arXiv:2608. 13510v1 Announce Type: cross Abstract: Machine learning procedures are commonly evaluated in terms of predictive accuracy and computational efficiency.
Machine learning procedures are commonly evaluated in terms of predictive accuracy and computational efficiency. However, their achievable performance is fundamentally constrained by structural properties of the underlying data-generating process, which are formalized in terms of informational bounds.
arXiv:2502.07584v3 Announce Type: replace-cross Abstract: Many learning algorithms can be represented as Markov processes, and understanding their generalization error is a central topic in learning...
arXiv:2603. 08287v2 Announce Type: replace-cross Abstract: We analyze the Bayesian regret of the Gaussian process posterior sampling reinforcement learning (GP-PSRL) algorithm.
arXiv:2608. 20183v1 Announce Type: new Abstract: Classical information criteria such as the Bayesian Information Criterion (BIC) rely on regularity assumptions that break down for singular models, leading to incorrect model selection in settings such as deep learning.
arXiv:2610. 00637v1 Announce Type: new Abstract: We establish non-asymptotic sample complexity bounds for the least-squares estimation of vector autoregressive models for exponentially stable systems with heavy-tailed noise based on a single observed trajectory.
arXiv:2606. 01468v1 Announce Type: cross Abstract: Due to their explicit priors and ability to model uncertainty, Bayesian methods have played a major role in dynamical latent variable modeling of single-cell neural recordings.
arXiv:2607. 00470v1 Announce Type: cross Abstract: We investigate a forecasting framework based on a simple discrete-time dynamic model with coefficients varying in time.
We investigate a forecasting framework based on a simple discrete-time dynamic model with coefficients varying in time. The parameters of the model are recovered within a deep learning framework, which makes it possible to retain a transparent parametric structure while simultaneously accounting for complex and nonstationary patterns in the observed phenomenon.
The paper studies least squares parameter estimation for discrete‑time, unstable, closed‑loop nonlinear stochastic systems with linearly parametrised uncertainty and additive i.i.d. process noise. By perturbing the control policy with exploratory input and assuming a sub‑exponential input‑to‑state growth property, the authors derive non‑asymptotic bounds on the estimation error whenever the state trajectory remains in an informative region of the state space. When the entire state space is informative, the bounds hold with high probability for all time steps, and the authors illustrate the applicability of their results with examples that extend beyond existing work.
arXiv:2606. 28281v1 Announce Type: cross Abstract: PAC-Bayesian bounds provide finite-sample guarantees for data-dependent randomized predictors, but applying them to learning-based control is difficult because the natural objective is a quadratic trajectory cost.
Accurately learning nonlinear dynamics from a finite-duration experiment requires the efficient collection of informative data. We address this challenge for stochastic controlled nonlinear dynamical...