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Whilst the size and complexity of ML models have rapidly and significantly increased over the past decade, the methods for assessing their performance have not kept pace. In particular, among the many potential performance metrics, the ML…
Treatment policy estimands are frequently favored by regulators, as they assess the effect of treatment assignment regardless of post-randomization events. Despite best efforts, missing data due to study discontinuation cannot be fully…
Adequate evaluation of an information retrieval system to estimate future performance is a crucial task. Area under the ROC curve (AUC) is widely used to evaluate the generalization of a retrieval system. However, the objective function…
In machine learning contests such as the ImageNet Large Scale Visual Recognition Challenge and the KDD Cup, contestants can submit candidate solutions and receive from an oracle (typically the organizers of the competition) the accuracy of…
Accurate quantification of model uncertainty has long been recognized as a fundamental requirement for trusted AI. In regression tasks, uncertainty is typically quantified using prediction intervals calibrated to an ad-hoc operating point,…
In prevalent cohort studies with follow-up, the time-to-event outcome is subject to left truncation leading to selection bias. For estimation of the distribution of time-to-event, conventional methods adjusting for left truncation tend to…
Receiver operating characteristic (ROC) curves are widely used as a measure of accuracy of diagnostic tests and can be summarized using the area under the ROC curve (AUC). Often, it is useful to construct a confidence intervals for the AUC,…
In many randomized clinical trials of therapeutics for COVID-19, the primary outcome is an ordinal categorical variable, and interest focuses on the odds ratio (active agent vs. control) under the assumption of a proportional odds model.…
Hazard ratios are ubiquitously used in time to event analysis to quantify treatment effects. Although hazard ratios are invaluable for hypothesis testing, other measures of association, both relative and absolute, may be used to fully…
We study explained variation under the additive hazards regression model for right-censored data. We consider different approaches for developing such a measure, and focus on one that estimates the proportion of variation in the failure…
Optimization metrics are crucial for building recommendation systems at scale. However, an effective and efficient metric for practical use remains elusive. While Top-K ranking metrics are the gold standard for optimization, they suffer…
Reliable uncertainty quantification is essential in survival prediction, particularly in clinical settings where erroneous decisions carry high risk. Conformal prediction has attracted substantial attention as it offers a model-agnostic…
We consider the problem of estimating the distribution of time-to-event data that are subject to censoring and for which the event of interest might never occur, i.e., some subjects are cured. To model this kind of data in the presence of…
Verification bias is a well-known problem that may occur in the evaluation of predictive ability of diagnostic tests. When a binary disease status is considered, various solutions can be found in the literature to correct inference based on…
Model evaluation is of crucial importance in modern statistics application. The construction of ROC and calculation of AUC have been widely used for binary classification evaluation. Recent research generalizing the ROC/AUC analysis to…
Receiver Operating Characteristic (ROC) curves are plots of true positive rate versus false positive rate which are useful for evaluating binary classification models, but difficult to use for learning since the Area Under the Curve (AUC)…
Since survival data occur over time, often important covariates that we wish to consider also change over time. Such covariates are referred as time-dependent covariates. Quantile regression offers flexible modeling of survival data by…
The receiver operating characteristic (ROC) curve is the most popular tool used to evaluate the discriminatory capability of diagnostic tests/biomarkers measured on a continuous scale when distinguishing between two alternative disease…
We consider projection methods for the estimation of the cumulative distribution function under interval censoring, case 1. Such censored data also known as current status data, arise when the only information available on the variable of…
Prediction performance of a risk scoring system needs to be carefully assessed before its adoption in clinical practice. Clinical preventive care often uses risk scores to screen asymptomatic population. The primary clinical interest is to…