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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)…

人工智能 · 计算机科学 2011-08-01 José Hernández-Orallo , Peter Flach , Cèsar Ferri

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…

统计方法学 · 统计学 2011-05-10 Zhanfeng Wang , Yuan-chin Ivan Chang

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…

应用统计 · 统计学 2018-03-20 Rui Zhu , Subhashis Ghosal

This paper introduces a unified framework for the detection of a source with a sensor array in the context where the noise variance and the channel between the source and the sensors are unknown at the receiver. The Generalized Maximum…

概率论 · 数学 2010-06-16 Pascal Bianchi , Merouane Debbah , Mylène Maïda , Jamal Najim

In this paper, we propose a computationally efficient approach -- space(Sparse PArtial Correlation Estimation)-- for selecting non-zero partial correlations under the high-dimension-low-sample-size setting. This method assumes the overall…

统计方法学 · 统计学 2008-12-01 Jie Peng , Pei Wang , Nengfeng Zhou , Ji Zhu

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…

统计方法学 · 统计学 2025-09-09 Kendrick Li , Mithun Kumar Acharjee

Many typical applications of object detection operate within a prescribed false-positive range. In this situation the performance of a detector should be assessed on the basis of the area under the ROC curve over that range, rather than…

计算机视觉与模式识别 · 计算机科学 2013-10-04 Sakrapee Paisitkriangkrai , Chunhua Shen , Anton van den Hengel

Receiver Operating Characteristic (ROC) curves are useful for evaluation in binary classification and changepoint detection, but difficult to use for learning since the Area Under the Curve (AUC) is piecewise constant (gradient zero almost…

机器学习 · 计算机科学 2024-10-14 Jadon Fowler , Toby Dylan Hocking

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…

统计理论 · 数学 2020-12-16 Catherine Medlock , Alan Oppenheim

The problem of simultaneously testing the marginal distributions of sequentially monitored, independent data streams is considered. The decisions for the various testing problems can be made at different times, using data from all streams,…

统计方法学 · 统计学 2023-04-21 Yiming Xing , Georgios Fellouris

The area under the ROC curve (AUC) is one of the most widely used performance measures for classification models in machine learning. However, it summarizes the true positive rates (TPRs) over all false positive rates (FPRs) in the ROC…

机器学习 · 计算机科学 2022-10-28 Yao Yao , Qihang Lin , Tianbao Yang

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…

统计方法学 · 统计学 2024-05-22 Zheshi Zheng , Bo Yang , Peter Song

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…

统计方法学 · 统计学 2021-10-19 Mohsen Sadatsafavi , Paramita Saha-Chaudhuri , John Petkau

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…

统计方法学 · 统计学 2025-11-20 Jiajun Liu , Guangcai Mao , Xiaofei Wang

In confirmatory clinical trials with small sample sizes, hypothesis tests based on asymptotic distributions are often not valid and exact non-parametric procedures are applied instead. However, the latter are based on discrete test…

统计方法学 · 统计学 2018-02-22 Robin Ristl , Dong Xi , Ekkehard Glimm , Martin Posch

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…

机器学习 · 计算机科学 2023-12-29 Michael Roberts , Alon Hazan , Sören Dittmer , James H. F. Rudd , Carola-Bibiane Schönlieb

We discuss two novel approaches to the classical two-sample problem. Our starting point are properly standardized and combined, very popular in several areas of statistics and data analysis, ordinal dominance and receiver characteristic…

统计方法学 · 统计学 2024-01-26 Teresa Ledwina , Adam Zagdański

Area under the receiver operating characteristics curve (AUC) is an important metric for a wide range of signal processing and machine learning problems, and scalable methods for optimizing AUC have recently been proposed. However, handling…

机器学习 · 计算机科学 2018-06-01 San Gultekin , Avishek Saha , Adwait Ratnaparkhi , John Paisley

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,…

统计方法学 · 统计学 2026-01-08 Fangyong Zheng , Pengfei Li , Tao Yu

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…

信息论 · 计算机科学 2025-06-10 Bruce Hajek , Xiaohan Kang