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Decisions and Loss Functions - A more clinical focus

In the previous post, loss functions where considered in the context of estimating measures of central tendency for distributions. In this post, I want to look at the computation of loss functions in situations that might arise in a clinical predictive model.

Loss, Risk and Point Summaries of Posterior Distributions

For a while, I’ve been thinking about the deployment of predictive algorithms in clinical decision support. Specifically, about the difference between what we understand about a model’s performance from the publication describing it and how this might be less informative when deployed.