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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…

Methodology · Statistics 2022-07-26 Ana M. Bianco , Graciela Boente , Wenceslao Gonzalez-Manteiga

The intention with this paper is to provide all the estimation concepts and techniques that are needed to implement a two-phases approach to the parametric estimation of probability of default (PD) curves. In the first phase of this…

Risk Management · Quantitative Finance 2010-03-05 Dirk Tasche

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)…

Machine Learning · Statistics 2021-07-06 Jonathan Hillman , Toby Dylan Hocking

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

Throughout science and technology, receiver operating characteristic (ROC) curves and associated area under the curve (AUC) measures constitute powerful tools for assessing the predictive abilities of features, markers and tests in binary…

Machine Learning · Statistics 2021-06-25 Tilmann Gneiting , Eva-Maria Walz

The ROC curve is widely used to assess binary classifiers. Yet for some applications, such as alert systems for monitoring hospitalized patients, conventional ROC analysis cannot meet two key deployment needs: enforcing a constraint on…

Machine Learning · Computer Science 2026-04-03 Christopher Ratigan , Kyle Heuton , Carissa Wang , Lenore Cowen , Michael C. Hughes

In high-stakes risk prediction, quantifying uncertainty through interval-valued predictions is essential for reliable decision-making. However, standard evaluation tools like the receiver operating characteristic (ROC) curve and the area…

Machine Learning · Computer Science 2026-02-05 Yuqi Li , Matthew M. Engelhard

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,…

Methodology · Statistics 2025-02-13 Yifan Sun , Peijun Sang , Qinglong Tian , Pengfei Li

Scoring functions are used to evaluate and compare partially probabilistic forecasts. We investigate the use of rank-sum functions such as empirical Area Under the Curve (AUC), a widely-used measure of classification performance, as a…

Statistics Theory · Mathematics 2017-01-31 Simon Byrne

The receiver operating characteristic (ROC) curve and its summary measure, the Area Under the Curve (AUC), are well-established tools for evaluating the efficacy of biomarkers in biomedical studies. Compared to the traditional ROC curve,…

Methodology · Statistics 2025-10-20 Ziad Akram Ali Hammouri , Yating Zou , Rahul Ghosal , Juan C. Vidal , Marcos Matabuena

The Receiver Operating Characteristic (ROC) curve and the Area Under the Curve (AUC) of the ROC curve are widely used to compare the performance of diagnostic and prognostic assays. The ROC curve has the advantage that it is independent of…

The area under the receiver-operating characteristic curve (AUC) has become a popular index not only for measuring the overall prediction capacity of a marker but also the association strength between continuous and binary variables. In the…

The Area Under the ROC Curve (AUC) is a widely used performance metric for binary classifiers. However, as a global ranking statistic, the AUC aggregates model behavior over the entire dataset, masking localized weaknesses in specific…

Applications · Statistics 2025-08-12 Agus Sudjianto , Alice J. Liu

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…

Quantitative Methods · Quantitative Biology 2021-02-23 Ralph H. Stern

The area under the curve (AUC) of summary receiver operating characteristic (SROC) curve is a primary statistical outcome for meta-analysis of diagnostic test accuracy studies (DTA). However, its confidence interval has not been reported in…

Applications · Statistics 2022-08-02 Hisashi Noma , Yuki Matsushima , Ryota Ishii

The Area Under the ROC Curve (AUC) is an important model metric for evaluating binary classifiers, and many algorithms have been proposed to optimize AUC approximately. It raises the question of whether the generally insignificant gains…

Computational Geometry · Computer Science 2023-06-05 Baojian Zhou , Steven Skiena

Positive Unlabeled (PU) learning is widely used in many applications, where a binary classifier is trained on the datasets consisting of only positive and unlabeled samples. In this paper, we improve PU learning over state-of-the-art from…

Machine Learning · Computer Science 2020-04-22 Liwei Jiang , Dan Li , Qisheng Wang , Shuai Wang , Songtao Wang

The ROC curve is the gold standard for measuring the performance of a test/scoring statistic regarding its capacity to discriminate between two statistical populations in a wide variety of applications, ranging from anomaly detection in…

Statistics Theory · Mathematics 2023-01-25 Stéphan Clémençon , Myrto Limnios , Nicolas Vayatis

Accurate diagnosis of disease is of fundamental importance in clinical practice and medical research. Before a medical diagnostic test is routinely used in practice, its ability to distinguish between diseased and nondiseased states must be…

Methodology · Statistics 2018-06-05 Vanda Inacio de Carvalho , Maria Xose Rodriguez-Alvarez

The Receiver Operating Characteristic (ROC) curve of a binary classifier has often been utilized to measure the performance of the classifier. The area beneath this curve is used in particular because of its quoted probabilistic…

Machine Learning · Computer Science 2026-05-05 Steven Redolfi