Generalization bounds of ERM-based learning processes for continuous-time Markov chains

• Main Authors: Zhang, Chao, Tao, Dacheng
• Other Authors: School of Computer Engineering
• Format: Article
• Language: English
• Published: 2013
• Subjects: DRNTU::Engineering::Computer science and engineering
• Online Access: https://hdl.handle.net/10356/99342; http://hdl.handle.net/10220/13531
• Institution: Nanyang Technological University

Many existing results on statistical learning theory are based on the assumption that samples are independently and identically distributed (i.i.d.). However, the assumption of i.i.d. samples is not suitable for practical application to problems in which samples are time dependent. In this paper, we...