A Kalman Filter Based Framework for Monitoring the Performance of In-Hospital Mortality Prediction Models Over Time

Unlike in a clinical trial, where researchers get to determine the least number of positive and negative samples required, or in a machine learning study where the size and the class distribution of the validation set is static and known, in a real-world scenario, there is little control over the size and distribution of incoming patients. As a result, when measured during different time periods, evaluation metrics like Area under the Receiver Operating Curve (AUCROC) and Area Under the Precision-Recall …

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