# Dynamic Inference

@article{Xu2021DynamicI, title={Dynamic Inference}, author={Aolin Xu}, journal={ArXiv}, year={2021}, volume={abs/2111.14746} }

Traditional statistical estimation, or statistical inference in general, is static, in the sense that the estimate of the quantity of interest does not change the future evolution of the quantity. In some sequential estimation problems however, we encounter the situation where the future values of the quantity to be estimated depend on the estimate of its current value. Examples include stock price prediction by big investors, interactive product recommendation, and behavior prediction in multi…

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