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Many organizations utilize large-scale online controlled experiments (OCEs) to accelerate innovation. Having high statistical power to detect small differences between control and treatment accurately is critical, as even small changes in…
Online experiments such as Randomised Controlled Trials (RCTs) or A/B-tests are the bread and butter of modern platforms on the web. They are conducted continuously to allow platforms to estimate the causal effect of replacing system…
In the past decade, the technology industry has adopted online randomized controlled experiments (a.k.a. A/B testing) to guide product development and make business decisions. In practice, A/B tests are often implemented with increasing…
Before A/B testing online a new version of a recommender system, it is usual to perform some offline evaluations on historical data. We focus on evaluation methods that compute an estimator of the potential uplift in revenue that could…
Given the ubiquity of streaming data, online algorithms have been widely used for parameter estimation, with second-order methods particularly standing out for their efficiency and robustness. In this paper, we study an online sketched…
Randomized experiments play a major role in data-driven decision making across many different fields and disciplines. In medicine, for example, randomized controlled trials (RCTs) are the backbone of clinical trial methodology for testing…
We propose a novel and robust online function-on-scalar regression technique via geometric median to learn associations between functional responses and scalar covariates based on massive or streaming datasets. The online estimation…
Controlled experiments (A/B tests or randomized field experiments) are the de facto standard to make data-driven decisions when implementing changes and observing customer responses. The methodology to analyze such experiments should be…
Conformal prediction is a framework for uncertainty quantification that constructs prediction sets for previously unseen data, guaranteeing coverage of the true label with a specified probability. However, the efficiency of these prediction…
A/B testing, or controlled experiments, is the gold standard approach to causally compare the performance of algorithms on online platforms. However, conventional Bernoulli randomization in A/B testing faces many challenges such as…
Online nonparametric estimators are gaining popularity due to their efficient computation and competitive generalization abilities. An important example includes variants of stochastic gradient descent. These algorithms often take one…
The estimation of class prevalence, i.e., the fraction of a population that belongs to a certain class, is a very useful tool in data analytics and learning, and finds applications in many domains such as sentiment analysis, epidemiology,…
With the growing needs of online A/B testing to support the innovation in industry, the opportunity cost of running an experiment becomes non-negligible. Therefore, there is an increasing demand for an efficient continuous monitoring…
Online experiments (A/B tests) are widely regarded as the gold standard for evaluating recommender system variants and guiding launch decisions. However, a variety of biases can distort the results of the experiment and mislead…
Conformance checking techniques aim to collate observed process behavior with normative/modeled process models. The majority of existing approaches focuses on completed process executions, i.e., offline conformance checking. Recently, novel…
A/B test, a simple type of controlled experiment, refers to the statistical procedure of experimenting to compare two treatments applied to test subjects. For example, many IT companies frequently conduct A/B tests on their users who are…
We describe how to calculate standard errors for A/B tests that include clustered data, ratio metrics, and/or covariate adjustment. We may do this for power analysis/sample size calculations prior to running an experiment using historical…
Computer experiments refer to the study of real systems using complex simulation models. They have been widely used as alternatives to physical experiments. Design and analysis of computer experiments have attracted great attention in past…
We study the problem of estimating an unknown parameter in a distributed and online manner. Existing work on distributed online learning typically either focuses on asymptotic analysis, or provides bounds on regret. However, these results…
Controlled experimentation, also called A/B testing, is widely adopted to accelerate product innovations in the online world. However, how fast we innovate can be limited by how we run experiments. Most experiments go through a "ramp up"…