Got an email inviting me to interview. It said there would be behavioral questions as well as anything from statistics and ML could be covered, as well as a coding section.
I prepared for a few weeks and then had the call with an applied scientist. The first half was spent going through projects on my resume. I think Amazon encourages interviewers to be "tough" by interrupting you, zeroing in on random technical details, and talking fast. I feel like I kept up ok, but it felt adversarial. The interviewer kept trying to lead me to say a certain phrase, even if I was describing it already - e.g. saying "moving average" instead of "recalculating the mean in a moving window."
The second half was the coding section. Again, it was difficult to understand what exactly the interviewer wanted - they seemed to make it up as they went - and they were very pushy and impatient. But the best came last - I wrote the Python code to train an ARIMA model and was asked to generate a forecast, but was then repeatedly told I was doing this step wrong, that I needed to pass in data to be able to generate a forecast. I was confused about this and disagreed but was steamrolled over. When I looked it up later, though, the interviewer was wrong - you only need to specify the number of steps you want in your forecast; you don't need to pass in additional data.
Third part was behavioral. No, just kidding. That part of the preparatory emails was wrong. Would have been nice to have that time to prepare more for what the interview actually covered.
Got an email rejection the next day. Overall pretty negative experience - I feel the interview was arbitrary and unnecessarily high-pressure, and I had no idea what the actual interview was going to cover until it started.