Related papers: Properties of the Nonparametric Maximum Likelihood…
In diagnostic studies, researchers frequently encounter imperfect reference standards with some misclassified labels. Treating these as gold standards can bias receiver operating characteristic (ROC) curve analysis. To address this issue,…
We study nonparametric maximum likelihood estimation of a log-concave density function $f_0$ which is known to satisfy further constraints, where either (a) the mode $m$ of $f_0$ is known, or (b) $f_0$ is known to be symmetric about a fixed…
The receiver operating characteristic (ROC) curve is an important graphic tool for evaluating a test in a wide range of disciplines. While useful, an ROC curve can cross the chance line, either by having an S-shape or a hook at the extreme…
The optimal receiver operating characteristic (ROC) curve, giving the maximum probability of detection as a function of the probability of false alarm, is a key information-theoretic indicator of the difficulty of a binary hypothesis…
In this paper, we study the nonparametric maximum likelihood estimator (MLE) of a convex hazard function. We show that the MLE is consistent and converges at a local rate of $n^{2/5}$ at points $x_0$ where the true hazard function is…
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…
To assess the classification accuracy of a continuous diagnostic result, the receiver operating characteristic (ROC) curve is commonly used in applications. The partial area under the ROC curve (pAUC) is one of widely accepted summary…
In this paper we consider the problem of maximizing the Area under the ROC curve (AUC) which is a widely used performance metric in imbalanced classification and anomaly detection. Due to the pairwise nonlinearity of the objective function,…
The Receiver Operating Characteristic (ROC) is a well-established representation of the tradeoff between detection and false alarm probabilities in binary hypothesis testing. In many practical contexts ROC's are generated by thresholding a…
The Partial Area Under the ROC Curve (PAUC), typically including One-way Partial AUC (OPAUC) and Two-way Partial AUC (TPAUC), measures the average performance of a binary classifier within a specific false positive rate and/or true positive…
Methods for the evaluation of the predictive accuracy of biomarkers with respect to survival outcomes subject to right censoring have been discussed extensively in the literature. In cancer and other diseases, survival outcomes are commonly…
We propose a likelihood ratio statistic for forming hypothesis tests and confidence intervals for a nonparametrically estimated univariate regression function, based on the shape restriction of concavity (alternatively, convexity). Dealing…
Everybody writes that ROC curves, a very common tool in binary classification problems, should be optimal, and in particular concave, non-decreasing and above the 45-degree line. Everybody uses ROC curves, theoretical and especially…
We introduce a new smooth estimator of the ROC curve based on log-concave density estimates of the constituent distributions. We show that our estimate is asymptotically equivalent to the empirical ROC curve if the underlying densities are…
The Receiver Operating Characteristic (ROC) curve is a useful tool that measures the discriminating power of a continuous variable or the accuracy of a pharmaceutical or medical test to distinguish between two conditions or classes. In…
In this paper, we show the arc length of the optimal ROC curve is an $f$-divergence. By leveraging this result, we express the arc length using a variational objective and estimate it accurately using positive and negative samples. We show…
The assumption of log-concavity is a flexible and appealing nonparametric shape constraint in distribution modelling. In this work, we study the log-concave maximum likelihood estimator (MLE) of a probability mass function (pmf). We show…
The limit distribution of the nonparametric maximum likelihood estimator for interval censored data with more than one observation time per unobservable observation, is still unknown in general. For the so-called separated case, where one…
Objectives: This study provides an effective model selection method based on the empirical likelihood approach for constructing summary receiver operating characteristic (sROC) curves from meta-analyses of diagnostic studies. Methods: We…
The area under the curve (AUC) of the receiver operating characteristics curve (ROC) evaluates the separation between patients and nonpatients or discrimination. For risk prediction models these risk distributions can be derived from the…