developed. In this paper, we study the statistical estimation and inference problems for the entropic MOT (EMOT), whose optimal solution is characterized by the multimarginal Schrödinger system. Assuming only boundedness of the cost function, we derive sharp sample complexity for estimating several key quantities pertaining to EMOT (cost functional and Schrödinger coupling) from point clouds that are randomly sampled from the input marginal distributions. Moreover, with substantially weaker smoothness assumption on the cost function than the existing literature, we derive distributional limits and bootstrap validity of various key EMOT objects. As an application, we propose the multimarginal Schrödinger barycenter as a new and natural way to regularize the exact Wasserstein barycenter and demonstrate its statistical optimality.

math.ST↗
arXiv2026

Nonparametric spectral density estimation using interactive mechanisms under local differential privacy

We study the problem of estimating the spectral density of a centered stationary Gaussian time series under local differential privacy constraints. Specifically, we propose new interactive privacy mechanisms for three tasks: recovering a single covariance coefficient, recovering the spectral density at a fixed frequency, and global recovery. Our approach achieves faster rates through a two-stage process: we first apply the Laplace mechanism to the truncated value, and then use the resulting privatized sample to learn about the dependence mechanism in the time series. For spectral densities belonging to Hölder and Sobolev smoothness classes, we demonstrate that our algorithms improve upon the non-interactive mechanism of Kroll (2024) for small privacy parameter $α$, since the pointwise rates depend on $nα^2$ instead of $nα^4$. Moreover, we show that the rate $(nα^4)^{-1}$ is optimal for estimating a covariance coefficient with non-interactive mechanisms. However, the $L_2$ rate of our interactive estimator is slower than the pointwise rate. We show how to use these procedures to provide a bona fide locally differentially private estimator of the entire covariance matrix. A simulation study validates our findings.

math.ST↗
arXiv2026

Estimating eigenvectors and eigenspaces of covariance matrices: Optimal Bounds and Conditions for Consistency

Let $X = [ ξ_1, \,\, ξ_2,...\,\, ,ξ_d]^\top$ be a zero-mean random vector of large dimension $d$ ($d \rightarrow \infty$) with (hidden) covariance matrix $M = (m_{ij})_{1 \leq i, j \leq d},$ where $m_{ij} = m_{ji} = \textbf{Cov}(ξ_i, ξ_j).$ Let $X_1, X_2, \dots, X_n$ be $n$ iid samples of $X$. Consider the sample covariance matrix $$\textstyle \tilde{M} := \frac{1}{n} \sum_{i=1}^{n} X_i X_i^\top.$$ In practice, one frequently uses the eigenvectors and eigenspaces of $\tilde M$ as estimators for those of $M$. A central task is to provide an error analysis for these estimators. In this paper, we provide an optimal error analysis, obtaining upper and lower bounds of matching order of magnitude, for a wide range of parameters $d$ and $n$, under mild assumptions on $M$. As corollaries, we obtain new necessary and sufficient conditions for the consistency of the estimators. In these conditions, we only require the number of samples $n$ to depend linearly on the effective rank of $M$, which can be much smaller than the dimension $d$.

math.ST↗