How to set up a reverse SSH tunnel with Amazon Web Services

When the startup shut down there were still dozens of netbooks out there in the wild collecting data on the residential houses fitted with our adaptive heating control algorithms, hopelessly attempting to connect to our VPN server that didn’t exist anymore in order to upload all that data to our now-defunct database. That’s a lot […]

Is The Ratio of Normal Variables Normal?

In Trustworthy Online Controller Experiments I came across this quote, referring to a ratio metric $M = \frac{X}{Y}$, which states that: Because $X$ and $Y$ are jointly bivariate normal in the limit, $M$, as the ratio of the two averages, is also normally distributed. That’s only partially true. According to https://en.wikipedia.org/wiki/Ratio_distribution, the ratio of two […]

Working with that data scientist

In my current team we have decided to split up the work in a number of workstreams, which are in effect subteams responsible for different aspects of the product. One workstream might be responsible for product instrumentation, another for improving the recommendation algorithms, another responsible for the application’s look and feel. Each workstream has its […]

Controlling for covariates is not the same as “slicing”

To detect small effects in experiments you need to reduce the experimental noise as much as possible. You can do it by working with larger sample sizes, but that doesn’t scale well. A far better approach consists in controlling for covariates that are correlated with your response. I recently gave a talk at our company […]

The law of total probability applied to a conditional probability

Dear future self, I’ve just lost (again) about half an hour of my life trying to find a vaguely remembered formula that generalizes the law of total probability to the case of conditional probabilities. Here it is. You’re welcome. The law of total probability says that if you can decompose the set of possible events […]

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