https://npodlozhniy.github.io/tags/variance-reduction/ Recent content in Variance-Reduction on Nikita Podlozhniy Hugo -- gohugo.io en-GB Tue, 01 Oct 2024 00:00:00 +0000 https://npodlozhniy.github.io/posts/linearization/ Tue, 01 Oct 2024 00:00:00 +0000 https://npodlozhniy.github.io/posts/linearization/ A simple algebraic transformation that converts ratio metrics into independent per-user values, making T-tests and sensitivity techniques directly applicable https://npodlozhniy.github.io/posts/delta-method/ Wed, 31 Jul 2024 00:00:00 +0000 https://npodlozhniy.github.io/posts/delta-method/ Correct variance estimation for ratio metrics using the Delta Method — and why naive approaches quietly break your confidence intervals https://npodlozhniy.github.io/posts/cuped/ Thu, 18 Apr 2024 00:00:00 +0000 https://npodlozhniy.github.io/posts/cuped/ How CUPED uses pre-experiment covariates to cut metric variance and boost AB test sensitivity — with a rigorous proof of what works and what silently breaks https://npodlozhniy.github.io/posts/bootstrap/ Tue, 16 Aug 2022 00:00:00 +0000 https://npodlozhniy.github.io/posts/bootstrap/ Classical and Poisson bootstrap as non-parametric tools for normalizing skewed metrics and enabling valid T-tests on small samples https://npodlozhniy.github.io/posts/bucketing/ Tue, 16 Aug 2022 00:00:00 +0000 https://npodlozhniy.github.io/posts/bucketing/ How aggregating observations into buckets normalises skewed metrics, reduces variance, and cuts computation — with a probability proof for choosing the right bucket count