SCAIM Seminar: Roger Donaldson

  • Date: 09/24/2013
  • Time: 12:30
Roger Donaldson, Midvale Applied Mathematics, Inc.

University of British Columbia


Statistics in the face of heavy-tailed data: a case-study in analyzing website traffic

A common experiment performed by web companies is the so-called A/B test, which compares two software designs assigning different interfaces or functionalities to two groups of randomly-selected users.  Although it is usual to design these experiments as hypothesis tests, standard tests (such as t-tests) overestimate confidence, since web traffic is heavy-tailed.  It is typical for a small number of individuals to radically affect the statistics of their test group.

In this talk, I discuss my work as a consultant for deviantART, an online art community, as we developed reliable models for their traffic data, as well as subsequent hypothesis tests.

This talk is both a review of properties and methods for handling heavy-tailed data, and an advertisement for the utility of probabilistic modeling in industry.
Other Information: 

Location: Earth Sciences Building: room 4133