DOI码：10.1109/LSP.2014.2337313

发表刊物：IEEE Signal Processing Letters

关键字：Area under the curve (AUC), DeLong’s method, mid-rank, receiver operating characteristic (ROC).

摘要：Among algorithms for comparing the areas under two or more correlated receiver operating characteristic (ROC) curves, DeLong’s algorithm is perhaps the most widely used one due to its simplicity of implementation in practice. Unfortunately, however, the time complexity of DeLong’s algorithm is of quadratic order (the product of sample sizes), thus making it time-consuming and impractical when the sample sizes are large. Based on an equivalent relationship between the Heaviside function and mid-ranks of samples, we improve DeLong’s algorithm by reducing the order of time complexity from quadratic down to linearithmic (the product of sample size and its logarithm). Monte Carlo simulations verify the computational efficiency of our algorithmic findings in this work.

第一作者：孙旭

通讯作者：徐维超

卷号：21

期号：11

页面范围：1389-1393

是否译文：否

发表时间：2014-07-09

收录刊物：SCI