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On the Development of MCMC Models

See original GitHub issue

Since this is a very frequently requested feature, this issue was created to foment the development of MCMC (Markov Chain Monte Carlo Methods) implementations of the so far analytical models inside the lifetimes library.

If you can, please collaborate with (non-exhaustive list that will be edited in the future):

References
- Other libraries’ implementations.
  - BTYDplus.
Articles
Pseudo or Actual Code
Other Issues with Related Content
- #168

Issue Analytics

State:
Created 4 years ago
Reactions:4
Comments:5

Top GitHub Comments

3reactions

zdhimancommented, Oct 28, 2019

pydata Seattle 2017: Implementing and Training Predictive Customer Lifetime Value Models in Python Found this talk insightful. Unfortunately the code has been recently removed from github.

Will try to reproduce and add a notebook soon! 👍

1reaction

ColtAllencommented, Jun 10, 2022

@sophia-wright-blue I’ve been working on a new modeling backend based on the MCMC functionality of pymc in my fork for lifetimes, and I just now posted the PR:

https://github.com/ColtAllen/lifetimes/pull/24

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