International audienc

Recent record‐breaking glacier melt values are attributable to peculiar extreme events and long‐term warming trends that shift averages upward. Analyzing one of the world's longest mass balance series with extreme value statistics, we show that detrending melt anomalies makes it possible to disentangle these effects, leading to a fairer evaluation of the return period of melt extreme values such as 2003, and to characterize them by a more realistic bounded behavior. Using surface energy balance simulations, we show that three independent drivers control melt: global radiation, latent heat, and the amount of snow at the beginning of the melting season. Extremes are governed by large deviations in global radiation combined with sensible heat. Long‐term trends are driven by the lengthening of melt duration due to earlier and longer‐lasting melting of ice along with melt intensification caused by trends in long‐wave irradiance and latent heat due to higher air moisture.

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Over the last decade, digital media (web or app publishers) generalized the use of real time ad auctions to sell their ad spaces. Multiple auction platforms, also called Supply-Side Platforms (SSP), were created. Because of this multiplicity, publishers started to create competition between SSPs. In this setting, there are two successive auctions: a second price auction in each SSP and a secondary, first price auction, called header bidding auction, between SSPs.In this paper, we consider an SSP competing with other SSPs for ad spaces. The SSP acts as an intermediary between an advertiser wanting to buy ad spaces and a web publisher wanting to sell its ad spaces, and needs to define a bidding strategy to be able to deliver to the advertisers as many ads as possible while spending as little as possible. The revenue optimization of this SSP can be written as a contextual bandit problem, where the context consists of the information available about the ad opportunity, such as properties of the internet user or of the ad placement.Using classical multi-armed bandit strategies (such as the original versions of UCB and EXP3) is inefficient in this setting and yields a low convergence speed, as the arms are very correlated. In this paper we design and experiment a version of the Thompson Sampling algorithm that easily takes this correlation into account. We combine this bayesian algorithm with a particle filter, which permits to handle non-stationarity by sequentially estimating the distribution of the highest bid to beat in order to win an auction. We apply this methodology on two real auction datasets, and show that it significantly outperforms more classical approaches.The strategy defined in this paper is being developed to be deployed on thousands of publishers worldwide.