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Abstract:
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A/B testing has gained widespread popularity in the advertising industry. Although they sound simple, these experiments can be very sophisticated. Google’s ability to gain millions of observations in a few minutes has reinvigorated the field of experimental design, and now large scale online controlled experiments, such as adaptive multi-armed bandit experiments, are routinely used. This modern application of designed experiments poses new research problems, of many different kinds. This talk describes what is currently being done by the IT industries, and the statistical innovations and difficulties that are being encountered in practice.
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