Dear Applied Statistics Workshop Community,
Our next meeting will be on Wednesday, March 27 (12:00 EST). Shuangning Li presents "Experimenting under Stochastic Congestion."
<When>
March 27, 12:00 to 1:30 PM, EST
Lunch will be available for pick-up inside CGIS K354.
<Where>
In-person: CGIS K354
Zoom:
https://harvard.zoom.us/j/93217566507?pwd=elBwYjRJcWhlVE5teE1VNDZoUXdjQT09
<Abstract>
We study randomized experiments in a service system when stochastic congestion can arise from temporarily limited supply and/or demand. Such congestion gives rise to cross-unit interference between the waiting customers, and analytic strategies that do not account for this interference may be biased. In current practice, one of the most widely used ways to address stochastic congestion is to use switchback experiments that alternatively turn a target intervention on and off for the whole system. We find, however, that under a queueing model for stochastic congestion, the standard way of analyzing switchbacks is inefficient, and that estimators that leverage the queueing model can be materially more accurate. We also consider a new class of experimental design, which can be used to estimate a policy gradient of the dynamic system using only unit-level randomization, thus alleviating key practical challenges that arise in running a switchback.
<2023-2024 Schedule>
GOV 3009 Website:
https://projects.iq.harvard.edu/applied.stats.workshop-gov3009
Calendar:
Best,
Jialu