Visualization of the significance of Receiver Operating Characteristics based on confidence ellipses

N.V. Sarlis; S-R. Christopoulos

doi:10.1016/j.cpc.2013.12.009

Visualization of the significance of Receiver Operating Characteristics based on confidence ellipses

N.V. Sarlis, S-R. Christopoulos

Research output: Contribution to journal › Article

22 Citations (Scopus)

86 Downloads (Pure)

Abstract

The Receiver Operating Characteristics (ROC) is used for the evaluation of prediction methods in various disciplines like meteorology, geophysics, complex system physics, medicine etc. The estimation of the significance of a binary prediction method, however, remains a cumbersome task and is usually done by repeating the calculations by Monte Carlo. The FORTRAN code provided here simplifies this problem by evaluating the significance of binary predictions for a family of ellipses which are based on confidence ellipses and cover the whole ROC space.

Original language	English
Pages (from-to)	1172–1176
Journal	Computer Physics Communications
Volume	185
Issue number	3
DOIs	https://doi.org/10.1016/j.cpc.2013.12.009
Publication status	Published - Dec 2013

Bibliographical note

Creative Commons Attribution Non-Commercial No Derivatives License

Keywords

Receiver Operating Characteristics (ROC)
Complex systems
Systems obeying power laws
Significance level
p-value

Access to Document

10.1016/j.cpc.2013.12.009

Christcomb

Cite this

@article{b691df67ffd040e48a5f03cb020ac81d,

title = "Visualization of the significance of Receiver Operating Characteristics based on confidence ellipses",

abstract = "The Receiver Operating Characteristics (ROC) is used for the evaluation of prediction methods in various disciplines like meteorology, geophysics, complex system physics, medicine etc. The estimation of the significance of a binary prediction method, however, remains a cumbersome task and is usually done by repeating the calculations by Monte Carlo. The FORTRAN code provided here simplifies this problem by evaluating the significance of binary predictions for a family of ellipses which are based on confidence ellipses and cover the whole ROC space. ",

keywords = "Receiver Operating Characteristics (ROC), Complex systems, Systems obeying power laws, Significance level, p-value",

author = "N.V. Sarlis and S-R. Christopoulos",

note = "Creative Commons Attribution Non-Commercial No Derivatives License",

year = "2013",

month = dec,

doi = "10.1016/j.cpc.2013.12.009",

language = "English",

volume = "185",

pages = "1172–1176",

journal = "Computer Physics Communications",

publisher = "Elsevier",

number = "3",

}

TY - JOUR

T1 - Visualization of the significance of Receiver Operating Characteristics based on confidence ellipses

AU - Sarlis, N.V.

AU - Christopoulos, S-R.

N1 - Creative Commons Attribution Non-Commercial No Derivatives License

PY - 2013/12

Y1 - 2013/12

N2 - The Receiver Operating Characteristics (ROC) is used for the evaluation of prediction methods in various disciplines like meteorology, geophysics, complex system physics, medicine etc. The estimation of the significance of a binary prediction method, however, remains a cumbersome task and is usually done by repeating the calculations by Monte Carlo. The FORTRAN code provided here simplifies this problem by evaluating the significance of binary predictions for a family of ellipses which are based on confidence ellipses and cover the whole ROC space.

AB - The Receiver Operating Characteristics (ROC) is used for the evaluation of prediction methods in various disciplines like meteorology, geophysics, complex system physics, medicine etc. The estimation of the significance of a binary prediction method, however, remains a cumbersome task and is usually done by repeating the calculations by Monte Carlo. The FORTRAN code provided here simplifies this problem by evaluating the significance of binary predictions for a family of ellipses which are based on confidence ellipses and cover the whole ROC space.

KW - Receiver Operating Characteristics (ROC)

KW - Complex systems

KW - Systems obeying power laws

KW - Significance level

KW - p-value

U2 - 10.1016/j.cpc.2013.12.009

DO - 10.1016/j.cpc.2013.12.009

M3 - Article

VL - 185

SP - 1172

EP - 1176

JO - Computer Physics Communications

JF - Computer Physics Communications

IS - 3

ER -

Visualization of the significance of Receiver Operating Characteristics based on confidence ellipses

Abstract

Bibliographical note

Keywords

Access to Document

Fingerprint

Cite this