Search Results for author: Mihaly Petreczky

Found 9 papers, 1 papers with code

PAC-Bayes Generalisation Bounds for Dynamical Systems Including Stable RNNs

1 code implementation15 Dec 2023 Deividas Eringis, John Leth, Zheng-Hua Tan, Rafal Wisniewski, Mihaly Petreczky

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.

Time Series

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

no code implementations29 Mar 2023 Deividas Eringis, John Leth, Zheng-Hua Tan, Rafael Wisniewski, Mihaly Petreczky

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

PAC-Bayesian-Like Error Bound for a Class of Linear Time-Invariant Stochastic State-Space Models

no code implementations30 Dec 2022 Deividas Eringis, John Leth, Zheng-Hua Tan, Rafal Wisniewski, Mihaly Petreczky

In this paper we derive a PAC-Bayesian-Like error bound for a class of stochastic dynamical systems with inputs, namely, for linear time-invariant stochastic state-space models (stochastic LTI systems for short).

Econometrics

Noisy Learning for Neural ODEs Acts as a Robustness Locus Widening

no code implementations16 Jun 2022 Martin Gonzalez, Hatem Hajri, Loic Cantat, Mihaly Petreczky

We investigate the problems and challenges of evaluating the robustness of Differential Equation-based (DE) networks against synthetic distribution shifts.

Data Augmentation

Realization Theory Of Recurrent Neural ODEs Using Polynomial System Embeddings

no code implementations24 May 2022 Martin Gonzalez, Thibault Defourneau, Hatem Hajri, Mihaly Petreczky

In this paper we show that neural ODE analogs of recurrent (ODE-RNN) and Long Short-Term Memory (ODE-LSTM) networks can be algorithmically embeddeded into the class of polynomial systems.

Explicit construction of the minimum error variance estimator for stochastic LTI state-space systems

no code implementations6 Sep 2021 Deividas Eringis, John Leth, Zheng-Hua Tan, Rafal Wisniewski, Mihaly Petreczky

In this short article, we showcase the derivation of the optimal (minimum error variance) estimator, when one part of the stochastic LTI system output is not measured but is able to be predicted from the measured system outputs.

Improved PAC-Bayesian Bounds for Linear Regression

no code implementations6 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].

regression Time Series +1

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