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The performance of risk prediction models is often characterized in terms of discrimination and calibration. The Receiver Operating Characteristic (ROC) curve is widely used for evaluating model discrimination. When evaluating the…

Methodology · Statistics 2021-10-19 Mohsen Sadatsafavi , Paramita Saha-Chaudhuri , John Petkau

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

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

We have carried out a pilot study on a standard collection of electrocardiograms from patients who suffer from congestive heart failure, and subjects without cardiac pathology, using receiver-operating-characteristic (ROC) analysis. The…

chao-dyn · Physics 2007-05-23 Stefan Thurner , Markus C. Feurstein , Malvin C. Teich

In this review, we present an overview of the main aspects related to the statistical evaluation of medical tests for diagnosis and prognosis. Measures of diagnostic performance for binary tests, such as sensitivity, specificity, and…

Methodology · Statistics 2020-07-16 Vanda Inacio , Maria Xose Rodriguez-Alvarez , Pilar Gayoso-Diz

We provide a comprehensive theory of conducting in-sample statistical inference about receiver operating characteristic (ROC) curves that are based on predicted values from a first stage model with estimated parameters (such as a logit…

Econometrics · Economics 2021-12-06 Yu-Chin Hsu , Robert P. Lieli

The volume under the receiver operating characteristic surface (VUS) is useful for measuring the overall accuracy of a diagnostic test when the possible disease status belongs to one of three ordered categories. In medical studies, the VUS…

Methodology · Statistics 2018-07-03 Khanh To Duc , Monica Chiogna , Gianfranco Adimari

In analysis of binary outcomes, the receiver operator characteristic (ROC) curve is heavily used to show the performance of a model or algorithm. The ROC curve is informative about the performance over a series of thresholds and can be…

Computation · Statistics 2020-08-10 John Muschelli

Verification bias is a well-known problem that may occur in the evaluation of predictive ability of diagnostic tests. When a binary disease status is considered, various solutions can be found in the literature to correct inference based on…

Methodology · Statistics 2023-04-10 Khanh To Duc , Monica Chiogna , Gianfranco Adimari

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

The area under the receiver operating characteristic curve (AUC) serves as a summary of a binary classifier's performance. Methods for estimating the AUC have been developed under a binormality assumption which restricts the distribution of…

Methodology · Statistics 2020-07-28 Zhe Wang , Ryan Martin

The optimal receiver operating characteristic (ROC) curve, giving the maximum probability of detection as a function of the probability of false alarm, is a key information-theoretic indicator of the difficulty of a binary hypothesis…

Information Theory · Computer Science 2025-06-10 Bruce Hajek , Xiaohan Kang

Cognitive Social Structure (CSS) network studies collect relational data on respondents' direct ties and their perception of ties among all other individuals in the network. When reporting their perception networks, respondents commit two…

Computation · Statistics 2016-06-13 Deniz Yenigun , Gunes Ertan , Michael Siciliano

Accurate quantification of model uncertainty has long been recognized as a fundamental requirement for trusted AI. In regression tasks, uncertainty is typically quantified using prediction intervals calibrated to an ad-hoc operating point,…

Machine Learning · Computer Science 2023-10-06 Jiri Navratil , Benjamin Elder , Matthew Arnold , Soumya Ghosh , Prasanna Sattigeri

The Receiver Operating Characteristic (ROC) is a well-established representation of the tradeoff between detection and false alarm probabilities in binary hypothesis testing. In many practical contexts ROC's are generated by thresholding a…

Statistics Theory · Mathematics 2020-12-16 Catherine Medlock , Alan Oppenheim

Several efforts have been done to bring ROC analysis beyond (binary) classification, especially in regression. However, the mapping and possibilities of these proposals do not correspond to what we expect from the analysis of operating…

Statistics Theory · Mathematics 2013-10-17 Jose Hernandez-Orallo

The area under the curve (AUC) of summary receiver operating characteristic (SROC) curve is a primary statistical outcome for meta-analysis of diagnostic test accuracy studies (DTA). However, its confidence interval has not been reported in…

Applications · Statistics 2022-08-02 Hisashi Noma , Yuki Matsushima , Ryota Ishii

Receiver Operating Characteristic (ROC) curves are plots of true positive rate versus false positive rate which are useful for evaluating binary classification models, but difficult to use for learning since the Area Under the Curve (AUC)…

Machine Learning · Statistics 2021-07-06 Jonathan Hillman , Toby Dylan Hocking

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…

Machine Learning · Computer Science 2022-05-25 Arya Tafvizi , Besim Avci , Mukund Sundararajan

Missing data often result in undesirable bias and loss of efficiency. These issues become substantial when the response mechanism is nonignorable, meaning that the response model depends on unobserved variables. To manage nonignorable…

Methodology · Statistics 2024-12-30 Kenji Beppu , Jinung Choi , Kosuke Morikawa , Jongho Im