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Related papers: A robust approach for ROC curves with covariates

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To evaluate a classification algorithm, it is common practice to plot the ROC curve using test data. However, the inherent randomness in the test data can undermine our confidence in the conclusions drawn from the ROC curve, necessitating…

Methodology · Statistics 2024-05-22 Zheshi Zheng , Bo Yang , Peter Song

The sample covariance matrix is a cornerstone of multivariate statistics, but it is highly sensitive to outliers. These can be casewise outliers, such as cases belonging to a different population, or cellwise outliers, which are deviating…

Methodology · Statistics 2025-05-27 Fabio Centofanti , Mia Hubert , Peter J. Rousseeuw

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…

Machine Learning · Computer Science 2023-12-29 Michael Roberts , Alon Hazan , Sören Dittmer , James H. F. Rudd , Carola-Bibiane Schönlieb

Covariate imbalance between treatment groups makes it difficult to compare cumulative incidence curves in competing risk analyses. In this paper we discuss different methods to estimate adjusted cumulative incidence curves including inverse…

This paper proposes a new robust smooth-threshold estimating equation to select important variables and automatically estimate parameters for high dimensional longitudinal data. A novel working correlation matrix is proposed to capture…

Methodology · Statistics 2021-11-30 Liya Fu , Jiaqi Li , You-Gan Wang

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…

When people evaluate the performance of a diagnostic test, it is important to control both True Positive Rate (TPR) and False Positive Rate (FPR). In the literature, most researchers propose the partial area under the ROC curve (pAUC) with…

Methodology · Statistics 2017-06-22 Hanfang Yang , Kun Lu , Xiang Lyu , Feifang Hu

Instrumental variables are commonly used to estimate effects of a treatment afflicted by unmeasured confounding, and in practice instruments are often continuous (e.g., measures of distance, or treatment preference). However, available…

Methodology · Statistics 2018-07-05 Edward H. Kennedy , Scott A. Lorch , Dylan S. Small

This paper deals with robust marginal estimation under a general regression model when missing data occur in the response and also in some of covariates. The target is a marginal location parameter which is given through an $M-$functional.…

The receiver operating characteristic (ROC) curve, the positive predictive value (PPV) curve and the negative predictive value (NPV) curve are three measures of performance for a continuous diagnostic biomarker. The ROC, PPV and NPV curves…

Statistics Theory · Mathematics 2012-03-15 Joseph S. Koopmeiners , Ziding Feng

Cellwise outliers are likely to occur together with casewise outliers in modern data sets with relatively large dimension. Recent work has shown that traditional robust regression methods may fail for data sets in this paradigm. The…

Statistics Theory · Mathematics 2016-12-28 Andy Leung , Hongyang Zhang , Ruben H. Zamar

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

ROC analyses are considered under a variety of assumptions concerning the distributions of a measurement $X$ in two populations. These include the binormal model as well as nonparametric models where little is assumed about the form of…

Applications · Statistics 2021-03-02 Luai Al Labadi , Michael Evans , Qiaoyu Liang

Medical studies that depend on electronic health records (EHR) data are often subject to measurement error, as the data are not collected to support research questions under study. These data errors, if not accounted for in study analyses,…

Methodology · Statistics 2020-03-10 Eric J. Oh , Bryan E. Shepherd , Thomas Lumley , Pamela A. Shaw

We consider a longitudinal data structure consisting of baseline covariates, time-varying treatment variables, intermediate time-dependent covariates, and a possibly time dependent outcome. Previous studies have shown that estimating the…

Statistics Theory · Mathematics 2018-10-09 Linh Tran , Maya Petersen , Joshua Schwab , Mark J van der Laan

Among semiparametric regression models, partially linear additive models provide a useful tool to include additive nonparametric components as well as a parametric component, when explaining the relationship between the response and a set…

Methodology · Statistics 2024-02-01 Graciela Boente , Alejandra Martínez

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

Two different approaches to analysis of data from diagnostic biomarker studies are commonly employed. Logistic regression is used to fit models for probability of disease given marker values, while ROC curves and risk distributions are used…

Applications · Statistics 2013-12-02 Ying Huang , Margaret S. Pepe , Ziding Feng

Prior to clinical applications, it is critical that risk prediction models are evaluated in independent studies that did not contribute to model development. While prospective cohort studies provide a natural setting for model validation,…

Methodology · Statistics 2017-10-13 Parichoy Pal Choudhury , Anil K. Chaturvedi , Nilanjan Chatterjee

Receiver Operating Characteristic (ROC) curves are plots of true positive rate versus false positive rate which are used to evaluate binary classification algorithms. Because the Area Under the Curve (AUC) is a constant function of the…

Machine Learning · Computer Science 2023-02-23 Kyle R. Rust , Toby D. Hocking