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.

翻译：我们开发了一种适用于层次贝叶斯模型和广义线性模型的在线学习MCMC方法。同时构建了一种能泛化多种肥尾和瘦尾特征的肥尾LTV模型。我们通过某大型移动应用的商业LTV数据验证了上述两项研究成果。