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The area under the ROC curve (AUC) is the standard measure of a biomarker's discriminatory accuracy; however, naive AUC estimates can be misleading when validation cohorts differ from the intended target population. Such covariate shifts…

Methodology · Statistics 2025-11-20 Jiajun Liu , Guangcai Mao , Xiaofei Wang

Assessment of risk prediction models has primarily utilized measures of discrimination, the ROC curve AUC and C-statistic. These derive from the risk distributions of patients and nonpatients, which in turn are derived from a population…

Quantitative Methods · Quantitative Biology 2023-12-05 Ralph H. Stern

Discrimination measures such as the concordance index and the cumulative-dynamic time-dependent area under the ROC-curve (AUC) are widely used in the medical literature for evaluating the predictive accuracy of a scoring rule which relates…

Methodology · Statistics 2025-08-12 Marie Skov Breum , Torben Martinussen

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

Optimal performance is critical for decision-making tasks from medicine to autonomous driving, however common performance measures may be too general or too specific. For binary classifiers, diagnostic tests or prognosis at a timepoint,…

With the advance of high-throughput genotyping and sequencing technologies, it becomes feasible to comprehensive evaluate the role of massive genetic predictors in disease prediction. There exists, therefore, a critical need for developing…

Methodology · Statistics 2025-04-02 Changshuai Wei , Ming Li , Yalu Wen , Chengyin Ye , Qing Lu

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

Prevalent cohort sampling is commonly used to study the natural history of a disease when the disease is rare or it usually takes a long time to observe the failure event. It is known, however, that the collected sample in this situation is…

Methodology · Statistics 2022-09-05 Omidali Aghababaei Jazi

Predicting the timing and occurrence of events is a major focus of data science applications, especially in the context of biomedical research. Performance for models estimating these outcomes, often referred to as time-to-event or survival…

Methodology · Statistics 2024-06-07 Ying Jin , Andrew Leroux

The cause of failure in cohort studies that involve competing risks is frequently incompletely observed. To address this, several methods have been proposed for the semiparametric proportional cause-specific hazards model under a missing at…

Methodology · Statistics 2020-02-24 Giorgos Bakoyannis , Ying Zhang , Constantin T. Yiannoutsos

The area under the receiver operating characteristic curve (AUC) is often used to evaluate the performance of clinical prediction models. Recently, a more refined strategy has been proposed to examine a partial area under the curve (pAUC),…

Applications · Statistics 2016-06-22 Travis Gerke , Svitlana Tyekucheva , Lorelei Mucci , Giovanni Parmigiani

The area under the ROC curve (AUC) is a widely used performance measure in machine learning. Increasingly, however, in several applications, ranging from ranking to biometric screening to medicine, performance is measured not in terms of…

Machine Learning · Computer Science 2016-11-29 Harikrishna Narasimhan , Shivani Agarwal

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 selective classifier (SC) has been proposed for rank based uncertainty thresholding, which could have applications in safety critical areas such as medical diagnostics, autonomous driving, and the justice system. The Area Under the…

Machine Learning · Statistics 2025-09-04 Han Zhou , Jordy Van Landeghem , Teodora Popordanoska , Matthew B. Blaschko

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

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

A common practice in evidence-based decision-making uses estimates of conditional probabilities P(y|x) obtained from research studies to predict outcomes y on the basis of observed covariates x. Given this information, decisions are then…

Econometrics · Economics 2025-12-08 Atheendar S. Venkataramani , Charles F. Manski , John Mullahy

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

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

We explore whether survival model performance in underrepresented high- and low-risk subgroups - regions of the prognostic spectrum where clinical decisions are most consequential - can be improved through targeted restructuring of the…

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