• Title/Summary/Keyword: area under the curve (AUC)

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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.

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.

Bayesian hierarchical model for the estimation of proper receiver operating characteristic curves using stochastic ordering

  • Jang, Eun Jin;Kim, Dal Ho
    • Communications for Statistical Applications and Methods
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    • v.26 no.2
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    • pp.205-216
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    • 2019
  • Diagnostic tests in medical fields detect or diagnose a disease with results measured by continuous or discrete ordinal data. The performance of a diagnostic test is summarized using the receiver operating characteristic (ROC) curve and the area under the curve (AUC). The diagnostic test is considered clinically useful if the outcomes in actually-positive cases are higher than actually-negative cases and the ROC curve is concave. In this study, we apply the stochastic ordering method in a Bayesian hierarchical model to estimate the proper ROC curve and AUC when the diagnostic test results are measured in discrete ordinal data. We compare the conventional binormal model and binormal model under stochastic ordering. The simulation results and real data analysis for breast cancer indicate that the binormal model under stochastic ordering can be used to estimate the proper ROC curve with a small bias even though the sample sizes were small or the sample size of actually-negative cases varied from actually-positive cases. Therefore, it is appropriate to consider the binormal model under stochastic ordering in the presence of large differences for a sample size between actually-negative and actually-positive groups.

A Comparison of the Interval Estimations for the Difference in Paired Areas under the ROC Curves (대응표본에서 AUC차이에 대한 신뢰구간 추정에 관한 고찰)

  • Kim, Hee-Young
    • Communications for Statistical Applications and Methods
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    • v.17 no.2
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    • pp.275-292
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    • 2010
  • Receiver operating characteristic(ROC) curves can be used to assess the accuracy of tests measured on ordinal or continuous scales. The most commonly used measure for the overall diagnostic accuracy of diagnostic tests is the area under the ROC curve(AUC). When two ROC curves are constructed based on two tests performed on the same individuals, statistical analysis on differences between AUCs must take into account the correlated nature of the data. This article focuses on confidence interval estimation of the difference between paired AUCs. We compare nonparametric, maximum likelihood, bootstrap and generalized pivotal quantity methods, and conduct a monte carlo simulation to investigate the probability coverage and expected length of the four methods.

Optimization of Classifier Performance at Local Operating Range: A Case Study in Fraud Detection

  • Park Lae-Jeong;Moon Jung-Ho
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.5 no.3
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    • pp.263-267
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    • 2005
  • Building classifiers for financial real-world classification problems is often plagued by severely overlapping and highly skewed class distribution. New performance measures such as receiver operating characteristic (ROC) curve and area under ROC curve (AUC) have been recently introduced in evaluating and building classifiers for those kind of problems. They are, however, in-effective to evaluation of classifier's discrimination performance in a particular class of the classification problems that interests lie in only a local operating range of the classifier, In this paper, a new method is proposed that enables us to directly improve classifier's discrimination performance at a desired local operating range by defining and optimizing a partial area under ROC curve or domain-specific curve, which is difficult to achieve with conventional classification accuracy based learning methods. The effectiveness of the proposed approach is demonstrated in terms of fraud detection capability in a real-world fraud detection problem compared with the MSE-based approach.

Learning Behavior Analysis of Bayesian Algorithm Under Class Imbalance Problems (클래스 불균형 문제에서 베이지안 알고리즘의 학습 행위 분석)

  • Hwang, Doo-Sung
    • Journal of the Institute of Electronics Engineers of Korea CI
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    • v.45 no.6
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    • pp.179-186
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    • 2008
  • In this paper we analyse the effects of Bayesian algorithm in teaming class imbalance problems and compare the performance evaluation methods. The teaming performance of the Bayesian algorithm is evaluated over the class imbalance problems generated by priori data distribution, imbalance data rate and discrimination complexity. The experimental results are calculated by the AUC(Area Under the Curve) values of both ROC(Receiver Operator Characteristic) and PR(Precision-Recall) evaluation measures and compared according to imbalance data rate and discrimination complexity. In comparison and analysis, the Bayesian algorithm suffers from the imbalance rate, as the same result in the reported researches, and the data overlapping caused by discrimination complexity is the another factor that hampers the learning performance. As the discrimination complexity and class imbalance rate of the problems increase, the learning performance of the AUC of a PR measure is much more variant than that of the AUC of a ROC measure. But the performances of both measures are similar with the low discrimination complexity and class imbalance rate of the problems. The experimental results show 4hat the AUC of a PR measure is more proper in evaluating the learning of class imbalance problem and furthermore gets the benefit in designing the optimal learning model considering a misclassification cost.

Effects of Cyclosporine on Glucose Tolerance and Insulin Sensitivity in Sprague-Dawley Rats (Sprague-Dawley계 정상흰쥐에서 포도당 내성과 인슐린 감수성에 대한 Cyclosporine의 영향)

  • 강주섭;고현철;이창호;신인철;김동선;양석철;전용철
    • Biomolecules & Therapeutics
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    • v.7 no.4
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    • pp.342-346
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    • 1999
  • This study was performed to investigate the effect of cyclosporine (CsA) on glucose tolerance and peripheral insulin sensitivity in normal Sprague-Dawley rats. After daily treament of CsA (10 mg/kg, i.p.) for two weeks, glucose tolerance tests were carried out by the treatment of glucose (Glu, 2 g/kg, i.p.) alone or in conjunction with exogenous insulin (Ins; human regular insulin, 5 U/kg, s.c.) and measured the decrement of area under the time-plasma glucose concentration curve ($AUC_{o\longrightarrow120}$; g.min/ml) by the trapezoidal rule. The rats were divided into three groups (Glu- (Control), Ins+Glu- and CsA+Ins+Glu-, n=7 in each group). The $AUC_{o\longrightarrow120}$ of the CsA+Ins+Glu-group was significantly (p<0.01) lower than that of Glu-group (61.0% of control) and significantly (p<0.05) higher than that of Ins+Glu-group (197.4% of Ins+Glu-). The CsA+Ins+Glu- grou showed higher levels of maximal blood glucose concentration and higher $AUC_{o\longrightarrow120}$ than those of Ins+Glu-group in normal rats. Besides direct pancreatic toxicity of CsA previously reported (Hahn et al., 1972), these results suggest that CsA also make the possibility to induce peripheral insulin insensitivity and glucose intolerance in normal rats.

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The Unified Framework for AUC Maximizer

  • Jun, Jong-Jun;Kim, Yong-Dai;Han, Sang-Tae;Kang, Hyun-Cheol;Choi, Ho-Sik
    • Communications for Statistical Applications and Methods
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    • v.16 no.6
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    • pp.1005-1012
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    • 2009
  • The area under the curve(AUC) is commonly used as a measure of the receiver operating characteristic(ROC) curve which displays the performance of a set of binary classifiers for all feasible ratios of the costs associated with true positive rate(TPR) and false positive rate(FPR). In the bipartite ranking problem where one has to compare two different observations and decide which one is "better", the AUC measures the quantity that ranking score of a randomly chosen sample in one class is larger than that of a randomly chosen sample in the other class and hence, the function which maximizes an AUC of bipartite ranking problem is different to the function which maximizes (minimizes) accuracy (misclassification error rate) of binary classification problem. In this paper, we develop a way to construct the unified framework for AUC maximizer including support vector machines based on maximizing large margin and logistic regression based on estimating posterior probability. Moreover, we develop an efficient algorithm for the proposed unified framework. Numerical results show that the propose unified framework can treat various methodologies successfully.

The Correlations of Parameters Using Contrast Enhanced Ultrasonography in the Evaluation of Prostate Cancer Angiogenesis (전립선암쥐모형의 신생혈관생성의 평가를 위해 시행된 역동적 조영 증강 초음파에서 얻은 변수간의 상관성연구)

  • Hwang, Sung Il;Lee, Hak Jong;Kim, Kil Joong;Chung, Jin-haeng;Jung, Hyun Sook;Jeon, Jong June
    • Ultrasonography
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    • v.32 no.2
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    • pp.132-142
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    • 2013
  • Purpose: The purpose of this study is to investigate the correlations of various kinetic parameters derived from the time intensity curve in a xenograft mouse model injected with a prostate cancer model (PC-3 and LNCaP) using an ultrasound contrast agent with histopathologic parameters. Materials and Methods: Twenty nude mice were injected with human prostate cancer cells (15 PC-3 and five LNCaP) on their hind limbs. A bolus of $500{\mu}L$ ($1{\times}10^8$ microbubbles) of second-generation US contrast agent (SonoVue) was injected into the retroorbital vein. The region of interest was drawn over the entire tumor. The time intensity curve was acquired and then fitted to a gamma variate function. The maximal intensity (A), time to peak (Tp), maximal wash-in rate (washin), washout rate (washout), area under the curve up to 50 sec ($AUC_{50}$), area under the ascending slope ($AUC_{in}$), and area under the descending slope ($AUC_{out}$) were derived from the parameters of the gamma variate fit. Immunohistochemical staining for VEGF and CD31 was performed. Tumor volume, the area percentage of VEGF stained in a field, and the count of CD31 (microvessel density, MVD) positive vessels showed correlation with the parameters from the time intensity curve. Results: No significant differences were observed between the kinetic and histopathological parameters from each group. MVD showed positive correlation with A (r=0.625, p=0.003), washin (r=0.462, p=0.040), $AUC_{50}$ (r=0.604, p=0.005), and $AUC_{out}$ (r=0.587, p=0.007). Positive correlations were also observed between tumor volume and $AUC_{50}$ (r=0.481, p=0.032), washin (r=0.662, p=0.001), and $AUC_{out}$ (r=0.547, p=0.012). Washout showed negative correlations with MVD (r=-0.454, p=0.044) and tumor volume (r=-0.464, p=0.039). The area percentage of VEGF did not show any correlation with calculated data from the curve. Conclusion: MVD showed correlations with several of the kinetic parameters. CEUS has the potential for prediction of tumor vascularity in a prostate cancer animal model.