SCAIM Seminar: Roger Donaldson
- Date: 09/24/2013
- Time: 12:30
Lecturer(s):
Roger Donaldson, Midvale Applied Mathematics, Inc.
Location:
University of British Columbia
Topic:
Statistics in the face of heavy-tailed data: a case-study in analyzing website traffic
Description:
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.
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