Related papers: Statistical inference for the two-sample problem u…
We propose efficient nonparametric statistics to compare medical imaging modalities in multi-reader multi-test data and to compare markers in longitudinal ROC data. The proposed methods are based on the weighted area under the ROC curve…
Bivariate ordered logistic models (BOLMs) are appealing to jointly model the marginal distribution of two ordered responses and their association, given a set of covariates. When the number of categories of the responses increases, the…
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…
The r largest order statistics approach is widely used in extreme value analysis because it may use more information from the data than just the block maxima. In practice, the choice of r is critical. If r is too large, bias can occur; if…
We consider the hypothesis testing problem of detecting a shift between the means of two multivariate normal distributions in the high-dimensional setting, allowing for the data dimension p to exceed the sample size n. Specifically, we…
Free-response observer performance studies are of great importance for accuracy evaluation and comparison in tasks related to the detection and localization of multiple targets or signals. The free-response receiver operating characteristic…
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,…
Causal inference is crucial for understanding the true impact of interventions, policies, or actions, enabling informed decision-making and providing insights into the underlying mechanisms that shape our world. In this paper, we establish…
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…
The area under the ROC curve is widely used as a measure of performance of classification rules. However, it has recently been shown that the measure is fundamentally incoherent, in the sense that it treats the relative severities of…
Feature selection aims to select the smallest subset of features for a specified level of performance. The optimal achievable classification performance on a feature subset is summarized by its Receiver Operating Curve (ROC). When infinite…
Case-control sampling is a commonly used retrospective sampling design to alleviate imbalanced structure of binary data. When fitting the logistic regression model with case-control data, although the slope parameter of the model can be…
The doctrinal paradox is analysed from a probabilistic point of view assuming a simple parametric model for the committee's behaviour. The well known issue-by-issue and case-by-case majority rules are compared in this model, by means of the…
This paper extends my research applying statistical decision theory to treatment choice with sample data, using maximum regret to evaluate the performance of treatment rules. The specific new contribution is to study as-if optimization…
Inference based on the penalized density ratio model is proposed and studied. The model under consideration is specified by assuming that the log--likelihood function of two unknown densities is of some parametric form. The model has been…
When some treatments are ordered according to the categories of an ordinal categorical variable (e.g., extent of side effects) in a monotone order, one might be interested in knowing wether the treatments are equally effective or not. One…
Receiver operating characteristic (ROC) curves are widely used as a measure of accuracy of diagnostic tests and can be summarized using the area under the ROC curve (AUC). Often, it is useful to construct a confidence intervals for the AUC,…
Positive and unlabelled learning is an important problem which arises naturally in many applications. The significant limitation of almost all existing methods lies in assuming that the propensity score function is constant (SCAR…
Comparisons of different treatments or production processes are the goals of a significant fraction of applied research. Unsurprisingly, two-sample problems play a main role in Statistics through natural questions such as `Is the the new…
Labeling patients in electronic health records with respect to their statuses of having a disease or condition, i.e. case or control statuses, has increasingly relied on prediction models using high-dimensional variables derived from…