Marco Longfils
Marco Longfils received a B. Sc. degree in Mathematics from State University in Milan in 2012, M. Sc. in Applied Mathematics in 2014, and a PhD degree in Statistics from Chalmers University of Technology in 2019. His PhD dissertation focused on particle tracking and image analysis applied to confocal microscopy. Since then, he works at Google.
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How to measure the incremental return on Ad spend (iROAS) is a fundamental problem for the online advertising industry. A standard modern tool is to run randomized geo experiments, where experimental units are non-overlapping ad-targetable geographical areas (Vaver & Koehler 2011). However, how to design a reliable and cost-effective geo experiment can be complicated, for example: 1) the number of geos is often small, 2) the response metric (e.g. revenue) across geos can be very heavy-tailed due to geo heterogeneity, and furthermore 3) the response metric can vary dramatically over time. To address these issues, we propose a robust nonparametric method for the design, called Trimmed Match Design
(TMD), which extends the idea of Trimmed Match (Chen & Au 2019) and furthermore integrates the techniques of optimal subset pairing and sample splitting in a novel and systematic manner. Some simulation and real case studies are presented. We also point out a few open problems for future research.
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