gamma distribution
CLVAE: A Variational Autoencoder for Long-Term Customer Revenue Forecasting
Näf, Jeffrey, Mbelson, Riana Valera, Meierer, Markus
Predicting customers' long-term revenue from sparse and irregular transaction data is central to marketing resource allocation in non-contractual settings, yet existing approaches face a trade-off. Traditional probabilistic customer base models deliver robust long-horizon forecasts by imposing strong structural assumptions, while flexible machine-learning models often require substantial training data and careful tuning. We propose a variational-autoencoder-based model that preserves the process-based likelihood of established attrition-transaction-spend models conditional on customer heterogeneity, but replaces the restrictive parametric mixing distribution with a flexible latent representation learned by encoder-decoder networks. The resulting approach (i) provides a single model for customer attrition, transactions and spending, (ii) remains reliable when contextual covariates are unavailable, and (iii) flexibly incorporates rich covariates and nonlinear effects when they are available. This design balances structural stability with the flexibility needed to capture complex purchase dynamics. Across multiple real-world datasets and prediction horizons, the proposed model improves upon the latest benchmarks. Businesses benefit directly, as a better assessment of customers' future revenues improves the efficiency of campaign targeting. For research, this work provides guidance on how to embed domain-specific models into the variational autoencoder framework, enabling flexible representation learning while retaining an econometrically meaningful process structure.
Baselines
As shown in the main text, under the assumption that the influence network is unbiased, our factor baselines are indeed valid control variates. We prove this result below, repeating the statement itself for posterity and providing a supplementary lemma on control variates as a restatement of known results. Let X, Y and Zbe random variables where the law of Xconditional on Z is denoted Pθ(X|Z), and Y is independent of X conditioned on Z; i.e. Then, we have that E[Y θln Pθ(X)] = 0. Proof. Factor baselines are valid control variates if GΣ is true to the MDP (i.e.
A Power-Weighted Noncentral Complex Gaussian Distribution
The complex Gaussian distribution has been widely used as a fundamental spectral and noise model in signal processing and communication. However, its Gaussian structure often limits its ability to represent the diverse amplitude characteristics observed in individual source signals. On the other hand, many existing non-Gaussian amplitude distributions derived from hyperspherical models achieve good empirical fit due to their power-law structures, while they do not explicitly account for the complex-plane geometry inherent in complex-valued observations. In this paper, we propose a new probabilistic model for complex-valued random variables, which can be interpreted as a power-weighted noncentral complex Gaussian distribution. Unlike conventional hyperspherical amplitude models, the proposed model is formulated directly on the complex plane and preserves the geometric structure of complex-valued observations while retaining a higher-dimensional interpretation. The model introduces a nonlinear phase diffusion through a single shape parameter, enabling continuous control of the distributional geometry from arc-shaped diffusion along the phase direction to concentration of probability mass toward the origin. We formulate the proposed distribution and analyze the statistical properties of the induced amplitude distribution. The derived amplitude and power distributions provide a unified framework encompassing several widely used distributions in signal modeling, including the Rice, Nakagami, and gamma distributions. Experimental results on speech power spectra demonstrate that the proposed model consistently outperforms conventional distributions in terms of log-likelihood.
Deep Learning-based Prediction of Clinical Trial Enrollment with Uncertainty Estimates
Do, Tien Huu, Masquelier, Antoine, Lee, Nae Eoun, Crowther, Jonathan
Clinical trials are a systematic endeavor to assess the safety and efficacy of new drugs or treatments. Conducting such trials typically demands significant financial investment and meticulous planning, highlighting the need for accurate predictions of trial outcomes. Accurately predicting patient enrollment, a key factor in trial success, is one of the primary challenges during the planning phase. In this work, we propose a novel deep learning-based method to address this critical challenge. Our method, implemented as a neural network model, leverages pre-trained language models (PLMs) to capture the complexities and nuances of clinical documents, transforming them into expressive representations. These representations are then combined with encoded tabular features via an attention mechanism. To account for uncertainties in enrollment prediction, we enhance the model with a probabilistic layer based on the Gamma distribution, which enables range estimation. We apply the proposed model to predict clinical trial duration, assuming site-level enrollment follows a Poisson-Gamma process. We carry out extensive experiments on real-world clinical trial data, and show that the proposed method can effectively predict the number of patients enrolled at a number of sites for a given clinical trial, outperforming established baseline models.