Comparing quantiles at scale in online A/B-testing

TL;DR: Using the properties of the Poisson bootstrap algorithm and quantile estimators, we have been able to reduce the computational complexity of Poisson bootstrap difference-in-quantiles confidence intervals enough to unlock bootstrap inference for almost arbitrary large samples. At Spotify, we can now easily calculate bootstrap confidence intervals for difference-in-quantiles in A/B tests with hundreds of [...]...

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