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The Brier score is a widely used metric evaluating overall performance of probabilistic predictions for binary outcomes in clinical research. However, its interpretation can be complex, as it does not align with commonly taught concepts in…

应用统计 · 统计学 2025-07-08 Linard Hoessly

Machine learning-supported decisions, such as ordering diagnostic tests or determining preventive custody, often require converting probabilistic forecasts into binary classifications. We adopt a consequentialist perspective from decision…

机器学习 · 计算机科学 2026-03-11 Gerardo Flores , Abigail Schiff , Alyssa H. Smith , Julia A Fukuyama , Ashia C. Wilson

The Brier Score is a widely-used criterion to assess the quality of probabilistic predictions of binary events. The expectation value of the Brier Score can be decomposed into the sum of three components called reliability, resolution, and…

统计方法学 · 统计学 2014-01-03 Stefan Siegert

Predicting risks of chronic diseases has become increasingly important in clinical practice. When a prediction model is developed in a given source cohort, there is often a great interest to apply the model to other cohorts. However, due to…

统计方法学 · 统计学 2020-03-05 Zheng Jiayin , Zheng Yingye , Hsu Li

Interest in targeted disease prevention has stimulated development of models that assign risks to individuals, using their personal covariates. We need to evaluate these models, and to quantify the gains achieved by expanding a model with…

统计方法学 · 统计学 2009-06-16 Alice S. Whittemore

Propensity score weighting approaches have been widely implemented in clinical research to estimate the effects of a treatment or exposure while mitigating the risk of confounding in the absence of random assignment. In practice, when…

统计方法学 · 统计学 2026-04-17 Emma K. Mackay , Amol A. Verma , Fahad Razak , Surain B. Roberts

Propensity score weighting is a common method for estimating treatment effects with survey data. The method is applied to minimize confounding using measured covariates that are often different between individuals in treatment and control.…

统计方法学 · 统计学 2026-02-06 Yukang Zeng , Fan Li , Guangyu Tong

Propensity scores are commonly used to estimate treatment effects from observational data. We argue that the probabilistic output of a learned propensity score model should be calibrated -- i.e., a predictive treatment probability of 90%…

统计方法学 · 统计学 2024-06-06 Shachi Deshpande , Volodymyr Kuleshov

Survival outcomes are common in comparative effectiveness studies and require unique handling because they are usually incompletely observed due to right-censoring. A ``once for all'' approach for causal inference with survival outcomes…

统计方法学 · 统计学 2021-12-21 Shuxi Zeng , Fan Li , Liangyuan Hu , Fan Li

Propensity score plays a central role in causal inference, but its use is not limited to causal comparisons. As a covariate balancing tool, propensity score can be used for controlled descriptive comparisons between groups whose memberships…

统计方法学 · 统计学 2022-09-09 Fan Li , Fan Li

Propensity scores are commonly used to reduce the confounding bias in non-randomized observational studies for estimating the average treatment effect. An important assumption underlying this approach is that all confounders that are…

统计方法学 · 统计学 2022-08-02 Youfei Yu , Jiacong Du , Min Zhang , Zhenke Wu , Andrew M. Ryan , Bhramar Mukherjee

Clinical prognostic models help inform decision-making by estimating a patient's risk of experiencing an outcome in the future. The net benefit is increasingly being used to assess the clinical utility of models. By calculating an…

In the face of uncertainty, the need for probabilistic assessments has long been recognized in the literature on forecasting. In classification, however, comparative evaluation of classifiers often focuses on predictions specifying a single…

统计方法学 · 统计学 2023-05-31 Johannes Resin

Propensity score weighting is a tool for causal inference to adjust for measured confounders in observational studies. In practice, data often present complex structures, such as clustering, which make propensity score modeling and…

统计方法学 · 统计学 2017-03-20 Shu Yang

Propensity scores are often used for stratification of treatment and control groups of subjects in observational data to remove confounding bias when estimating of causal effect of the treatment on an outcome in so-called potential outcome…

统计理论 · 数学 2018-04-24 Priyantha Wijayatunga

Dynamic event prediction, using joint modeling of survival time and longitudinal variables, is extremely useful in personalized medicine. However, the estimation of joint models including many longitudinal markers is still a computational…

统计方法学 · 统计学 2024-12-13 Reza Hashemi , Taban Baghfalaki , Viviane Philipps , Helene Jacqmin-Gadda

Multi-criteria decision analysis (MCDA) is a quantitative approach to the drug benefit-risk assessment (BRA) which allows for consistent comparisons by summarising all benefits and risks in a single score. The MCDA consists of several…

统计方法学 · 统计学 2021-07-27 Tom Menzies , Gaelle Saint-Hilary , Pavel Mozgunov

The Brier score is commonly used for evaluating probability predictions. In survival analysis, with right-censored observations of the event times, this score can be weighted by the inverse probability of censoring (IPCW) to retain its…

机器学习 · 统计学 2019-12-19 Håvard Kvamme , Ørnulf Borgan

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,…

统计方法学 · 统计学 2017-10-13 Parichoy Pal Choudhury , Anil K. Chaturvedi , Nilanjan Chatterjee

Classification models typically predict a score and use a decision threshold to produce a classification. Appropriate model evaluation should carefully consider the context in which a model will be used, including the relative value of…

机器学习 · 计算机科学 2025-09-30 Louise AC Millard , Peter A Flach
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