A/B tests go wrong all the time, even in sophisticated product teams. As this article shows, for a range of problems we can run automated validation checks to catch problems early, before they have too bad of an effect on customers or the business. These validation checks compare various statistical properties of the funnels A and B to catch likely problems. Large technology companies are running such validation checks automatically and continuously for their online experiments.

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I show using Monte Carlo simulations that randomizing user assignments into A/B test experiments makes it possible to run multiple A/B tests at once and measure accurate lifts on the same metric, assuming the experiments are independent.

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I compare probabilities from Bayesian A/B testing with Beta distributions to frequentist A/B tests using Monte Carlo simulations. Under a lot of circumstances, the bayesian probability of the action hypothesis being true and the frequentist p value are complementary.

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The G-test for conversion A/B tests is similar to the Chi-squared test. Monte-Carlo simulations show that the two are indistinguishable in practice.

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I use Monte Carlo simulations to explore how A/B testing on Watts–Strogatz random graphs depends on the degree distribution of the social network.

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I use Monte Carlo simulations to show that experimentation on social networks is a beatiful statistical problem with unexpected nuances due to network effects.

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Increased false positive rate due to early stopping is beautiful nuance of statistical testing. It is equivalent to running at an overall higher alpha. Data scientists need to be aware of this phenomenon so they can control it and keep their organizations honest about their experimental results.

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Fisher’s exact test directly computes the same p value as the Chi-squared test, so it does not rely on the Central Limit Theorem to hold.

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In an ealier post, I wrote about A/B testing conversion data with the Z-test. The Chi-squared test is a more general test for conversion data, because it can work with multiple conversion events and multiple funnels being tested (A/B/C/D/..).

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The t-test is better than the z-test for timespent A/B tests, because it explicitly models the uncertainty of the variance due to sampling. Using Monte-Carlo simulations I show that around N=100, the t-test becomes the z-test.

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I discuss the Z-test for A/B testing and show how to compute parameters such as sample size from first principles. I use Monte Carlo simulations to validate significance level and statistical power, and visualize parameter scaling behaviour.

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In the previous post, I talked about the importance of the Central Limit Theorem (CLT) to A/B testing. Here we will explore cases when we cannot rely on the CLT to hold.

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When working with hypothesis testing, the desciptions of the statistical method often has normality assumptions. For example, the Wikipedia page for the z-test starts like this: "A Z-test is any statistical test for which the distribution of the test statistic under the null hypothesis can be approximated by a normal distribution". What does this mean? How do I know it’s a valid assumption for my data?

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Sometimes I get to put on my Data Engineering hat for a few days. I enjoy this because I like to move up and down the Data Science stack and I try to keep myself sharp technically. Recently I was able to spend a few days optimizing our Airflow ETL for speed.

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My list of SQL best practices for Data Scientists and Analysts, or, how I personally write SQL code. I picked this up at Facebook, and later improved it at Fetchr.

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This is a simple post about SQL code formatting. Most of this comes from my time as a Data Engineer at Facebook.

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I’ve worked at 5-10 different organizations, most of them were startups or startuppy companies. I’ve done a lot of planning in small teams, and also taken part in company-wide leadership planning. Here I will describe what has worked well for me in small team settings, focusing on time estimation.

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The meta-goal of goaling is to stretch yourself to achieve more, and to feel good about what you’ve achieved. Whatever happened this year, it’s always possible to achieve a lot more and feel better about yourself next year. To hijack a Feynman quote, there is plenty of room at the top.

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2019 was another big year for Pytorch, one of the most popular Deep Learning libraries out there. Pytorch has become the de facto deep learning library used for research thanks to it’s dynamic graph model which allows fast model experimentation. It’s also become production ready, with support for mobile and infrastructure tooling such as Tensorboard.

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I look at some fundamental charts of Apple, Activision Blizzard and Intel.

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