Sequential Selection of Correlated Ads by POMDPs

Online advertising has become a key source of revenue for both web search engines and online publishers. For them, the ability of allocating right ads to right webpages is critical because any mismatched ads would not only harm web users' satisfactions but also lower the ad income. In this paper, we study how online publishers could optimally select ads to maximize their ad incomes over time. The conventional offline, content-based matching between webpages and ads is a fine start but cannot solve the problem completely because good matching does not necessarily lead to good payoff. Moreover, with the limited display impressions, we need to balance the need of selecting ads to learn true ad payoffs (exploration) with that of allocating ads to generate high immediate payoffs based on the current belief (exploitation). In this paper, we address the problem by employing Partially observable Markov decision processes (POMDPs) and discuss how to utilize the correlation of ads to improve the efficiency of the exploration and increase ad incomes in a long run. Our mathematical derivation shows that the belief states of correlated ads can be naturally updated using a formula similar to collaborative filtering. To test our model, a real world ad dataset from a major search engine is collected and categorized. Experimenting over the data, we provide an analyse of the effect of the underlying parameters, and demonstrate that our algorithms significantly outperform other strong baselines

Real-time Bidding for Online Advertising: Measurement and Analysis

The real-time bidding (RTB), aka programmatic buying, has recently become the fastest growing area in online advertising. Instead of bulking buying and inventory-centric buying, RTB mimics stock exchanges and utilises computer algorithms to automatically buy and sell ads in real-time; It uses per impression context and targets the ads to specific people based on data about them, and hence dramatically increases the effectiveness of display advertising. In this paper, we provide an empirical analysis and measurement of a production ad exchange. Using the data sampled from both demand and supply side, we aim to provide first-hand insights into the emerging new impression selling infrastructure and its bidding behaviours, and help identifying research and design issues in such systems. From our study, we observed that periodic patterns occur in various statistics including impressions, clicks, bids, and conversion rates (both post-view and post-click), which suggest time-dependent models would be appropriate for capturing the repeated patterns in RTB. We also found that despite the claimed second price auction, the first price payment in fact is accounted for 55.4% of total cost due to the arrangement of the soft floor price. As such, we argue that the setting of soft floor price in the current RTB systems puts advertisers in a less favourable position. Furthermore, our analysis on the conversation rates shows that the current bidding strategy is far less optimal, indicating the significant needs for optimisation algorithms incorporating the facts such as the temporal behaviours, the frequency and recency of the ad displays, which have not been well considered in the past.Comment: Accepted by ADKDD '13 worksho

A dynamic pricing model for unifying programmatic guarantee and real-time bidding in display advertising

There are two major ways of selling impressions in display advertising. They are either sold in spot through auction mechanisms or in advance via guaranteed contracts. The former has achieved a significant automation via real-time bidding (RTB); however, the latter is still mainly done over the counter through direct sales. This paper proposes a mathematical model that allocates and prices the future impressions between real-time auctions and guaranteed contracts. Under conventional economic assumptions, our model shows that the two ways can be seamless combined programmatically and the publisher's revenue can be maximized via price discrimination and optimal allocation. We consider advertisers are risk-averse, and they would be willing to purchase guaranteed impressions if the total costs are less than their private values. We also consider that an advertiser's purchase behavior can be affected by both the guaranteed price and the time interval between the purchase time and the impression delivery date. Our solution suggests an optimal percentage of future impressions to sell in advance and provides an explicit formula to calculate at what prices to sell. We find that the optimal guaranteed prices are dynamic and are non-decreasing over time. We evaluate our method with RTB datasets and find that the model adopts different strategies in allocation and pricing according to the level of competition. From the experiments we find that, in a less competitive market, lower prices of the guaranteed contracts will encourage the purchase in advance and the revenue gain is mainly contributed by the increased competition in future RTB. In a highly competitive market, advertisers are more willing to purchase the guaranteed contracts and thus higher prices are expected. The revenue gain is largely contributed by the guaranteed selling.Comment: Chen, Bowei and Yuan, Shuai and Wang, Jun (2014) A dynamic pricing model for unifying programmatic guarantee and real-time bidding in display advertising. In: The Eighth International Workshop on Data Mining for Online Advertising, 24 - 27 August 2014, New York Cit

