Paper Publications

Journal:IEEE Access

Funded by:Guangdong Natural Science Foundation under Grant 2014A030313515, and in part by the Guangzhou Scienc

Key Words:Area under the curve (AUC), dynamic programming, Mann-Whitney U statistic (MWUS), receiver operating characteristic (ROC)

Abstract:Receiver operating characteristic (ROC) curve is a plot traced out by pairs of false-positive rate and true-positive rate according to various decision threshold settings. The area under the ROC curve (AUC) is widely used as a figure of merit to summarize a diagnostic system’s performance, a binary classifier’s overall accuracy, or an energy detector’s power. Exploiting the equivalent relationship between the sample version of AUC and Mann Whitney U statistic (MWUS), in this paper, we develop an efficient algorithm of linearithmic order, based on dynamic programming, for unbiased estimation of the mean and variance of MWUS. Monte Carlo simulations verify our algorithmic findings.

Co-author:Shun Liu,Xu Sun,Siyang Liu,Yun Zhang

First Author:Weichao Xu

Indexed by:Journal paper

Correspondence Author:徐维超

Volume:4

Page Number:9553-9560

Translation or Not:no

Date of Publication:2016-12-08

Included Journals:SCI