Estimating the Distribution of Displacements
Alexey Kurennoy

TL;DR
This paper introduces a simple least squares-based method for estimating the distribution of time differences between connected events without needing to match the events directly, simplifying analysis in various applications.
Contribution
The paper presents a novel, straightforward approach for distribution estimation that does not require event matching, unlike traditional methods.
Findings
Effective estimation of time difference distributions without event matching
Method's simplicity facilitates easy implementation
Applicable to various connected event analysis scenarios
Abstract
In this paper, we propose a method for estimating the distribution of time differences between connected events (such as ad impressions and corresponding customer calls). A special feature of this method is that it does not require matching those connected events with each other. The method is very simple to use as it essentially consists of computing an ordinary least squares estimator.
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Taxonomy
TopicsOptimization and Variational Analysis · Contact Mechanics and Variational Inequalities
