With signal, Gaussian, EE


Average of 100 realisations:

Below are the log(PP)-plots and Bland–Altman plots. The shaded regions in the PP indicate the standard deviation of the 100 realisations. The shaded areas in the BA plots indicate the standard deviation of the difference between each method and the respective result with 50k permutations.

Few
permutations
Negative
binomial
Tail
approximation
No
permutation
Gamma
approximation
Low rank
completion
Univariate
Uncorrected P|B P|B P|B P|B P|B —|—
Corrected P|B P|B P|B —|—
TFCE unc. P|B P|B P|B
TFCE corr. P|B P|B P|B
Cluster E P|B P|B P|B
Cluster M P|B P|B P|B

Below are the log(PP) and Bland–Altman plots for the distribution of the maximum statistic (minimum for the Wilks' \(\lambda\) and Tippett) after 100 realisations. The 95% CI are also plotted. Note that, differently than the table above, since there is just one set of realisations, it isn't possible to compute the standard deviations, so only the CI based on the binomial distribution are appropriate.

Few
permutations
Negative
binomial
Tail
approximation
No
permutation
Gamma
approximation
Low rank
completion
Univariate
Maximum P|B P|B P|B —|—
TFCE max. P|B P|B P|B
Cluster E max. P|B P|B P|B
Cluster M max. P|B P|B P|B

Below are the histograms (with standard deviation bars), as well as the error rates at \(\alpha=0.05\), with the respective 95% CI (using the Wilson method and the respective number of permutations).

Few
permutations
Negative
binomial
Tail
approximation
No
permutation
Gamma
approximation
Low rank
completion
Univariate
Uncorrected Hist Hist Hist Hist Hist
TFCE unc. Hist Hist Hist