题　目：Non-stationarity in A/B Tests

嘉　宾：郑泽宇，助理教授，加州大学伯克利分校

主持人：江浦平 助理教授 上海交通大学安泰经济与管理学院

时　间：2024年3月20日（周三）10:00-11:30am

地　点：腾讯会议（校内师生如需会议号和密码，请发邮件至yuxin.su@sjtu.edu.cn获取）

内容简介：

A/B tests, also known as online randomized controlled experiments, have been used at scale by data-driven enterprises to guide decisions and test innovative ideas. Non-stationarities, such as the time-of-day effect, the day-of-week effect, and longer-term trends, can often arise nonparametrically in core business metrics. We discuss in this presentation the impact of non-stationarities on A/B tests. We argue that inadequately addressing non-stationarities can lead to wrong decisions and missed opportunities. We discuss some scenarios where the challenges brought by non-stationarities may be appropriately addressed.

演讲人简介：

Zeyu Zheng is an assistant professor at UC Berkeley, Department of Industrial Engineering and Operations Research since 2018. He received a PhD in Management Science and Engineering (2018), PhD minor in Statistics (2018), and MS in Economics (2016) from Stanford University, and BS in Mathematics (2012) from Peking University. He serves as an Associate Editor for Operations Research. His research group currently works on simulation, experiment design and A/B test, generative AI, stochastic optimization and non-stationary modeling.

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