Running experiments is part and parcel of science and have lead to dramatic breakthroughs in fields such as biology, medicine and physics. Compared to these, business experiments – focused on outcomes and issues of interest to firms – are a relatively newer phenomenon but are now becoming increasingly prevalent. In some areas, such as digital advertising, experimentation has become a core feature of how business is run, so much so that the current decade in computational advertising represents a golden age of experimentation in the social sciences. This talk describes how online experimentation works in modern ad-systems, and how advertising experiments differ significantly from their natural science counterparts. I also discuss practical challenges in building experimental systems within technology-driven platforms and in driving adoption of experimentation-driven tools amongst advertisers and marketers using examples from the Chinese and US markets.