PAC-Bayes Generalisation Bounds for Dynamical Systems Including Stable RNNs
In this paper, we derive a PAC-Bayes bound on the generalisation gap, in a supervised time-
series setting for a special class of discrete-time non-linear dynamical systems. This class …
series setting for a special class of discrete-time non-linear dynamical systems. This class …
Relative almost sure regret bounds for certainty equivalence control of markov jump systems
In this paper, we consider learning and control problem in an unknown Markov jump linear
system (MJLS) with perfect state observations. We first establish a generic upper bound on …
system (MJLS) with perfect state observations. We first establish a generic upper bound on …
Finite-time Sample Complexity Analysis of Least Square Identifying Stochastic Switched Linear System
N Musavi, GE Dullerud - 2023 62nd Annual Conference of the …, 2023 - ieeexplore.ieee.org
In this paper, we examine the high-probability finite-time theoretical guarantees of the least
squares method for system identification of switched linear systems with process noise and …
squares method for system identification of switched linear systems with process noise and …