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Accurate estimation of treatment effects in online A/B testing is challenging with zero-inflated and skewed metrics. Traditional tests, like Welch's t-test, often lack sensitivity with heavy-tailed data due to their reliance on means, as…
Online controlled experiments, colloquially known as A/B-tests, are the bread and butter of real-world recommender system evaluation. Typically, end-users are randomly assigned some system variant, and a plethora of metrics are then…
Randomized experiments, or A/B testing, are the gold standard for evaluating interventions, yet they remain underutilized in inventory management. This study addresses this gap by analyzing A/B testing strategies in multi-item, multi-period…
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…
Algorithms increasingly automate bidding in online auctions, raising concerns about tacit bid suppression and revenue shortfalls. Prior work identifies individual mechanisms behind algorithmic bid suppression, but it remains unclear which…
A/B tests are often required to be conducted on subjects that might have social connections. For e.g., experiments on social media, or medical and social interventions to control the spread of an epidemic. In such settings, the SUTVA…
Following the work of Babaioff et al, we consider the pricing game with strategic vendors and a single buyer, modeling a scenario in which multiple competing vendors have very good knowledge of a buyer, as is common in online markets. We…
Online A/B testing, the gold standard for evaluating new advertising policies, consumes substantial engineering resources and risks significant revenue loss from deploying underperforming variations. This motivates the use of Off-Policy…
A/B testing plays a central role in data-driven product development, guiding launch decisions for new features and designs. However, treatment effect estimates are often noisy due to short horizons, early stopping, and slowly accumulating…
This paper compares two leading approaches for robust optimization in the models of online algorithms and mechanism design. Competitive analysis compares the performance of an online algorithm to an offline benchmark in worst-case over…
We study the problem of online resource allocation, where multiple customers arrive sequentially and the seller must irrevocably allocate resources to each incoming customer while also facing a procurement cost for the total allocation.…
A/B testing is ubiquitous within the machine learning and data science operations of internet companies. Generically, the idea is to perform a statistical test of the hypothesis that a new feature is better than the existing platform---for…
We develop a theoretical framework for sample splitting in A/B testing environments, where data for each test are partitioned into two splits to measure methodological performance when the true impacts of tests are unobserved. We show that…
We propose an alternative framework to existing setups for controlling false alarms when multiple A/B tests are run over time. This setup arises in many practical applications, e.g. when pharmaceutical companies test new treatment options…
Bilateral trade models the problem of intermediating between two rational agents -- a seller and a buyer -- both characterized by a private valuation for an item they want to trade. We study the online learning version of the problem, in…
The internet advertising market is a multi-billion dollar industry, in which advertisers buy thousands of ad placements every day by repeatedly participating in auctions. An important and ubiquitous feature of these auctions is the presence…
We propose a pseudo-market solution to resource allocation problems subject to constraints. Our treatment of constraints is general: including bihierarchical constraints due to considerations of diversity in school choice, or scheduling in…
On-line experimentation (also known as A/B testing) has become an integral part of software development. To timely incorporate user feedback and continuously improve products, many software companies have adopted the culture of agile…
A/B tests are randomized experiments frequently used by companies that offer services on the Web for assessing the impact of new features. During an experiment, each user is randomly redirected to one of two versions of the website, called…
In online advertising, advertisers commonly utilize auto-bidding services to bid for impression opportunities. A typical objective of the auto-bidder is to optimize the advertiser's cumulative value of winning impressions within specified…