Microsoft Technology Licensing, LLC

Johannes Borgstroem

Andrew Donald Gordon

Sriram Kottarakurichi Rajamani

Thore Graepel

Aditya Nori

There is provided a method and system for modeling a data generating process. The method includes generating a dyadic Bayesian model including a pair of probabilistic functions representing a prior distribution and a sampling distribution, and modeling a data generating process based on the dyadic Bayesian model using observed data. The method includes generating a learner object for the dyadic Bayesian model. The method further includes training the dyadic Bayesian model with the learner object based on the observed data to produce a trained dyadic Bayesian model. The method also includes generating a posterior distribution over parameters based on the trained dyadic Bayesian model. The method also further includes generating a posterior predictive distribution based on the posterior distribution. The method also includes predicting an outcome of observable variables based on the posterior predictive distribution.

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Stockholm, Sweden

Johannes Borgstroem