Forschungsnotiz

Hierarchical Poisson — full PyMC NUTS posterior

Status: Shipped as a methodology surface (posterior-median P(H/D/A) gates parity with MAP; per-fixture credible intervals now publishable)Backtest-Datum: 27 May 2026Zusammenfassung + vollständige Notiz · 1,696 Wörter

Zusammenfassung

The shipping Hierarchical-Poisson fit (scripts/fit_hierarchical_poisson.py) is a MAP point estimate via L-BFGS-B. It is fast and is the production prediction surface, but it gives no measure of uncertainty on per-fixture P(H/D/A). The improvements-roadmap (§1.3) flagged this as the next methodology upgrade — not a Brier-chasing change (point-estimate Brier is already at the calibration plateau) but a publishable methodology one: the model now reports how confident it is in each forecast, a…

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