Filamentation induced nonlinear optics

La filamentation du laser femtoseconde provient d'un équilibre dynamique entre l’autofocalisation Kerr et la défocalisation par le plasma autogénéré produit de l’ionisation multiphotonique/tunnel des molécules dans l'air. Ce phénomène a attiré beaucoup d’attention des scientifiques telles que la télédétection de polluants atmosphériques et l'identification moléculaire par l'alignement des molécules. Cependant, il y a une multitude de processus non linéaires lors de la filamentation. Quant à l'application, il est important d'avoir une compréhension des mécanismes physiques présents lors de la filamentation induite par l’optique non linéaire. Étant donné de nombreux de phénomènes et d’applications de la filamentation, cette thèse se concentre sur une partie de ces aspects. Ceux-ci sont la rotation de la polarisation laser dans les gaz atomiques/moléculaires, le processus d’émission laser des molécules d'eau dans l'étalonnage air, lde l'humidité à travers la spectroscopie induite par un filament, ainsi que le renforcement de la fluorescence par un réseau de diffraction de plasma. La rotation de la polarisation laser d'une sonde polarisée initialement linéaire a été étudié dans les gaz atomiques/moléculaires. Dans les gaz atomiques, la biréfringence ultrarapide induite par l’effet Kerr a été mesurée quantitativement. Dans les gaz moléculaires, la biréfringence et les états de polarisation de la production de la sonde ont été modulés à la renaissance rotationnelle de la molécule. Également, nous avons étudié expérimentalement la fluorescence induite par filament à partir des fragments dissociés dans l'air. Les émissions de fluorescence des radicaux libres OH à 308.9 nm et NH à 336.0 nm ont été observés dans l'air. La fluorescence rétrodiffusée par le groupement OH et le groupement NH présentait une augmentation exponentielle accompagnant l'augmentation de la longueur du filament qui indique l’existence de l'émission spontanée amplifiée (ASE). En plus, on étudie la spectroscopie de fluorescence induite par filament à partir du réseau de diffraction pour le plasma. Le réseau de diffraction pour le plasma a été généré par des filaments non colinéaires qui se superposés et synchronisés temporellement dans l'air. Une série de spectres des fragments excités du CN a été observée. L’intensité de fluorescence du radical CN en utilisant un réseau de diffraction par le plasma est beaucoup plus forte que celle utilisant des filaments séparés temporellement.Femtosecond laser filamentation, which originates from a dynamic equilibrium between Kerr self-focusing and defocusing by the self-generated plasma produced by multiphoton/tunnel ionization of air molecules, has attracted a lot of scientific applications such as remote sensing of atmospheric pollutants, molecular identification by the alignment of molecules, etc. However, there are many nonlinear processes taking place during filamentation. From the application point of view, it is important to have a good understanding of the detailed physics behind filamentation induced nonlinear optics. Since there are many nonlinear phenomena and applications for filamentation, the thesis only focuses on few aspects of filamentation. Those are: the polarization rotation in atomic/molecular gases, the lasing action of water molecules in air, the humidity calibration through the filament-induced spectroscopy, as well as the fluorescence enhancement by plasma grating. The polarization rotation of an initially linearly polarized probe pulse was studied in atomic/molecular gases. In atomic gases, the ultrafast birefringence induced by Kerr effect was quantitatively measured. In molecular gases, the birefringence and the polarization states of the output probe were modulated at the rotational revival of molecule. We also experimentally investigate the filament-induced fluorescence from the dissociated fragments in air. Fluorescence emissions from OH free radicals at 308.9 nm and NH free radicals at 336.0 nm were observed in air. The backscattered fluorescence from both OH and NH exhibited an exponential increase with increasing filament length, indicating amplified spontaneous emission. We have further investigated the filament-induced fluorescence spectroscopy from a plasma grating. The plasma grating was generated by non-collinearly overlapping temporally synchronized filaments in air. A series of spectral lines from the excited fragments of CN was observed. The fluorescence intensity from CN radicals in plasma grating was much stronger as compared to the case of temporally separated filaments