most citedPAC-Bayesian bounds for learning LTI-ss systems with input from empirical loss

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stat.ML2023★ 1 cited

PAC-Bayesian bounds for learning LTI-ss systems with input from empirical loss

Deividas Eringis, John Leth, Zheng-Hua Tan +2

In this paper we derive a Probably Approxilmately Correct(PAC)-Bayesian error bound for linear time-invariant (LTI) stochastic dynamical systems with inputs. Such bounds are widesp…