PAC-Bayesian theory for stochastic LTI systems

Deividas Eringis, John-Josef Leth, Zheng-Hua Tan, Rafal Wisniewski, Alireza Fakhrizadeh Esfahani, Mihaly Petreczky

Publikation: Bidrag til bog/antologi/rapport/konference proceedingKonferenceartikel i proceedingForskningpeer review

3 Citationer (Scopus)

Abstract

In this paper we derive a PAC-Bayesian error bound for autonomous stochastic LTI state-space models. The motivation for deriving such error bounds is that they will allow deriving similar error bounds for more general dynamical systems, including recurrent neural networks. In turn, PAC-Bayesian error bounds are known to be useful for analyzing machine learning algorithms and for deriving new ones.
OriginalsprogEngelsk
Titel2021 60th IEEE Conference on Decision and Control (CDC)
Antal sider8
ForlagIEEE
Publikationsdato2021
Sider6626-6633
Artikelnummer9682808
ISBN (Trykt)978-1-6654-3660-1
ISBN (Elektronisk)978-1-6654-3659-5
DOI
StatusUdgivet - 2021
Begivenhed2021 60th IEEE Conference on Decision and Control (CDC) - Austin, USA
Varighed: 14 dec. 202117 dec. 2021

Konference

Konference2021 60th IEEE Conference on Decision and Control (CDC)
Land/OmrådeUSA
ByAustin
Periode14/12/202117/12/2021
NavnI E E E Conference on Decision and Control. Proceedings
ISSN0743-1546

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