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:
https://calendar.google.com/calendar/u/0?cid=Y18zdjkzcGF2OWZqa2tsZHJidTlzbm…
Best,
Jialu
--
Jialu Li
Department of Government
Harvard University
*https://jialul.github.io/ <https://jialul.github.io/>*