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John Leth

4 accepted papers

2025

Optimal Sensor Scheduling and Selection for Continuous-Discrete Kalman Filtering with Auxiliary Dynamics

ICML 2025poster

We study the Continuous-Discrete Kalman Filter (CD-KF) for State-Space Models (SSMs) where continuous-time dynamics are observed via multiple sensors with discrete, irregularly timed measurements. Our focus extends to scenarios in which the measurement process is coupled with the states of an auxili…

2024

PAC-Bayes Generalisation Bounds for Dynamical Systems including Stable RNNs

AAAI 2024technical

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 includes stable recurrent neural networks (RNN), and the motivation for this work was its application to RNNs. In or…

2024

PAC-Bayesian Error Bound, via Rényi Divergence, for a Class of Linear Time-Invariant State-Space Models

ICML 2024poster

In this paper we derive a PAC-Bayesian 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). This class of systems is widely used in control engineering and econometrics, in particular,…

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