• Title/Summary/Keyword: ROC Curve

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ROC Curve for Multivariate Random Variables

  • Hong, Chong Sun
    • Communications for Statistical Applications and Methods
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    • v.20 no.3
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    • pp.169-174
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    • 2013
  • The ROC curve is drawn with two conditional cumulative distribution functions (or survival functions) of the univariate random variable. In this work, we consider joint cumulative distribution functions of k random variables, and suggest a ROC curve for multivariate random variables. With regard to the values on the line, which passes through two mean vectors of dichotomous states, a joint cumulative distribution function can be regarded as a function of the univariate variable. After this function is modified to satisfy the properties of the cumulative distribution function, a ROC curve might be derived; moreover, some illustrative examples are demonstrated.

Review for time-dependent ROC analysis under diverse survival models (생존 분석 자료에서 적용되는 시간 가변 ROC 분석에 대한 리뷰)

  • Kim, Yang-Jin
    • The Korean Journal of Applied Statistics
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    • v.35 no.1
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    • pp.35-47
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    • 2022
  • The receiver operating characteristic (ROC) curve was developed to quantify the classification ability of marker values (covariates) on the response variable and has been extended to survival data with diverse missing data structure. When survival data is understood as binary data (status of being alive or dead) at each time point, the ROC curve expressed at every time point results in time-dependent ROC curve and time-dependent area under curve (AUC). In particular, a follow-up study brings the change of cohort and incomplete data structures such as censoring and competing risk. In this paper, we review time-dependent ROC estimators under several contexts and perform simulation to check the performance of each estimators. We analyzed a dementia dataset to compare the prognostic power of markers.

NONPARAMETRIC MAXIMUM LIKELIHOOD ESTIMATION OF A CONCAVE RECEIVER OPERATING CHARACTERISTIC CURVE VIA GEOMETRIC PROGRAMMING

  • Lee, Kyeong-Eun;Lim, Johan
    • Bulletin of the Korean Mathematical Society
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    • v.48 no.3
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    • pp.523-537
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    • 2011
  • A receiver operating characteristic (ROC) curve plots the true positive rate of a classier against its false positive rate, both of which are accuracy measures of the classier. The ROC curve has several interesting geometrical properties, including concavity which is a necessary condition for a classier to be optimal. In this paper, we study the nonparametric maximum likelihood estimator (NPMLE) of a concave ROC curve and its modification to reduce bias. We characterize the NPMLE as a solution to a geometric programming, a special type of a mathematical optimization problem. We find that the NPMLE is close to the convex hull of the empirical ROC curve and, thus, has smaller variance but positive bias at a given false positive rate. To reduce the bias, we propose a modification of the NPMLE which minimizes the $L_1$ distance from the empirical ROC curve. We numerically compare the finite sample performance of three estimators, the empirical ROC curve, the NMPLE, and the modified NPMLE. Finally, we apply the estimators to estimating the optimal ROC curve of the variance-threshold classier to segment a low depth of field image and to finding a diagnostic tool with multiple tests for detection of hemophilia A carrier.

Diagonstic Evaluation of X-Ray Imaging using Fuzzy Logic Systems (Fuzzy Logic Systems을 이용한 X-선 영상의 진단평가)

  • Lee, Yong-Gu
    • 전자공학회논문지 IE
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    • v.46 no.3
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    • pp.62-67
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    • 2009
  • In this paper, ROC curves were designed by using Fuzzy Logic Systems. ROC curve is used for diagnostic evaluation and the person evaluating ROC curve is chosen as a first-level diagnostician. For rating diagnostic capability on ROC curve through learning, the chest X-ray image is used. The images used for making a diagnosis are X-ray film being both noise and signal. The result over diagnostic capability difference between the male and the female represented a man had better than a woman but that difference can be ignored.

A Study on Sasang Constitutional Classification Methods based on ROC-curve using the personality score (성격점수를 이용한 ROC-curve 기반 사상체질 분류 방법에 대한 연구)

  • Kim, Ho-Seok;Jang, Eun-Su;Kim, Sang-Hyuk;Yoo, Jong-Hyang;Lee, Si-Woo
    • Korean Journal of Oriental Medicine
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    • v.17 no.2
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    • pp.107-113
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    • 2011
  • Objectives : Sasang typology is extensively studied for the Sasang constitution diagnosis objectification with various data, for example, questionaires, reference materials, etc and analyzed with the several statistical methods. In this study, we used ROC-curve (Receiver Operating Characteristic curve) analysis to diagnose Sasang constitution, which is a kind of epidemiologic research methods and is away from traditional statistical methods. Methods : We collected personality questionnaire which consists of 15 items, from 24 oriental medical clinics. We analyzed the sensitivity and specificity using ROC curve method based on the score of personality questionnaire and also investigated classification accuracy and cut-off value of Sasang constitution. Results : The AUC (area under the ROC curve) value was 0.508 (p=.5511) for Taeeumin, 0.629 (p<.0001) for Soeumin and 0.604(p<.0001) for Soyangin, respectively. so the classification accuracy for Soeumin was highest Soeumin for over 30 points and Soyangin for below 28 points respectively. Conclusions : We suggest that Taeeumin is not classified easily in the ROC-curve analysis. We may classify Soeumin and Soyangin but the accuracy of Sasang constitutional diagnosis is still low.

