English
Related papers

Related papers: A robust approach for ROC curves with covariates

200 papers

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

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

We present a novel analytical framework to characterize the distribution of the conditional receiver operating characteristic (ROC) in radar systems operating within a realization of a Poisson field of interferers and clutters. While…

Information Theory · Computer Science 2025-05-28 Gourab Ghatak

In this paper, we consider the situation in which the observations follow an isotonic generalized partly linear model. Under this model, the mean of the responses is modelled, through a link function, linearly on some covariates and…

Statistics Theory · Mathematics 2018-11-30 Graciela Boente , Daniela Rodriguez , Pablo Vena

This paper presents an evaluation of edge detectors using receiver operating characteristic (ROC) analysis on the BIPED dataset. Our study examines the benefits and drawbacks of applying this technique in Matlab. We observed that while ROC…

Computer Vision and Pattern Recognition · Computer Science 2023-05-30 Kai Yi Ji

Nonparametric methods are widely applicable to statistical inference problems, since they rely on a few modeling assumptions. In this context, the fresh look advocated here permeates benefits from variable selection and compressive…

Machine Learning · Statistics 2015-03-19 Gonzalo Mateos , Georgios B. Giannakis

Accurate diagnosis of disease is of great importance in clinical practice and medical research. The receiver operating characteristic (ROC) surface is a popular tool for evaluating the discriminatory ability of continuous diagnostic test…

Methodology · Statistics 2018-05-22 Vanda Inacio de Carvalho , Miguel de Carvalho , Adam Branscum

Semiparametric discrete choice models are widely used in a variety of practical applications. While these models are point identified in the presence of continuous covariates, they can become partially identified when covariates are…

Econometrics · Economics 2024-05-29 Shakeeb Khan , Tatiana Komarova , Denis Nekipelov

Principal component regression (PCR) is a simple, but powerful and ubiquitously utilized method. Its effectiveness is well established when the covariates exhibit low-rank structure. However, its ability to handle settings with noisy,…

Machine Learning · Computer Science 2021-05-20 Anish Agarwal , Devavrat Shah , Dennis Shen , Dogyoon Song

The field of portfolio selection is an active research topic, which combines elements and methodologies from various fields, such as optimization, decision analysis, risk management, data science, forecasting, etc. The modeling and…

Portfolio Management · Quantitative Finance 2020-10-28 A. Georgantas

This work is devoted to the analysis of the performance of energy detection based spectrum sensing in the presence of enriched fading conditions which are distinct for the large number of multipath components and the lack of a dominant…

Information Theory · Computer Science 2016-12-30 Paschalis C. Sofotasios , Mulugeta K. Fikadu , Khuong Ho-Van , Mikko Valkama , George K. Karagiannidis

We investigate how to improve efficiency using regression adjustments with covariates in covariate-adaptive randomizations (CARs) with imperfect subject compliance. Our regression-adjusted estimators, which are based on the doubly robust…

Econometrics · Economics 2023-06-19 Liang Jiang , Oliver B. Linton , Haihan Tang , Yichong Zhang

Empirical regression discontinuity (RD) studies often include covariates in their specifications to increase the precision of their estimates. In this paper, we propose a novel class of estimators that use such covariate information more…

Econometrics · Economics 2025-04-28 Claudia Noack , Tomasz Olma , Christoph Rothe

Robust estimators for linear regression require non-convex objective functions to shield against adverse affects of outliers. This non-convexity brings challenges, particularly when combined with penalization in high-dimensional settings.…

Computation · Statistics 2025-08-08 David Kepplinger , Siqi Wei

Complementary features of randomized controlled trials (RCTs) and observational studies (OSs) can be used jointly to estimate the average treatment effect of a target population. We propose a calibration weighting estimator that enforces…

Methodology · Statistics 2022-02-16 Dasom Lee , Shu Yang , Lin Dong , Xiaofei Wang , Donglin Zeng , Jianwen Cai

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

Robustness in AI systems refers to their ability to maintain reliable and accurate performance under various conditions, including out-of-distribution (OOD) samples, adversarial attacks, and environmental changes. This is crucial in…

Artificial Intelligence · Computer Science 2025-10-15 Wissam Salhab , Darine Ameyed , Hamid Mcheick , Fehmi Jaafar

The predictiveness curve is a valuable tool for predictive evaluation, risk stratification, and threshold selection in a target population, given a single biomarker or a prediction model. In the presence of competing risks, regression…

Methodology · Statistics 2025-08-04 Wei Tao , Jing Ning , Wen Li , Wenyaw Chan , Xi Luo , Ruosha Li

The ROC curve and the corresponding AUC are popular tools for the evaluation of diagnostic tests. They have been recently extended to assess prognostic markers and predictive models. However, due to the many particularities of time-to-event…

Methodology · Statistics 2012-10-26 Paul Blanche , Aurélien Latouche , Vivian Viallon

A common problem in numerous research areas, particularly in clinical trials, is to test whether the effect of an explanatory variable on an outcome variable is equivalent across different groups. In practice, these tests are frequently…

Methodology · Statistics 2024-05-03 Niklas Hagemann , Kathrin Möllenhoff