Publications


Working paper Series

2017

2017-92 Homogeneous Besov and Triebel–Lizorkin spaces associated tonon-negative self-adjoint operators
by Athanasios G. Georgiadis & Gérard Kerkyacharian, & Georges Kyriazis & Pencho Petrushev
2017-91 Hardy spaces associated with non-negative self-adjoint operators
by Shia Dekel & Gérard Kerkyacharian, & Georges Kyriazis & Pencho Petrushev
2017-90 Regularity of Gaussian Processes on Dirichlet spaces
by Gérard Kerkyacharian, & Shigeyoshi Ogawa & Pencho Petrushev & Dominique Picard
2017-89 Insurance Between Firms: The Role of Internal Labor Markets
by Giacinta Cestone & Chiara Fumagalli & Francis Kramarz & Giovanni Pica
2017-88 Probabilistic forecasting of the wind energy resource at the monthly to seasonal scale
by Bastien Alonzo & Philippe Drobinski & Riwal Plougonven & Peter Tankov
2017-87 Optimal management of a wind power plant with storage capacity
by Jérôme Collet & Olivier Féron & Peter Tankov
2017-85 Log-PCA versus Geodesic PCA of histograms in the Wasserstein space
by Elsa Cazelles & Vivien Seguy & Jérémie Bigot & Marco Cuturi & Nicolas Papadakis
2017-84 Wasserstein Dictionary Learning: Optimal Transport-based unsupervised non-linear dictionary learning
by Morgan A. Schmitz & Matthieu Heitz & Nicolas Bonneel & Fred Ngolè & David Coeurjolly
2017-83 Learning Generative Models with Sinkhorn Divergences
by Aude Geneway & Gabriel Peyré & Marco Cuturi
2017-82 Sliced Wasserstein Kernel for Persistence Diagrams
by Mathieu Carrière & Marco Cuturi & Steve Oudot
2017-81 Soft-DTW: a Differentiable Loss Function for Time-Series
by Marco Cuturi & Mathieu Blondel
2017-80 Nation-Building, Nationalism, and Wars
by Alberto Alesina & Bryony Reich & Alessandro Riboni
2017-79 Measuring individual risk-attitudes: an experimental comparison between Holt & Laury measure and an insurance-choices-based procedure
by Anne Corcos & François Pannequin & Claude Montmarquette,
2017-78 Compulsory insurance and voluntary self-insurance: substitutes or complements? A matter of risk attitudes
by François Pannequin & Anne Corcos
2017-77 Shapes of implied volatility with positive mass at zero
by Stefano De Marco & Caroline Hillairet & Antoine Jacquier
2017-76 Trading against disorderly liquidation of a large position under asymmetric information and market impact
by Caroline HILLAIRET & Cody HYNDMAN & Ying JIAO & Renjie WANG
2017-75 Pricing formulae for derivatives in insurance using the Malliavin calculus
by Caroline Hillairet & Ying Jiao
2017-74 Consistent Utility of Investment and Consumption : a forward/backward SPDE viewpoint
by Nicole El Karoui & Caroline Hillairet & Mohamed Mrad
2017-73 Decentralized leadership in a federation and competition for mobile firms: Does economic integration matter?
by Thierry Madiès & Emmanuelle Taugourdeau
2017-72 Nonparametric imputation by data depth
by Pavlo Mozharovskyi & Julie Josse & François Husson
2017-71 Fast computation of Tukey trimmed regions and median in dimension p > 2
by Xiaohui Liu & Karl Mosler & Pavlo Mozharovskyi
2017-70 Linear wavelet estimation of the derivatives of a regression function based on biased data
by Yogendra P. Chaubey & Christophe Chesneau & Fabien Navarro
2017-69 A note on the adaptive estimation of the differential entropy by wavelet methods
by Christophe Chesneau & Fabien Navarro & Oana Silvia Serea
2017-68 On the pointwise mean squared error of a multidimensional term-by-term thresholding wavelet estimator
by Christophe Chesneau & Fabien Navarro
2017-67 Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases
by Fabien Navarro & Adrien Saumard
2017-66 Parametric estimation of hidden Markov models by least squares type estimation and deconvolution
by Christophe Chesneau & Salima El Kolei & Fabien Navarro
2017-65 Efficiency of the V-fold model selection for localized bases
by Fabien Navarro & Adrien Saumard
2017-64 Heterogeneity, Convergence and Imbalances in the Euro Area
by Stephane Auray & Aurelien Eyquem
2017-63 Unemployment, Borrowing Constraints and Stabilization Policies
by Auray Stéphane & Eyquem Aurélien
2017-62 Ramsey-optimal Tax Reforms and Real Exchange Rate Dynamics
by Auray Stéphane & Eyquem Aurélien & Gomme Paul
2017-61 Debt Hangover in the Aftermath of the Great Recession
by Auray Stéphane & Eyquem Aurélien & Gomme Paul
2017-60 Banks, Sovereign Risk and Unconventional Monetary Policies
by Auray Stéphane & Eyquem Aurélien & Mairesse Xiaofei
2017-59 Dynamic Comparative Advantage, Directed Mobility Across Sectors, and Wages
by Auray Stéphane & Fuller David & Lkhagvasuren Damba & Terracol Antoine
