Streaming Bayesian Modeling for predicting Fat-Tailed Customer Lifetime
  Value
Alexey V. Calabourdin Konstantin A. Aksenov
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.