Articles by Jonathan Arfa

Jonathan Arfa joined Magnetic as a Data Scientist in July 2014 after finishing an M.S. in Statistics at UCLA. Before Magnetic he worked in the tech industry in Southern California and as a quantitative analyst in the energy industry in Houston.

  1. Finding a Confidence Interval for Lift

    The motivation for this blog post is simple: I was having trouble searching Google for a simple formula for the confidence interval of lift. Lift is a very important metric in our industry, and after all the work I put into researching it I want to make sure the next person to google ‘confidence interval of lift’ has an easier time.

  2. VIRBs and Sampling Events from Streams

    VIRB (Variable Incoming Rate Biased) reservoir sampling is a streaming sampling algorithm that stores a representative fixed-sized sample of events from the recent past (the user specifies the desired mean age of samples), even when the incoming rate varies. It is heavily inspired by reservoir sampling.