We develop an analytical framework to appropriately model and adequately analyze A/B tests in presence of nonparametric non-stationarities in the targeted business metrics. A/B tests, also known as online randomized controlled experiments, have been used at scale by data-driven enterprises to...

Why does misinformation persist, and how does it distort the long-run beliefs and actions of rational agents? We study a model where receivers see an infinite stream of messages from a sender of unknown type who observes private signals about an unknown state of the world. We characterize the...

Automatic differentiation (AD) is a popular method of computing exact derivatives in complex sensitivity analyses and optimisation routines that lack closed-form solutions, posing challenges for analytical and numerical alternatives. This paper introduces a vectorised version of AD that builds...