Abstract
Online experiments and specifically A/B testing are commonly used to identify whether a proposed change to a web page is in fact an effective one. This study focuses on basic settings in which a binary outcome is obtained from each user who visits the website and the probability of a response may be affected by numerous factors. We use Bayesian probit regression to model the factor effects and combine elements from traditional two-level factorial experiments and multiarmed bandits to construct sequential designs that embed attractive features of estimation and exploitation.
Acknowledgments
We wish to thank the referees and the associate editor. Their constructive feedback led to many improvements in this article.