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The Receiver Operating Characteristic (ROC) surface is a generalization of ROC curve and is widely used for assessment of the accuracy of diagnostic tests on three categories. A complication called the verification bias, meaning that not…
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…
In conditional copula models, the copula parameter is deterministically linked to a covariate via the calibration function. The latter is of central interest for inference and is usually estimated nonparametrically. However, when a…
Identifying how dependence relationships vary across different conditions plays a significant role in many scientific investigations. For example, it is important for the comparison of biological systems to see if relationships between…
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…
This article studies the problem whether two convex (concave) regression functions modelling the relation between a response and covariate in two samples differ by a shift in the horizontal and/or vertical axis. We consider a nonparametric…
The Kendall plot ($\K$-plot) is a plot measuring dependence between the components of a bivariate random variable. The $\K$-plot graphs the Kendall distribution function against the distribution function of $VU$, where $V$ and $U$ are…
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…
Many inference techniques for multivariate data analysis assume that the rows of the data matrix are realizations of independent and identically distributed random vectors. Such an assumption will be met, for example, if the rows of the…
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…
In this paper we focus on comparative diagnostic trials which are frequently employed to compare two markers with continuous or ordinal results. We derive explicit expressions for the optimal sampling ratio based on a common variance…
The classical concept of inequality curves and measures is extended to conditional inequality curves and measures and a curve of conditional inequality measures is introduced. This extension provides a more nuanced analysis of inequality in…
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…
This paper focuses on the problem of testing the null hypothesis that the regression functions of several populations are equal under a general nonparametric homoscedastic regression model. It is well known that linear kernel regression…
This paper considers multiple regression procedures for analyzing the relationship between a response variable and a vector of covariates in a nonparametric setting where both tuning parameters and the number of covariates need to be…
We present a general nonparametric approach for testing whether a statistical parameter defined through conditional distributions is constant across the conditioning variables. Such hypotheses arise naturally in problems such as assessing…
ROC curves and cost curves are two popular ways of visualising classifier performance, finding appropriate thresholds according to the operating condition, and deriving useful aggregated measures such as the area under the ROC curve (AUC)…
Multi-objective probabilistic model checking provides a way to verify several, possibly conflicting, quantitative properties of a stochastic system. It has useful applications in controller synthesis and compositional probabilistic…
This paper proposes a task-driven computational framework for assessing diffusion MRI experimental designs which, rather than relying on parameter-estimation metrics, directly measures quantitative task performance. Traditional…
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…