Streaming Bayesian Modeling for predicting Fat-Tailed Customer Lifetime Value

Alexey V. Calabourdin; Konstantin A. Aksenov

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arXiv · 2312.00373

Streaming Bayesian Modeling for predicting Fat-Tailed Customer Lifetime Value

Alexey V. Calabourdin·Konstantin A. Aksenov

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Abstract

We develop an online learning MCMC approach applicable for hierarchical bayesian models and GLMS. We also develop a fat-tailed LTV model that generalizes over several kinds of fat and thin tails. We demonstrate both developments on commercial LTV data from a large mobile app.

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Alexey V. Calabourdin, Konstantin A. Aksenov. 2023-12-01. Streaming Bayesian Modeling for predicting Fat-Tailed Customer Lifetime Value. https://arxiv.org/abs/2312.00373

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