Anyone Interested in learning about PAC-Bayes generalization theory should go directory to the following tutorial

A PAC-Bayesian Tutorial with a Dropout Bound, ArXive1307.2118, July, 2013

References to my original papers:

Some PAC-Bayesian theorems COLT, 1998

PAC-Bayesian model averaging COLT, 1999

PAC-Bayesian stochastic model selection Journal of Machine Learning, 2003.

Simplified PAC-Bayesian margin bounds, COLT, 2003.