1. Introduction
A multi-cancer early detection (MCED) test analyses one specimen (typically cell-free DNA) and can return a positive call for any of several cancer types, often with a tissue-of-origin prediction. Performance is usually summarised by a single overall specificity, e.g. ~99.5% 6. That single number is misleading about design freedom: because the assay issues type-specific calls, the overall false-positive rate is the aggregate of many per-type false-positive rates, and a designer choosing per-type thresholds is implicitly dividing a fixed false-positive budget among cancer-type detectors.
How should that budget be split? The default answer from multiclass Neyman-Pearson theory is to allocate error so as to maximise detection subject to the budget [@scott2005np; @tong2018np]. Separately, the MCED literature has observed - and treated as reassuring - that current tests have poor sensitivity precisely for cancers with known overdiagnosis problems (early-stage breast, prostate, thyroid), so they are unlikely to add overdiagnosis. That observation is empirical and incidental: it credits the biology of cfDNA shedding, not the design.
This paper supplies the missing normative result. We show that under an honest expected-utility objective, deliberately steering the false-positive budget away from overdiagnosis-prone cancers is optimal, derive the allocation rule and the threshold at which a cancer type should be dropped entirely, and prove that the net-benefit-optimal allocation can invert the detection-maximising one. We perform no experiment and report no measurements; every input is a named parameter to be supplied by trials, and the contribution is an analytic design principle plus a falsifiable prediction.
2. Setup: specificity as a shared budget
Consider one screening round in a population. Index cancer types by \(k = 1,\dots,K\) with per-type prevalence \(\pi_k\) of currently-present, detectable disease. The test issues a type-\(k\) positive call; let
- \(f_k = \Pr(\text{calls type }k \mid \text{no type-}k\text{ cancer})\) be the per-type false-positive rate (the designer's lever, via the type-\(k\) threshold);
- \(Se_k = g_k(f_k)\) be the type-\(k\) sensitivity, where \(g_k\) is the detector's ROC curve: increasing, concave, with \(g_k(0)=0\). Concavity is the standard regularity of a likelihood-ratio-ordered test; \(g_k'(0)\) is the high-specificity slope (the detector's marginal informativeness near zero false positives).
The overall per-person false-positive probability is \(F = \Pr(\text{any false call}) \le \sum_k f_k\), with equality in the first-order (rare-event) regime in which the \(f_k\) are small and the false calls approximately disjoint. We use \(\sum_k f_k\) as the budget measure and flag the approximation in Section 7.
3. The right objective: net benefit, not detections
Detecting a cancer is valuable only if earlier detection improves the outcome. Let a true type-\(k\) detection carry net value
vk=mkBk−(1−mk)Hk,
where \(m_k \in [0,1]\) is the actionable fraction (the share of screen-detected type-\(k\) cancers whose mortality outcome is genuinely improved by earlier detection), \(B_k>0\) is the benefit when actionable, and \(H_k\ge 0\) is the overtreatment harm of an overdiagnosed (non-progressive) case. Crucially \(v_k\) may be negative: for a cancer that is mostly indolent and harmful to overtreat, finding it earlier is net-harmful. Let \(h>0\) be the expected harm and cost of one false-positive work-up (imaging, biopsy, anxiety).
The expected net utility per person screened, relative to not screening, is
J({fk})=k=1∑K[πkvkgk(fk)−hfk].
The first term is the expected value of true type-\(k\) detections, already corrected for overdiagnosis; the second is the false-positive harm charged against the budget. (Charging \(h\) per unit \(f_k\) is equivalent, by Lagrangian duality, to a hard budget \(\sum_k f_k \le F\) with multiplier \(h=\lambda\); we use the penalised form because \(h\) has a direct clinical meaning. Section 6 gives the dual.)
4. Optimal allocation
\(J\) is separable across \(k\), so each detector is set independently. Differentiating,
∂fk∂J=πkvkgk′(fk)−h.
Proposition 1 (allocation rule). If \(v_k>0\), the optimal type-\(k\) false-positive rate \(f_k^\star\) solves
gk′(fk⋆)=πkvkh,i.e.fk⋆=(gk′)−1(πkvkh),
and \(f_k^\star\) is increasing in \(\pi_k v_k\). If \(v_k \le 0\), then \(\partial J/\partial f_k < 0\) for all \(f_k\ge 0\) and the optimum is \(f_k^\star = 0\).
Proof. \(g_k\) concave \(\Rightarrow g_k'\) strictly decreasing, so \(J\) is concave in \(f_k\) and the stationary point is the maximiser when it is interior; \((g_k')^{-1}\) is decreasing, giving monotonicity in \(\pi_k v_k\). For \(v_k\le 0\) every term \(\pi_k v_k g_k(f_k)\) is non-increasing while \(-hf_k\) is decreasing, so the maximum is at the boundary \(f_k=0\). \(\square\)
Proposition 2 (inclusion/exclusion threshold). Type \(k\) receives positive budget (\(f_k^\star>0\)) if and only if the marginal value of the first false positive exceeds its harm:
πkvkgk′(0)>h.