2017-58 Unemployment Insurance Take-up Rates in an Equilibrium Search Model
by Auray Stéphane & Fuller David & Lkhagvasuren Damba
2017-57 Employment protection legislation impacts on capital and skill composition
by Cette Gilbert & Lopez Jimmy & Mairesse Jacques
2017-56 A general model of price competition with soft capacity constraints
by Cabon-Dhersin Marie-Laure & Drouhin Nicolas
2017-55 Financing innovative green projects with asymmetric information and costly public funds
by Meunier Guy & Ponssard Jean-Pierre
2017-54 Uninsured Unemployment Risk and Optimal Monetary Policy
by Edouard Challe
2017-53 Improved bounds for Square-Root Lasso and Square-Root Slope
by Alexis Derumigny
2017-52 Preferences under ignorance
by Olivier Gossner & Christoph Kuzmics
2017-51 A normalized value for information purchases
by Antonio Cabrales & Olivier Gossner & Roberto Serrano
2017-50 Optimal Illusion of Control and Related Perception Biases
by Olivier Gossner & Jakub Steiner
2017-49 An instrumental approach to the value of information
by Michel De Lara & Olivier Gossner
2017-48 Frictional Labor Mobility
by Benoît Schmutz & Modibo Sidibé
2017-47 Are Inclusionary Housing Programs Color-blind? The Case of Montgomery County MPDU Program
by Adji Fatou Diagne & Haydar Kurban & Benoît Schmutz
2017-46 The Interconnections Between Services and Goods Trade at the Firm-Level
by Andrea Ariu & Holger Breinlich & Gregory Corcos & Giordano Mion
2017-45 Platform Price Parity Clauses with Direct Sales
by BjØrn Olav Johansen & Thibaud Vergé
2017-44 Secret contracting in multilateral relations
by Patrick Rey & Thibaud Vergé
2017-43 Structured Matrix Estimation and Completion
by Olga Klopp & Yu Lu & Alexandre B. Tsybakov & Harrison H. Zhou
2017-42 Optimal graphon estimation in cut distance
by Olga Klopp & Nicolas Verzelen
2017-41 Constructing confidence sets for the matrix completion problem
by Alexandra Carpentier & Olga Klopp & Matthias Löffler
2017-40 Informed Sub-Sampling MCMC: Approximate Bayesian Inference for Large Datasets
by Florian Maire & Nial Friel & Pierre ALQUIER
2017-39 Concentration of tempered posteriors and of their variational approximations
by Pierre Alquier & James Ridgway
2017-38 Simultaneous Dimension Reduction and Clustering via the NMF-EM Algorithm
by Léna CAREL & Pierre ALQUIER
2017-37 Improving approximate Bayesian computation via quasi Monte Carlo
by Alexander Buchholz & Nicolas CHOPIN
2017-36 Negative association, ordering and convergence of resampling methods
by Mathieu GERBER & Nicolas CHOPIN & Nick WHITELEY
2017-35 Sequential quasi-Monte Carlo: Introduction for Non-Experts, Dimension Reduction, Application to Partly Observed Diffusion Processes
by Nicolas Chopin & Mathieu Gerber
2017-34 Modelling dependency completion in sentence comprehension as a Bayesian hierarchical mixture process: A case study involving Chinese relative clauses
by Shravan Vasishth & Nicolas Chopin & Robin Ryder & Bruno Nicenboim
2017-33 Bayesian Hierarchical Finite Mixture Models of Reading Times: A Case Study
by Shravan Vasishth & Bruno Nicenboim & Nicolas Chopin & Robin Ryder
2017-32 Robust machine learning by median-of-means : theory and practice
by Guillaume Lecué & Mathieu Lerasle
2017-31 An IHT algorithm for sparse recovery from subexponential measurements
by Simon Foucart & Guillaume Lecué
2017-30 Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions
by Pierre Alquier & Vincent Cottet & Guillaume Lecué
2017-29 Towards the study of least squares estimators with convex penalty
by Pierre.C Bellec & Guillaume Lecué & Alexandre.B Tsybakov
2017-28 Learning from MOM’s principles : Le Cam’s approach
by Guillaume Lecué & Mathieu Lerasle
2017-27 Local Asymptotic Equivalence of Pure States Ensembles and Quantum Gaussian White Noise
by Cristina Butucea & Madalin Guta & Michael Nussbaum
2017-26 Pivotal Estimation Via Self-Normalization for High-Dimensional Linear Models with Errors in Variables
by Alexandre Belloni & Victor Chernozhukov & Abhishek Kaul & Mathieu Rosenbaum & Alexandre B. Tsybakov
2017-25 Sparse covariance matrix estimation in high-dimensional deconvolution
by Denis Belomestny & Mathias Trabs & Alexandre Tsybakov
2017-24 Stuctured Matrix Estimation and Completion
by Olga Klopp & Yu Lu & Alexandre Tsybakov & Harrison H. Zhou
2017-23 Towards the study of least squares Estimators with convex penalty
by Pierre C. Bellec & Guillaume Lecué & Alexandre Tsybakov
2017-22 Optimal Kullback-Leibler Aggregation in Mixture Estimation by Maximum Likelihood
by Arnak Dalalyan & