2006
DOI: 10.1109/tpami.2006.218
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Assessing Classifiers from Two Independent Data Sets Using ROC Analysis: A Nonparametric Approach

Abstract: This paper considers binary classification. We assess a classifier in terms of the Area Under the ROC Curve (AUC). We estimate three important parameters, the conditional AUC (conditional on a particular training set) and the mean and variance of this AUC. We derive, as well, a closed form expression of the variance of the estimator of the AUC. This expression exhibits several components of variance that facilitate an understanding for the sources of uncertainty of that estimate. In addition, we estimate this … Show more

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Cited by 37 publications
(24 citation statements)
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“…In addition, the estimated standard errors of the estimated AUCs refl ect only the fi nite size of the testing set. A future study of interest would be to further assess the performance variability due to the fi nite size of the training set, which characterizes the stability of the classifi er with respect to varying training sets ( 48,49 ).…”
Section: Breast Imaging: Computerized Prognostic Characterization Of mentioning
confidence: 99%
“…In addition, the estimated standard errors of the estimated AUCs refl ect only the fi nite size of the testing set. A future study of interest would be to further assess the performance variability due to the fi nite size of the training set, which characterizes the stability of the classifi er with respect to varying training sets ( 48,49 ).…”
Section: Breast Imaging: Computerized Prognostic Characterization Of mentioning
confidence: 99%
“…A formal approach to assessing performance in that setting-together with estimation of the resulting uncertainty-has also been presented by Yousef et al [38]. This problem is formally very close to the MRMC paradigm discussed above.…”
Section: Computer Diagnosismentioning
confidence: 94%
“…Details of this work are presented in several publications [35][36][37][38]. For our present purposes it will suffice to mention that Yousef has extended the approach of "generalized cross-validation" of Efron [32] and Efron and Tibshirani [33] to the problem of estimating ROC total and partial area in the classifier problem.…”
Section: Computer Diagnosismentioning
confidence: 99%
“…The accuracy of any classifier model is generally assessed by using ROC analysis [36]. The ROC analysis curve is obtained by plotting of the sensitivity values versus the 1-specificity values of the classifier result at differing thresholds.…”
Section: Roc Analysis Of the Classifier Performancementioning
confidence: 99%