PAC-Bayesian Reconstruction Guarantees for Time Series Variational Autoencoders
Forecasting time series accurately is critical for applications with complex data ranging from energy systems to healthcare and finance. Among current state of the art models, generative latent variable models are increasingly implemented; yet principled generalisation guarantees for modern latent variable models remain limited. In particular, while Variational AutoEncoders are widely used for sequential data, their theoretical analysis is largely restricted to i.i.d. settings. In this work, we develop a PAC-Bayesian framework for latent variables models applied to time series. Building on reconstruction-based bounds, we extend PAC-Bayesian guarantees to Markovian latent structures, captu...
| Authors | Chloé Hashimoto-Cullen, Ghislain Agoua, Benjamin Guedj et al. |
|---|---|
| Primary category | stat.ML |
| Published | 4 September 2026 |
| Last updated at source | 4 September 2026 |
Silytics shows public metadata from arXiv and links to the original. Information may be incomplete or out of date. Last refreshed 17 October 2026. Licenses and terms of the original apply to the work itself. Not financial, legal or professional advice.