The Relationship Between Gini Methodology and the ROC Curve PDF Download

Author: Edna Schechtman
Publisher:
ISBN:
Category :
Languages : en
Pages : 7

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Book Description
The connection between the area under the ROC curve (AUC), which is frequently used in the diagnosis and classification literature, and the Gini terminology, which is mainly used in the economic literature, is clarified. It is shown that AUC is related to the covariance between Yi, the number of 1's until the ith 0, and F(Ti), the empirical rank of the ith 0, ordered by the predictive probability.

Author: Shlomo Yitzhaki
Publisher: Springer Science & Business Media
ISBN: 1461447208
Category : Mathematics
Languages : en
Pages : 549

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Book Description
Gini's mean difference (GMD) was first introduced by Corrado Gini in 1912 as an alternative measure of variability. GMD and the parameters which are derived from it (such as the Gini coefficient or the concentration ratio) have been in use in the area of income distribution for almost a century. In practice, the use of GMD as a measure of variability is justified whenever the investigator is not ready to impose, without questioning, the convenient world of normality. This makes the GMD of critical importance in the complex research of statisticians, economists, econometricians, and policy makers. This book focuses on imitating analyses that are based on variance by replacing variance with the GMD and its variants. In this way, the text showcases how almost everything that can be done with the variance as a measure of variability, can be replicated by using Gini. Beyond this, there are marked benefits to utilizing Gini as opposed to other methods. One of the advantages of using Gini methodology is that it provides a unified system that enables the user to learn about various aspects of the underlying distribution. It also provides a systematic method and a unified terminology. Using Gini methodology can reduce the risk of imposing assumptions that are not supported by the data on the model. With these benefits in mind the text uses the covariance-based approach, though applications to other approaches are mentioned as well.

Author: Wojtek J. Krzanowski
Publisher: CRC Press
ISBN: 1439800227
Category : Business & Economics
Languages : en
Pages : 256

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Book Description
Since ROC curves have become ubiquitous in many application areas, the various advances have been scattered across disparate articles and texts. ROC Curves for Continuous Data is the first book solely devoted to the subject, bringing together all the relevant material to provide a clear understanding of how to analyze ROC curves.The fundamenta

Author: Albert Vexler
Publisher: CRC Press
ISBN: 1351001515
Category : Mathematics
Languages : en
Pages : 300

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Book Description
Empirical Likelihood Methods in Biomedicine and Health provides a compendium of nonparametric likelihood statistical techniques in the perspective of health research applications. It includes detailed descriptions of the theoretical underpinnings of recently developed empirical likelihood-based methods. The emphasis throughout is on the application of the methods to the health sciences, with worked examples using real data. Provides a systematic overview of novel empirical likelihood techniques. Presents a good balance of theory, methods, and applications. Features detailed worked examples to illustrate the application of the methods. Includes R code for implementation. The book material is attractive and easily understandable to scientists who are new to the research area and may attract statisticians interested in learning more about advanced nonparametric topics including various modern empirical likelihood methods. The book can be used by graduate students majoring in biostatistics, or in a related field, particularly for those who are interested in nonparametric methods with direct applications in Biomedicine.

Author: Giuseppe Nicosia
Publisher: Springer Nature
ISBN: 3031255992
Category : Computers
Languages : en
Pages : 639

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Book Description
This two-volume set, LNCS 13810 and 13811, constitutes the refereed proceedings of the 8th International Conference on Machine Learning, Optimization, and Data Science, LOD 2022, together with the papers of the Second Symposium on Artificial Intelligence and Neuroscience, ACAIN 2022. The total of 84 full papers presented in this two-volume post-conference proceedings set was carefully reviewed and selected from 226 submissions. These research articles were written by leading scientists in the fields of machine learning, artificial intelligence, reinforcement learning, computational optimization, neuroscience, and data science presenting a substantial array of ideas, technologies, algorithms, methods, and applications.

Author: Dothang Truong
Publisher: CRC Press
ISBN: 1003835635
Category : Business & Economics
Languages : en
Pages : 768

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Book Description
As data continues to grow exponentially, knowledge of data science and machine learning has become more crucial than ever. Machine learning has grown exponentially; however, the abundance of resources can be overwhelming, making it challenging for new learners. This book aims to address this disparity and cater to learners from various non-technical fields, enabling them to utilize machine learning effectively. Adopting a hands-on approach, readers are guided through practical implementations using real datasets and SAS Enterprise Miner, a user-friendly data mining software that requires no programming. Throughout the chapters, two large datasets are used consistently, allowing readers to practice all stages of the data mining process within a cohesive project framework. This book also provides specific guidelines and examples on presenting data mining results and reports, enhancing effective communication with stakeholders. Designed as a guiding companion for both beginners and experienced practitioners, this book targets a wide audience, including students, lecturers, researchers, and industry professionals from various backgrounds.

Author: Kelly H. Zou
Publisher: CRC Press
ISBN: 1439812233
Category : Mathematics
Languages : en
Pages : 243

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Book Description
Statistical evaluation of diagnostic performance in general and Receiver Operating Characteristic (ROC) analysis in particular are important for assessing the performance of medical tests and statistical classifiers, as well as for evaluating predictive models or algorithms. This book presents innovative approaches in ROC analysis, which are releva

Author: Hamid Reza Pourghasemi
Publisher: Elsevier
ISBN: 0128156953
Category : Mathematics
Languages : en
Pages : 798

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Book Description
Spatial Modeling in GIS and R for Earth and Environmental Sciences offers an integrated approach to spatial modelling using both GIS and R. Given the importance of Geographical Information Systems and geostatistics across a variety of applications in Earth and Environmental Science, a clear link between GIS and open source software is essential for the study of spatial objects or phenomena that occur in the real world and facilitate problem-solving. Organized into clear sections on applications and using case studies, the book helps researchers to more quickly understand GIS data and formulate more complex conclusions. The book is the first reference to provide methods and applications for combining the use of R and GIS in modeling spatial processes. It is an essential tool for students and researchers in earth and environmental science, especially those looking to better utilize GIS and spatial modeling. Offers a clear, interdisciplinary guide to serve researchers in a variety of fields, including hazards, land surveying, remote sensing, cartography, geophysics, geology, natural resources, environment and geography Provides an overview, methods and case studies for each application Expresses concepts and methods at an appropriate level for both students and new users to learn by example

Author: Anne Kraus
Publisher: Cuvillier Verlag
ISBN: 3736947364
Category : Mathematics
Languages : en
Pages : 166

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Book Description
Credit scoring models are the basis for financial institutions like retail and consumer credit banks. The purpose of the models is to evaluate the likelihood of credit applicants defaulting in order to decide whether to grant them credit. The area under the receiver operating characteristic (ROC) curve (AUC) is one of the most commonly used measures to evaluate predictive performance in credit scoring. The aim of this thesis is to benchmark different methods for building scoring models in order to maximize the AUC. While this measure is used to evaluate the predictive accuracy of the presented algorithms, the AUC is especially introduced as direct optimization criterion.

Author: Max Kuhn
Publisher: CRC Press
ISBN: 1351609467
Category : Business & Economics
Languages : en
Pages : 266

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Book Description
The process of developing predictive models includes many stages. Most resources focus on the modeling algorithms but neglect other critical aspects of the modeling process. This book describes techniques for finding the best representations of predictors for modeling and for nding the best subset of predictors for improving model performance. A variety of example data sets are used to illustrate the techniques along with R programs for reproducing the results.