Proof. By concavity the largest marginal gain is at \(f_k=0\); \(f_k^\star>0\) iff \(\partial J/\partial f_k|_{0} = \pi_k v_k g_k'(0) - h > 0\). \(\square\)
Define the inclusion score \(S_k := \pi_k\, v_k\, g_k'(0)\): the product of prevalence, overdiagnosis-corrected value, and detectability. A type is admitted to the panel only when \(S_k > h\), and among admitted types budget is ordered by \(\pi_k v_k\).
5. The inversion result
The detection-count-maximising allocation - the multiclass Neyman-Pearson default - maximises \(\sum_k \pi_k g_k(f_k) - h\sum_k f_k\), giving inclusion score \(S_k^{\text{det}} = \pi_k\, g_k'(0)\), which ignores \(v_k\). Comparing \(S_k\) and \(S_k^{\text{det}}\):
Proposition 3 (indolence inversion). There exist parameter regimes in which a common, highly detectable cancer \(a\) and a rare, weakly detectable cancer \(b\) satisfy \(\pi_a g_a'(0) > \pi_b g_b'(0)\) (detection rule prefers \(a\)) yet \(\pi_a v_a g_a'(0) < \pi_b v_b g_b'(0)\) (net-benefit rule prefers \(b\)), whenever \(v_a/v_b < (\pi_b g_b'(0))/(\pi_a g_a'(0))\). In particular if \(a\) is overdiagnosis-dominated (\(v_a \le 0\)) it is excluded under the net-benefit rule while the detection rule spends the most budget on it.
Proof. Immediate from the two scores; the displayed inequality on \(v_a/v_b\) is the rearrangement, and \(v_a\le 0\) gives \(S_a\le 0<h\), excluding \(a\) by Proposition 2. \(\square\)
So the net-benefit-optimal MCED test should spend less specificity - possibly none - on the cancers that are easiest and most common to detect when those cancers are indolent, and redirect the budget toward rarer but lethal and actionable cancers. The empirical "reassurance" that current tests miss indolent cancers is, on this account, not luck: it is what an optimally designed test should do, and it should be engineered deliberately through threshold allocation rather than left to the accident of cfDNA shedding.
6. Budget-constrained dual
If instead a hard budget \(\sum_k f_k = F\) is imposed (e.g. a regulatory false-positive ceiling), maximising \(\sum_k \pi_k v_k g_k(f_k)\) subject to it gives, by KKT, \(\pi_k v_k g_k'(f_k^\star) = \lambda\) for active types and \(f_k^\star=0\) for types with \(\pi_k v_k g_k'(0) \le \lambda\), where \(\lambda\) is set so \(\sum_k f_k^\star = F\). This is value-weighted water-filling: the same inclusion threshold with the work-up harm \(h\) replaced by the shadow price \(\lambda\) of the budget. The qualitative conclusions of Sections 4-5 are unchanged.
7. What the model does not establish, and its limits
This is an analytic design principle, not evidence of clinical benefit. (i) It cannot generate \(m_k, B_k, H_k\) or the ROC \(g_k\); it shows how the optimal design depends on them, and \(m_k\) - counterfactual and confounded by lead- and length-time bias - is the load-bearing, least-known input, exactly the quantity that decides \(\mathrm{sign}(v_k)\). (ii) The budget additivity \(F\approx\sum_k f_k\) is first-order; correlated false calls across types require the exact inclusion-exclusion accounting and tighten the budget. (iii) Concave, likelihood-ratio-ordered ROCs are assumed; crossing or non-concave ROCs need the upper-concave-envelope construction. (iv) The analysis is single-round and static; repeat-screening dynamics and the depletion of the prevalent pool are not modelled. (v) Equity: deliberately deprioritising a cancer type by policy has distributional consequences across patient groups that an aggregate expected-utility objective does not capture; the rule is a within-budget efficiency statement, not an ethical verdict on which cancers "deserve" detection.
8. Validation and a falsifiable prediction
To use the rule, a trial must estimate, per cancer type: the ROC \(g_k\) at the deployed operating region, prevalence \(\pi_k\), and the value inputs \(m_k, B_k, H_k\) - with \(m_k\) requiring long-term follow-up of screen- versus clinically-detected cases to bound overdiagnosis. The sharp, pre-registered prediction that distinguishes this design from the detection-maximising default: at matched overall specificity, a net-benefit-allocated panel yields more cancer deaths averted per false-positive work-up than a detection-count-allocated panel, and the gap widens as the panel adds indolent, high-prevalence cancer types. A panel optimised purely for the number of cancers detected is predicted to be systematically misallocated toward overdiagnosis.
9. Conclusion
A single overall specificity hides a design decision: how to divide a false-positive budget across cancer-type detectors. Maximising detections is the wrong objective when detection can be net-harmful. Weighting each detector by an overdiagnosis-corrected value yields a simple optimum - admit type \(k\) only when \(\pi_k v_k g_k'(0) > h\), and otherwise spend its budget elsewhere - that can invert the detection-maximising allocation and prescribes deliberately under-detecting indolent cancers. The result turns an incidental property of current MCED tests into an explicit, falsifiable design principle: spend specificity where it saves lives.