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We study A/B experiments that are designed to compare the performance of two recommendation algorithms. Prior work has observed that the stable unit treatment value assumption (SUTVA) often does not hold in large-scale recommendation…

Machine Learning · Statistics 2026-02-24 Shuangning Li , Chonghuan Wang , Jingyan Wang

Experimental datasets are growing rapidly in size, scope, and detail, but the value of these datasets is limited by unwanted measurement noise. It is therefore tempting to apply analysis techniques that attempt to reduce noise and enhance…

Applications · Statistics 2022-07-12 Kendrick Kay

Booming in business and a staple analysis in medical trials, the A/B test assesses the effect of an intervention or treatment by comparing its success rate with that of a control condition. Across many practical applications, it is…

Applications · Statistics 2020-11-16 Quentin F. Gronau , K. N. Akash Raj , Eric-Jan Wagenmakers

Decisions taken in our everyday lives are based on a wide variety of information so it is generally very difficult to assess what are the strategies that guide us. Stock market therefore provides a rich environment to study how people take…

General Finance · Quantitative Finance 2016-09-28 Mario Gutiérrez-Roig , Carlota Segura , Jordi Duch , Josep Perelló

In machine learning, a bias occurs whenever training sets are not representative for the test data, which results in unreliable models. The most common biases in data are arguably class imbalance and covariate shift. In this work, we aim to…

Machine Learning · Computer Science 2018-04-04 Patrick Glauner , Radu State , Petko Valtchev , Diogo Duarte

In experiments that study social phenomena, such as peer influence or herd immunity, the treatment of one unit may influence the outcomes of others. Such "interference between units" violates traditional approaches for causal inference, so…

Methodology · Statistics 2023-08-30 David Choi

Making ideal decisions as a product leader in a web-facing company is extremely difficult. In addition to navigating the ambiguity of customer satisfaction and achieving business goals, one must also pave a path forward for ones' products…

We study how loyalty behavior of customers and differing costs to produce undifferentiated products by firms can influence market outcomes. In prior works that study such markets, firm costs have generally been assumed negligible or equal,…

Theoretical Economics · Economics 2022-01-25 Theja Tulabandhula , Aris Ouksel , Son Nguyen

In online randomized experiments or A/B tests, accurate predictions of participant inclusion rates are of paramount importance. These predictions not only guide experimenters in optimizing the experiment's duration but also enhance the…

Methodology · Statistics 2024-02-06 Lorenzo Masoero , Mario Beraha , Thomas Richardson , Stefano Favaro

Accurate estimation of treatment effects is essential for decision-making across various scientific fields. This task, however, becomes challenging in areas like social sciences and online marketplaces, where treating one experimental unit…

Machine Learning · Computer Science 2025-02-04 Mohsen Bayati , Yuwei Luo , William Overman , Sadegh Shirani , Ruoxuan Xiong

We analyze the relative price change of assets starting from basic supply/demand considerations subject to arbitrary motivations. The resulting stochastic differential equation has coefficients that are functions of supply and demand. We…

Theoretical Economics · Economics 2020-08-26 Carey Caginalp , Gunduz Caginalp

How should researchers analyze randomized experiments in which the main outcome is latent and measured in multiple ways but each measure contains some degree of error? We first identify a critical study-specific noncomparability problem in…

Econometrics · Economics 2026-01-13 Jiawei Fu , Donald P. Green

Across domains such as medicine, employment, and criminal justice, predictive models often target labels that imperfectly reflect the outcomes of interest to experts and policymakers. For example, clinical risk assessments deployed to…

Machine Learning · Computer Science 2023-05-19 Luke Guerdan , Amanda Coston , Kenneth Holstein , Zhiwei Steven Wu

Quantitative research relies heavily on coding, and coding errors are relatively common even in published research. In this paper, we examine whether individuals are more or less likely to check their code depending on the results they…

General Economics · Economics 2025-09-26 Bruno Ferman , Lucas Finamor

The impact of trades on asset prices is a crucial aspect of market dynamics for academics, regulators and practitioners alike. Recently, universal and highly nonlinear master curves were observed for price impacts aggregated on all…

Trading and Market Microstructure · Quantitative Finance 2018-01-17 Felix Patzelt , Jean-Philippe Bouchaud

We have seen a massive growth of online experiments at LinkedIn, and in industry at large. It is now more important than ever to create an intelligent A/B platform that can truly democratize A/B testing by allowing everyone to make quality…

Applications · Statistics 2018-08-02 Nanyu Chen , Min Liu , Ya Xu

Randomized A/B tests within online learning platforms represent an exciting direction in learning sciences. With minimal assumptions, they allow causal effect estimation without confounding bias and exact statistical inference even in small…

Methodology · Statistics 2023-06-13 Adam C. Sales , Ethan B. Prihar , Johann A. Gagnon-Bartsch , Neil T. Heffernan

Randomized experimentation (also known as A/B testing or bucket testing) is widely used in the internet industry to measure the metric impact obtained by different treatment variants. A/B tests identify the treatment variant showing the…

This paper examines the market for AI models in which firms compete to provide accurate model predictions and consumers exhibit heterogeneous preferences for model accuracy. We develop a consumer-firm duopoly model to analyze how…

Theoretical Economics · Economics 2025-12-03 Nikhil Kumar

We consider the estimation of heterogeneous treatment effects with arbitrary machine learning methods in the presence of unobserved confounders with the aid of a valid instrument. Such settings arise in A/B tests with an intent-to-treat…

Econometrics · Economics 2019-06-07 Vasilis Syrgkanis , Victor Lei , Miruna Oprescu , Maggie Hei , Keith Battocchi , Greg Lewis