arXiv subjects

Tim Hesterberg

Publications and source records attributed to Tim Hesterberg.

4 recordsLinked to original sources

arXiv2026

Polynomial Histograms for Memory-Efficient Representation of Long-tailed System Distributions

Distributed systems must frequently keep track of many different types of performance metrics across many different computers. For example, the latency distribution of certain operations may be computed for a large combination of computers, users, and operations. These empirical distributions need to be collected at minimal expense on the individual software components, efficiently aggregated across multiple dimensions, and stored in a compact representation for a variety of downstream data analysis applications. We describe an information loss metric for binned data that allows us to optimize cost of information loss from different histogram representations. We explore the use of polynomial histograms where each bin of a histogram is annotated with moments of the underlying distribution in that bin. These polynomial histograms are compared to traditional histograms using the same storage cost for additional bins instead of annotations in each bin. We describe an application of these techniques for file system metrics for a large production system, and analytically characterize when polynomial histograms offer more information at lower cost.

cs.DC↗

arXiv2024

Power Analysis for Experiments with Clustered Data, Ratio Metrics, and Regression for Covariate Adjustment

We describe how to calculate standard errors for A/B tests that include clustered data, ratio metrics, and/or covariate adjustment. We may do this for power analysis/sample size calculations prior to running an experiment using historical data, or after an experiment for hypothesis testing and confidence intervals. The different applications have a common framework, using the sample variance of certain residuals. The framework is compatible with modular software, can be plugged into standard tools, doesn't require computing covariance matrices, and is numerically stable. Using this approach we estimate that covariate adjustment gives a median 66% variance reduction for a key metric, reducing experiment run time by 66%.

stat.ME↗

arXiv2014

What Teachers Should Know about the Bootstrap: Resampling in the Undergraduate Statistics Curriculum

I have three goals in this article: (1) To show the enormous potential of bootstrapping and permutation tests to help students understand statistical concepts including sampling distributions, standard errors, bias, confidence intervals, null distributions, and P-values. (2) To dig deeper, understand why these methods work and when they don't, things to watch out for, and how to deal with these issues when teaching. (3) To change statistical practice---by comparing these methods to common t tests and intervals, we see how inaccurate the latter are; we confirm this with asymptotics. n >= 30 isn't enough---think n >= 5000. Resampling provides diagnostics, and more accurate alternatives. Sadly, the common bootstrap percentile interval badly under-covers in small samples; there are better alternatives. The tone is informal, with a few stories and jokes.

stat.OT↗

arXiv2008

Least angle and $\ell_1$ penalized regression: A review

Least Angle Regression is a promising technique for variable selection applications, offering a nice alternative to stepwise regression. It provides an explanation for the similar behavior of LASSO ($\ell_1$-penalized regression) and forward stagewise regression, and provides a fast implementation of both. The idea has caught on rapidly, and sparked a great deal of research interest. In this paper, we give an overview of Least Angle Regression and the current state of related research.

stat.ME↗