Seminar 217, Risk Management: Making sense of diagnostic performance when information is limited

Seminar 217, Risk Management: Making sense of diagnostic performance when information is limited

Risk Seminar
Apr 12, 2022, 11:00 AM - 12:30 PM | 648 Evans Hall | Happening As Scheduled
Roger Stein, NYU (Speaker - Featured)

Abstract: In machine learning, drug trials and other domains that involve binary outcomes, it is common to measure the power of a predictive model by constructing an ROC curve and calculating the area under this curve. However, in some cases, it may be difficult to understand the AUC under imperfect conditions. We present results that provide bounds on the AUC in a number of such settings.
As...