Fig. 1
ROC curves. When ρ takes different values from {0.1,0.3,0.5,0.7,0.9}, average ROC curves over 100 replications of different algorithms are shown. a ρ=0.1. When the difference between Σ0 and Σ1 is small, the positive and negative groups are difficult to distinguish. The performances of all algorithms are similar. b ρ=0.3. The results are similar to that of ρ=0.1. c ρ=0.5. Our algorithm is slightly better than the others. d ρ=0.7. The proposed algorithm outperforms the other algorithms. e ρ=0.9. The performance of the proposed algorithm is substantially better than the others