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Openai·Software Engineer·Technical Phone Screen·Senior

Senior
Jul 2026

Summary

Applied stats heavy technical screen for a research engineer role at OpenAI. The whole thing was basically one long derivation problem about signal detection across GPU nodes, and it went deeper than I expected.

Questions Asked (1)

Q1

You have multiple GPU nodes where each node outputs a signal corrupted by Gaussian noise. Walk through how you'd set up the statistical model, derive a test for whether a true signal is present, combine observations across nodes optimally, choose a test statistic, set a detection threshold for a given false-positive rate, and explain how power scales with the number of nodes.

A/B Testing & ExperimentationTechnical Trade-offsAlgorithms & Data Structures
Author's notes

This was basically one question that kept unfolding for 40 minutes.

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AI HintsAI Generated

Suggested Approach

Frame the problem as a binary hypothesis test with Gaussian noise, derive the optimal likelihood ratio test, and show how to combine independent node observations via sufficient statistics. Then discuss threshold selection based on the false-positive rate and analyze power scaling with the number of nodes.

Pro tip: Emphasize that the optimal fusion rule is a weighted sum of node observations (matched filter), and that under equal noise variance, averaging is optimal. Also note that power increases with the square root of the number of nodes for a fixed false-positive rate, which is a key insight for system design.

1. Define the statistical model

Assume each node i observes x_i = s + n_i, where s is the true signal (zero if absent, A if present) and n_i ~ N(0, σ^2) is independent Gaussian noise. State the null hypothesis H0: s=0 vs. alternative H1: s=A>0.

2. Derive the optimal test

Use the Neyman-Pearson lemma to derive the likelihood ratio test. Show that the optimal test statistic is the sum of observations (or average), which is a sufficient statistic. For known σ and A, the test reduces to comparing the sample mean to a threshold.

3. Combine observations across nodes

Since nodes are independent and identically distributed, the optimal fusion is to average the observations (or sum them). This maximizes the signal-to-noise ratio (SNR) of the combined statistic. If noise variances differ, use a weighted sum with weights inversely proportional to variance.

4. Choose test statistic and set threshold

Define the test statistic T = (1/N) Σ x_i. Under H0, T ~ N(0, σ^2/N); under H1, T ~ N(A, σ^2/N). For a given false-positive rate α, set threshold τ = z_{1-α} σ/√N, where z_{1-α} is the (1-α) quantile of the standard normal.

5. Analyze power scaling

Power = P(T > τ | H1) = 1 - Φ( z_{1-α} - A√N/σ ). As N increases, the argument increases, so power approaches 1. For fixed α, the required signal A scales as 1/√N to maintain a given power, meaning detection improves with more nodes.

Key Points to Mention

  • Gaussian noise model and independence assumption across nodes
  • Likelihood ratio test and Neyman-Pearson lemma for optimal detection
  • Sufficient statistic: sum or average of observations
  • Threshold setting using the false-positive rate and normal quantiles
  • Power function and its dependence on N (square root scaling)
  • Weighted combination when noise variances differ (inverse-variance weighting)

AI-generated suggestions, not part of the candidate's original notes. May be inaccurate — verify before relying on them.