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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…
We present Fast Random projection-based One-Class Classification (FROCC), an extremely efficient method for one-class classification. Our method is based on a simple idea of transforming the training data by projecting it onto a set of…
Optimal performance is critical for decision-making tasks from medicine to autonomous driving, however common performance measures may be too general or too specific. For binary classifiers, diagnostic tests or prognosis at a timepoint,…
Advancement in sequencing technology enables the study of association between complex disorders and rare variants with low minor allele frequencies. One of the major challenges in rare variant testing is lack of statistical power of…
The area under the curve (AUC) of the receiver operating characteristics curve (ROC) evaluates the separation between patients and nonpatients or discrimination. For risk prediction models these risk distributions can be derived from the…
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…
Time-dependent Receiver Operating Characteristics (ROC) analysis is a standard method to evaluate the discriminative performance of biomarkers or risk scores for time-to-event outcomes. Extensions of this useful method to left-truncated…
The receiver operating characteristic (ROC) curve is an important graphic tool for evaluating a test in a wide range of disciplines. While useful, an ROC curve can cross the chance line, either by having an S-shape or a hook at the extreme…
In meta-analysis of diagnostic test accuracy, summary receiver operating characteristic (SROC) is a recommended method to summarize the discriminant capacity of a diagnostic test in the presence of study-specific cutoff values and the area…
Diagnostic tests are of critical importance in health care and medical research. Motivated by the impact that atypical and outlying test outcomes might have on the assessment of the discriminatory ability of a diagnostic test, we develop a…
The receiver operating characteristic (ROC) curve is a very useful tool for analyzing the diagnostic/classification power of instruments/classification schemes as long as a binary-scale gold standard is available. When the gold standard is…
The Receiver Operating Characteristic (ROC) curve is a useful tool that measures the discriminating power of a continuous variable or the accuracy of a pharmaceutical or medical test to distinguish between two conditions or classes. In…
Reliable uncertainty quantification is essential for deploying machine learning systems in high-stakes domains. Conformal prediction provides distribution-free coverage guarantees but often produces overly large prediction sets, limiting…
Accurate diagnosis of disease is of fundamental importance in clinical practice and medical research. Before a medical diagnostic test is routinely used in practice, its ability to distinguish between diseased and nondiseased states must be…
We intend to create a new risk assessment methodology that combines the best characteristics of both risk score and machine learning models. More specifically, we aim to develop a method that, besides having a good performance, offers a…
Solving chance-constrained optimal control problems for systems subject to non-stationary uncertainties is a significant challenge.Conventional robust model predictive control (MPC) often yields excessive conservatism by relying on static…
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,…
Background and objective Risk prediction models aim at identifying people at higher risk of developing a target disease. Feature selection is particularly important to improve the prediction model performance avoiding overfitting and to…
Conformal risk control (CRC) is a recently proposed technique that applies post-hoc to a conventional point predictor to provide calibration guarantees. Generalizing conformal prediction (CP), with CRC, calibration is ensured for a set…
The area under the ROC curve (AUC) is the standard measure of a biomarker's discriminatory accuracy; however, naive AUC estimates can be misleading when validation cohorts differ from the intended target population. Such covariate shifts…