Going Bayesian in Ad Tech (Two Case Studies)

In online advertising, our data is fast and sparse, which can undermine traditional analyses. This session presents two applications of Bayesian methods: the first case is detecting changes in click-through-rate (CTR) in a series of web traffic from end users; the second case is estimating market depth using series of ad network data. In both cases, going Bayesian allowed us to use lower-level data directly to answer high-level strategic questions.