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.
Cite
@article{arxiv.2312.00373,
title = {Streaming Bayesian Modeling for predicting Fat-Tailed Customer Lifetime Value},
author = {Alexey V. Calabourdin and Konstantin A. Aksenov},
journal= {arXiv preprint arXiv:2312.00373},
year = {2023}
}