Application of Receiver Operating Characteristic (ROC) Curve for Evaluation of Diagnostic Test Performance (진단검사의 특성 평가를 위한 Receiver Operating Characteristic (ROC) 곡선의 활용)

  • Pak, Son-Il;Oh, Tae-Ho
    • Journal of Veterinary Clinics
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    • v.33 no.2
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    • pp.97-101
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    • 2016
  • In the field of clinical medicine, diagnostic accuracy studies refer to the degree of agreement between the index test and the reference standard for the discriminatory ability to identify a target disorder of interest in a patient. The receiver operating characteristic (ROC) curve offers a graphical display the trade-off between sensitivity and specificity at each cutoff for a diagnostic test and is useful in assigning the best cutoff for clinical use. In this end, the ROC curve analysis is a useful tool for estimating and comparing the accuracy of competing diagnostic tests. This paper reviews briefly the measures of diagnostic accuracy such as sensitivity, specificity, and area under the ROC curve (AUC) that is a summary measure for diagnostic accuracy across the spectrum of test results. In addition, the methods of creating an ROC curve in single diagnostic test with five-category discrete scale for disease classification from healthy individuals, meaningful interpretation of the AUC, and the applications of ROC methodology in clinical medicine to determine the optimal cutoff values have been discussed using a hypothetical example as an illustration.

Partial AUC using the sensitivity and specificity lines (민감도와 특이도 직선을 이용한 부분 AUC)

  • Hong, Chong Sun;Jang, Dong Hwan
    • The Korean Journal of Applied Statistics
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    • v.33 no.5
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    • pp.541-553
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    • 2020
  • The receiver operating characteristic (ROC) curve is expressed as both sensitivity and specificity; in addition, some optimal thresholds using the ROC curve are also represented with both sensitivity and specificity. In addition to the sensitivity and specificity, the expected usefulness function is considered as disease prevalence and usefulness. In particular, partial the area under the ROC curve (AUC) on a certain range should be compared when the AUCs of the crossing ROC curves have similar values. In this study, partial AUCs representing high sensitivity and specificity are proposed by using sensitivity and specificity lines, respectively. Assume various distribution functions with ROC curves that are crossing and AUCs that have the same value. We propose a method to improve the discriminant power of the classification models while comparing the partial AUCs obtained using sensitivity and specificity lines.

Estimating the AUC of the MROC curve in the presence of measurement errors

  • G, Siva;R, Vishnu Vardhan;Kamath, Asha
    • Communications for Statistical Applications and Methods
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    • v.29 no.5
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    • pp.533-545
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    • 2022
  • Collection of data on several variables, especially in the field of medicine, results in the problem of measurement errors. The presence of such measurement errors may influence the outcomes or estimates of the parameter in the model. In classification scenario, the presence of measurement errors will affect the intrinsic cum summary measures of Receiver Operating Characteristic (ROC) curve. In the context of ROC curve, only a few researchers have attempted to study the problem of measurement errors in estimating the area under their respective ROC curves in the framework of univariate setup. In this paper, we work on the estimation of area under the multivariate ROC curve in the presence of measurement errors. The proposed work is supported with a real dataset and simulation studies. Results show that the proposed bias-corrected estimator helps in correcting the AUC with minimum bias and minimum mean square error.

ACCURACY CURVES: AN ALTERNATIVE GRAPHICAL REPRESENTATION OF PROBABILITY DATA

  • Detrano Robert
    • 대한예방의학회:학술대회논문집
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    • 1994.02b
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    • pp.150-153
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    • 1994
  • Receiver operating characteristic (ROC) curves have been frequently used to compare probability models applied to medical problems. Though the curves are a measure of the discriminatory power of a model. they do not reflect the model's accuracy. A supplementary accuracy curve is derived which will be coincident with the ROC curve if the model is reliable. will be above the ROC curve if the model's probabilities are too high or below if they are too low. A clinical example of this new graphical presentation is given.

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Accuracy Evaluation of Critical Rainfall for Inundation Using ROC Method (ROC 기법을 이용한 침수유발 한계강우량 정확도 산정)

  • Chu, Kyung Su;Lee, Seok Ho;kang, Dong Ho;Kim, Byung Sik
    • Proceedings of the Korea Water Resources Association Conference
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    • 2019.05a
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    • pp.367-367
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    • 2019
  • 최근 기후변화로 인해 국지성 호우 및 태풍의 빈도가 빈발하고 및 규모가 커지고 있으며 그로 인한 홍수피해규모는 증가하고 있다. 본 논문에서는 도시 지역의 호우로 인한 침수유발 강우량을 산정하는 기법의 정확도를 산정하는데 목적이 있으며 이를 위해 ROC(Receiver Operation Characteristic Curve) 분석을 이용하였다. 본 논문에서는 분포형 홍수해석 모형인 S-RAT 모형과 2차원 침수해석 모형 FLO-2D을 커플링하여 호우로 인한 침수해석을 실시하였으며 강우시나리오는 설계 강우 200mm의 강우를 10% 간격으로 증가시켜 강우량 대비 침수심 자료를 모의하였다. 모의한 침수심 자료를 이용하여 유역 격자를 $1km{\times}1km$ 별 강우량-침수심 관계곡선식을 제시하였으며 개발된 곡선식을 이용하여 특정 침수심(20cm)을 유발시키는 강우량(한계강우량)을 산정하였다. 정확도 산정은 ROC(Receiver Operation Characteristic Curve) 분석 방법을 이용하여 침수 유무의 적중률에 따른 민감도와 특이도를 이용하여 AUC(Area Under the Curve)의 점수로 정확도를 판단하였다. 본 논문에서는 본 논문에서 제시한 한계강우량의 정확도를 판단하기 위하여 2011년 7월의 사당역 일대 침수사례를 이용하였다. 실제 침수정보가 없어 실제 호우사상과 실제 하수관망을 고려할 수 있는 SWMM 모형을 이용하여 침수분석을 실시하였다. 분석 결과 평균 ROC는 약 0.7로 나타났으며 5 단계의 구분에서 Fair 단계로 적정 수준의 정확도를 확보한 것으로 나타났다.

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