no code implementations • 23 Mar 2021 • Deividas Eringis, John Leth, Zheng-Hua Tan, Rafal Wisniewski, Alireza Fakhrizadeh Esfahani, Mihaly Petreczky
In this paper we derive a PAC-Bayesian error bound for autonomous stochastic LTI state-space models.
no code implementations • 6 Dec 2019 • Vera Shalaeva, Alireza Fakhrizadeh Esfahani, Pascal Germain, Mihaly Petreczky
In this paper, we improve the PAC-Bayesian error bound for linear regression derived in Germain et al. [10].