PAC-Bayesian Error Bound, via Rényi Divergence, for a Class of Linear Time-Invariant State-Space Models

Deividas Eringis; John Leth; Zheng-Hua Tan; Rafal Wisniewski; Mihaly Petreczky

2024 ICML ICML 2024

PAC-Bayesian Error Bound, via Rényi Divergence, for a Class of Linear Time-Invariant State-Space Models

Abstract

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Authors

Deividas Eringis, John Leth, Zheng-Hua Tan, Rafal Wisniewski, Mihaly Petreczky

Topics

Machine Learning > Optimization & Theory > Bayesian Inference Machine Learning > Optimization & Theory > Learning Theory

Keywords

renyi divergence pac-bayesian recurrent neural network error bound linear time-invariant state-space models stochastic lti systems

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