Monte Carlo studies of bootstrap variability in ROC analysis with data dependency.

ROC analysis involving two large datasets is an important method for analyzing statistics of interest for decision making of a classifier in many disciplines. And data dependency due to multiple use of the same subjects exists ubiquitously in order to generate more samples because of limited resources. Hence, a two-layer data structure is constructed and the nonparametric two-sample two-layer bootstrap is employed to estimate standard errors of statistics of interest derived from two sets of data, such as a weighted sum of two probabilities. In this article, to reduce the bootstrap variance and ensure the accuracy of computation, Monte Carlo studies of bootstrap variability were carried out to determine the appropriate number of bootstrap replications in ROC analysis with data dependency. It is suggested that with a tolerance 0.02 of the coefficient of variation, 2,000 bootstrap replications be appropriate under such circumstances.

The Impact of Data Dependence on Speaker Recognition Evaluation.

The data dependency due to multiple use of the same subjects has impact on the standard error (SE) of the detection cost function (DCF) in speaker recognition evaluation. The DCF is defined as a weighted sum of the probabilities of type I and type II errors at a given threshold. A two-layer data structure is constructed: target scores are grouped into target sets based on the dependency, and likewise for non-target scores. On account of the needed equal probabilities for scores being selected when resampling, target sets must contain the same number of target scores, and so must non-target sets. In addition to the bootstrap method with i.i.d. assumption, the nonparametric two-sample one-layer and two-layer bootstrap methods are carried out based on whether the resampling takes place only on sets, or subsequently on scores within the sets. Due to the stochastic nature of the bootstrap, the distributions of the SEs of the DCF estimated using the three different bootstrap methods are created and compared. After performing hypothesis testing, it is found that data dependency increases not only the SE but also the variation of the SE, and the two-layer bootstrap is more conservative than the one-layer bootstrap. The rationale regarding the different impacts of the three bootstrap methods on the estimated SEs is investigated.

A novel measure and significance testing in data analysis of cell image segmentation.

BACKGROUND: Cell image segmentation (CIS) is an essential part of quantitative imaging of biological cells. Designing a performance measure and conducting significance testing are critical for evaluating and comparing the CIS algorithms for image-based cell assays in cytometry. Many measures and methods have been proposed and implemented to evaluate segmentation methods. However, computing the standard errors (SE) of the measures and their correlation coefficient is not described, and thus the statistical significance of performance differences between CIS algorithms cannot be assessed. RESULTS: We propose the total error rate (TER), a novel performance measure for segmenting all cells in the supervised evaluation. The TER statistically aggregates all misclassification error rates (MER) by taking cell sizes as weights. The MERs are for segmenting each single cell in the population. The TER is fully supported by the pairwise comparisons of MERs using 106 manually segmented ground-truth cells with different sizes and seven CIS algorithms taken from ImageJ. Further, the SE and 95% confidence interval (CI) of TER are computed based on the SE of MER that is calculated using the bootstrap method. An algorithm for computing the correlation coefficient of TERs between two CIS algorithms is also provided. Hence, the 95% CI error bars can be used to classify CIS algorithms. The SEs of TERs and their correlation coefficient can be employed to conduct the hypothesis testing, while the CIs overlap, to determine the statistical significance of the performance differences between CIS algorithms. CONCLUSIONS: A novel measure TER of CIS is proposed. The TER's SEs and correlation coefficient are computed. Thereafter, CIS algorithms can be evaluated and compared statistically by conducting the significance testing.

Validation of Nonparametric Two-Sample Bootstrap in ROC Analysis on Large Datasets.

The nonparametric two-sample bootstrap is applied to computing uncertainties of measures in ROC analysis on large datasets in areas such as biometrics, speaker recognition, etc., when the analytical method cannot be used. Its validation was studied by computing the SE of the area under ROC curve using the well-established analytical Mann-Whitney-statistic method and also using the bootstrap. The analytical result is unique. The bootstrap results are expressed as a probability distribution due to its stochastic nature. The comparisons were carried out using relative errors and hypothesis testing. They match very well. This validation provides a sound foundation for such computations.

Measures, Uncertainties, and Significance Test in Operational ROC Analysis.

In receiver operating characteristic (ROC) analysis, the sampling variability can result in uncertainties of performance measures. Thus, while evaluating and comparing the performances of algorithms, the measurement uncertainties must be taken into account. The key issue is how to calculate the uncertainties of performance measures in ROC analysis. Our ultimate goal is to perform the significance test in evaluation and comparison using the standard errors computed. From the operational perspective, based on fingerprint-image matching algorithms on large datasets, the measures and their uncertainties are investigated in the three scenarios: 1) the true accept rate (TAR) of genuine scores at a specified false accept rate (FAR) of impostor scores, 2) the TAR and FAR at a given threshold, and 3) the equal error rate. The uncertainties of measures are calculated using the nonparametric two-sample bootstrap based on our extensive studies of bootstrap variability on large datasets. The significance test is carried out to determine whether the difference between the performance of one algorithm and a hypothesized value, or the difference between the performances of two algorithms where the correlation is taken into account is statistically significant. Examples are provided.