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Publication Citation: Validation of Two-Sample Bootstrap in ROC Analysis on Large Datasets Using AURC

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Author(s): Jin Chu Wu; Alvin F. Martin; Raghu N. Kacker;
Title: Validation of Two-Sample Bootstrap in ROC Analysis on Large Datasets Using AURC
Published: October 11, 2010
Abstract: Sampling variability can result in uncertainties of measures. The nonparametric two-sample bootstrap method has been used to compute uncertainties of measures in receiver operating characteristic (ROC) analysis on large datasets, such as the standard error (SE) of the equal error rate in biometrics, the SE of a detection cost function in speaker recognition evaluation, etc. It is hard to calculate uncertainties of these statistics of interest without using bootstrap methods. The SE of the area under ROC curve (AURC) can be computed analytically using the Mann-Whitney statistic. It can also be calculated using the nonparametric two-sample bootstrap method. The analytical result could be treated as a ground truth. The relative errors of bootstrap-method results with respect to the analytical-method results using different matching algorithms were examined. It turned out that they were quite small. Hence, this validates the nonparametric two-sample bootstrap method applied in ROC analysis on large datasets.
Citation: NIST Interagency/Internal Report (NISTIR) - 7733
Pages: 19 pp.
Keywords: ROC analysis, bootstrap, area under ROC curve, uncertainty, standard error, biometrics, speaker recognition
Research Areas: Data and Informatics, Uncertainty Analysis
PDF version: PDF Document Click here to retrieve PDF version of paper (275KB)