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== '''&nbsp;1. Introduction and outline of the slecture'''<br>  ==
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== '''&nbsp;1. Outline of the slecture'''<br>  ==
  
Receiver Operating Characteristic (ROC) curve is often used as an important tool to visualize the performance of a binary classifier.  
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Receiver Operating Characteristic (ROC) curve is often used as an important tool to visualize the performance of a binary classifier. The use of ROC curves can be originated from signal detection theory that developed during World War II for radar analysis [2]. What will be covered in the slecture is listed as:
  
*Basic knowledge of Bayes parameter estimation
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*A quick example about ROC in binary classification
*An example to illustrate the concept and properties of BPE
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*Some statistics behind ROC curves
*The effect of sample size on the posterior
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*Neyman-Pearson Criterion<br>
*The effect of prior on the posterior
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<br>  
 
<br>  
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== '''Reference'''  ==
 
== '''Reference'''  ==
  
[1] Mireille Boutin, "ECE662: Statistical Pattern Recognition and Decision Making Processes," Purdue University, Spring 2014.<br>
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[1] Mireille Boutin, "ECE662: Statistical Pattern Recognition and Decision Making Processes," Purdue University, Spring 2014.<br> [2] Jiawei Han. 2005. Data Mining: Concepts and Techniques. Morgan Kaufmann Publishers Inc., San Francisco, CA, USA.<br> [3] Richard O. Duda, Peter E. Hart, and David G. Stork. 2000. Pattern Classification. Wiley-Interscience.<br> [4] Detection Theory. http://www.ece.iastate.edu/~namrata/EE527_Spring08/l5c_2.pdf. <br> [5] The Neyman-Pearson Criterion. http://cnx.org/content/m11548/1.2/.  
[2] Jiawei Han. 2005. Data Mining: Concepts and Techniques. Morgan Kaufmann Publishers Inc., San Francisco, CA, USA.<br>
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[3] Richard O. Duda, Peter E. Hart, and David G. Stork. 2000. Pattern Classification. Wiley-Interscience.<br>
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[4] Detection Theory. http://www.ece.iastate.edu/~namrata/EE527_Spring08/l5c_2.pdf. <br>
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[5] The Neyman-Pearson Criterion. http://cnx.org/content/m11548/1.2/.  
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<br>  
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Revision as of 17:16, 29 April 2014


ROC curve and Neyman Pearsom Criterion

A slecture by ECE student

Partly based on the ECE662 Spring 2014 lecture material of Prof. Mireille Boutin.


 1. Outline of the slecture

Receiver Operating Characteristic (ROC) curve is often used as an important tool to visualize the performance of a binary classifier. The use of ROC curves can be originated from signal detection theory that developed during World War II for radar analysis [2]. What will be covered in the slecture is listed as:

  • A quick example about ROC in binary classification
  • Some statistics behind ROC curves
  • Neyman-Pearson Criterion




Reference

[1] Mireille Boutin, "ECE662: Statistical Pattern Recognition and Decision Making Processes," Purdue University, Spring 2014.
[2] Jiawei Han. 2005. Data Mining: Concepts and Techniques. Morgan Kaufmann Publishers Inc., San Francisco, CA, USA.
[3] Richard O. Duda, Peter E. Hart, and David G. Stork. 2000. Pattern Classification. Wiley-Interscience.
[4] Detection Theory. http://www.ece.iastate.edu/~namrata/EE527_Spring08/l5c_2.pdf.
[5] The Neyman-Pearson Criterion. http://cnx.org/content/m11548/1.2/.



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Basic linear algebra uncovers and clarifies very important geometry and algebra.

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