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Area Under the Receiver Operating Characteristic Curve (AUC-ROC) is a popular evaluation metric for binary classifiers. In this paper, we discuss techniques to segment the AUC-ROC along human-interpretable dimensions. AUC-ROC is not an…

Machine Learning · Computer Science 2022-05-25 Arya Tafvizi , Besim Avci , Mukund Sundararajan

Several efforts have been done to bring ROC analysis beyond (binary) classification, especially in regression. However, the mapping and possibilities of these proposals do not correspond to what we expect from the analysis of operating…

Statistics Theory · Mathematics 2013-10-17 Jose Hernandez-Orallo

In many applications, monitoring area under the ROC curve (AUC) in a sliding window over a data stream is a natural way of detecting changes in the system. The drawback is that computing AUC in a sliding window is expensive, especially if…

Machine Learning · Computer Science 2019-02-05 Nikolaj Tatti

Uncertainty quantification of prediction models through prediction sets is increasingly popular and successful, but most existing methods rely on directly observing the outcome and do not appropriately handle censored outcomes, such as…

Methodology · Statistics 2025-05-06 Wenwen Si , Hongxiang Qiu

Individualized treatment rules can lead to better health outcomes when patients have heterogeneous responses to treatment. Very few individualized treatment rule estimation methods are compatible with a multi-treatment observational study…

Uncertainty quantification is necessary for developers, physicians, and regulatory agencies to build trust in machine learning predictors and improve patient care. Beyond measuring uncertainty, it is crucial to express it in clinically…

Computer Vision and Pattern Recognition · Computer Science 2025-03-04 Jacopo Teneggi , J Webster Stayman , Jeremias Sulam

When evaluating medical tests or biomarkers for disease classification, the area under the receiver-operating characteristic (ROC) curve is a widely used performance metric that does not require us to commit to a specific decision…

Methodology · Statistics 2013-10-21 Wanhua Su , Yan Yuan , Mu Zhu

The analysis left truncated and right censored data is very common in survival and reliability analysis. In lifetime studies patients often subject to left truncation in addition to right censoring. For example, in bone marrow transplant…

Methodology · Statistics 2021-11-16 Sudheesh , K. K. , Anjana , S. , Xie , M

Receiver Operating Characteristic (ROC) curves have recently been used to evaluate the performance of models for spatial presence-absence or presence-only data. Applications include species distribution modelling and mineral prospectivity…

Methodology · Statistics 2025-06-05 Adrian Baddeley , Ege Rubak , Suman Rakshit , Gopalan Nair

We study causal inference for time-to-event outcomes under right censoring in the presence of unmeasured confounding. Focusing on structural accelerated failure time models, we develop an identification and inference framework that exploits…

Methodology · Statistics 2026-05-29 Qiushi Bu , Wen Su , Xinyu Zhang , Xingqiu Zhao , Zhonghua Liu

We propose a novel personalized concept for the optimal treatment selection for a situation where the response is a multivariate vector, that could contain right-censored variables such as survival time. The proposed method can be applied…

Methodology · Statistics 2022-10-03 Chathura Siriwardhana , K. B. Kulasekera , Somnath Datta

The accuracy of a diagnostic test is typically characterised using the receiver operating characteristic (ROC) curve. Summarising indexes such as the area under the ROC curve (AUC) are used to compare different tests as well as to measure…

Methodology · Statistics 2010-12-30 Fang Yao , Radu V. Craiu , Benjamin Reiser

In statistics, time-to-event analysis methods traditionally focus on the estimation of hazards. In recent years, machine learning methods have been proposed to directly predict the event times. We propose a method based on vine copula…

Methodology · Statistics 2021-11-16 Shenyi Pan , Harry Joe

Area under ROC curve (AUC) is a widely used performance measure for classification models. We propose two new distributionally robust AUC maximization models (DR-AUC) that rely on the Kantorovich metric and approximate the AUC with the…

Optimization and Control · Mathematics 2020-05-28 Wenbo Ma , Miguel A. Lejeune

Prior to clinical applications, it is critical that risk prediction models are evaluated in independent studies that did not contribute to model development. While prospective cohort studies provide a natural setting for model validation,…

Methodology · Statistics 2017-10-13 Parichoy Pal Choudhury , Anil K. Chaturvedi , Nilanjan Chatterjee

Many applications of AI involve scoring individuals using a learned function of their attributes. These predictive risk scores are then used to take decisions based on whether the score exceeds a certain threshold, which may vary depending…

Machine Learning · Statistics 2021-02-26 Robin Vogel , Aurélien Bellet , Stephan Clémençon

When determining which machine learning model best performs some high impact risk assessment task, practitioners commonly use the Area under the Curve (AUC) to defend and validate their model choices. In this paper, we argue that the…

Computers and Society · Computer Science 2023-05-30 Kweku Kwegyir-Aggrey , Marissa Gerchick , Malika Mohan , Aaron Horowitz , Suresh Venkatasubramanian

The Area Under the ROC Curve (AUC) is a widely employed metric in long-tailed classification scenarios. Nevertheless, most existing methods primarily assume that training and testing examples are drawn i.i.d. from the same distribution,…

Machine Learning · Computer Science 2023-11-07 Siran Dai , Qianqian Xu , Zhiyong Yang , Xiaochun Cao , Qingming Huang

The distribution-free method of conformal prediction (Vovk et al, 2005) has gained considerable attention in computer science, machine learning, and statistics. Candes et al. (2023) extended this method to right-censored survival data,…

Methodology · Statistics 2025-06-04 Jing Qin , Jin Piao , Jing Ning , Yu Shen

This paper proposes a modelling strategy to infer the impact of a covariate on the dependence structure of right-censored clustered event time data. The joint survival function of the event times is modelled using a parametric conditional…

Methodology · Statistics 2016-06-07 Candida Geerdens , Elif Fidan Acar , Paul Janssen
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