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In medical diagnostics, leveraging multiple biomarkers can significantly improve classification accuracy compared to using a single biomarker. While existing methods based on exponential tilting or density ratio models have shown promise,…

Methodology · Statistics 2026-01-08 Fangyong Zheng , Pengfei Li , Tao Yu

In this paper, we investigate the hypothesis testing problem that checks whether part of covariates / confounders significantly affect the heterogeneous treatment effect given all covariates. This model checking is particularly useful in…

Statistics Theory · Mathematics 2020-09-24 Niwen Zhou , Xu Guo , Lixing Zhu

Probability forecasts for binary outcomes, often referred to as probabilistic classifiers or confidence scores, are ubiquitous in science and society, and methods for evaluating and comparing them are in great demand. We propose and study a…

Methodology · Statistics 2023-01-27 Timo Dimitriadis , Tilmann Gneiting , Alexander I. Jordan , Peter Vogel

Measurement error arises through a variety of mechanisms. A rich literature exists on the bias introduced by covariate measurement error and on methods of analysis to address this bias. By comparison, less attention has been given to errors…

Methodology · Statistics 2018-11-27 Pamela Shaw , Jiwei He , Bryan Shepherd

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

The receiver operating characteristic (ROC) curve is a very useful tool for analyzing the diagnostic/classification power of instruments/classification schemes as long as a binary-scale gold standard is available. When the gold standard is…

Methodology · Statistics 2011-05-10 Zhanfeng Wang , Yuan-chin Ivan Chang

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…

Methodology · Statistics 2024-07-02 Soutik Ghosal , Zhen Chen

In this work, we consider a multivariate regression model with one-sided errors. We assume for the regression function to lie in a general H\"{o}lder class and estimate it via a nonparametric local polynomial approach that consists of…

Statistics Theory · Mathematics 2021-02-11 Leonie Selk , Charles Tillier , Orlando Marigliano

This paper provides a new methodology to analyze unobserved heterogeneity when observed characteristics are modeled nonlinearly. The proposed model builds on varying random coefficients (VRC) that are determined by nonlinear functions of…

Econometrics · Economics 2020-08-05 Christoph Breunig

The proper use of model evaluation metrics is important for model evaluation and model selection in binary classification tasks. This study investigates how consistent different metrics are at evaluating models across data of different…

Machine Learning · Statistics 2024-12-17 Jing Li

Unbiased confidence estimates of neural networks are crucial especially for safety-critical applications. Many methods have been developed to calibrate biased confidence estimates. Though there is a variety of methods for classification,…

Computer Vision and Pattern Recognition · Computer Science 2020-12-15 Fabian Küppers , Jan Kronenberger , Amirhossein Shantia , Anselm Haselhoff

This article considers the receiver operating characteristic (ROC) curve analysis for medical data with non-ignorable missingness in the disease status. In the framework of the logistic regression models for both the disease status and the…

Methodology · Statistics 2024-11-27 Dingding Hu , Tao Yu , Pengfei Li

The order of smoothness chosen in nonparametric estimation problems is critical. This choice balances the tradeoff between model parsimony and data overfitting. The most common approach used in this context is cross-validation. However,…

Methodology · Statistics 2015-10-13 Daniel Taylor-Rodriguez , Sujit Ghosh

Cross-validation is a popular non-parametric method for evaluating the accuracy of a predictive rule. The usefulness of cross-validation depends on the task we want to employ it for. In this note, I discuss a simple non-parametric setting,…

Methodology · Statistics 2019-09-27 Stefan Wager

The interpretation of medical images is a challenging task, often complicated by the presence of artifacts, occlusions, limited contrast and more. Most notable is the case of chest radiography, where there is a high inter-rater variability…

We introduce a simple diagnostic test for assessing the overall or partial goodness of fit of a linear causal model with errors being independent of the covariates. In particular, we consider situations where hidden confounding is…

Methodology · Statistics 2023-03-06 Christoph Schultheiss , Peter Bühlmann , Ming Yuan

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…

Methodology · Statistics 2021-03-22 Maria Xose Rodriguez-Alvarez , Vanda Inacio

Classification performance is often not uniform over the data. Some areas in the input space are easier to classify than others. Features that hold information about the "difficulty" of the data may be non-discriminative and are therefore…

Machine Learning · Computer Science 2016-05-24 Oran Richman , Shie Mannor

Missing data in supervised learning is well-studied, but the specific issue of missing labels during model evaluation has been overlooked. Ignoring samples with missing values, a common solution, can introduce bias, especially when data is…

Machine Learning · Computer Science 2025-04-28 Danial Dervovic , Michael Cashmore

This paper reconsiders the problem of testing the equality of two unspecified continuous distributions. The framework, which we propose, allows for readable and insightful data visualisation and helps to understand and quantify how two…

Methodology · Statistics 2025-03-04 Bogdan Ćmiel , Teresa Ledwina