Fast and Unbiased Estimation of Volume Under Ordered Three-Class ROC Surface (VUS) With Continuous or Discrete Measurements

Receiver Operating Characteristic (ROC) surfaces have been studied in the literature essentially during the last decade and are considered as a natural generalization of ROC curves in three-class problems. The volume under the surface (VUS) is useful for evaluating the performance of a trichotomous diagnostic system or a three-class classifier's overall accuracy when the possible disease condition or sample belongs to one of three ordered categories. In the areas of medical studies and machine learning, the VUS of a new statistical model is typically estimated through a sample of ordinal and continuous measurements obtained by some suitable specimens. However, discrete scales of the prediction are also frequently encountered in practice. To deal with such scenario, in this paper, we proposed a unified and efficient algorithm of linearithmic order, based on dynamic programming, for unbiased estimation of the mean and variance of VUS with unidimensional samples drawn from continuous or non-continuous distributions. Monte Carlo simulations verify our theoretical findings and developed algorithms.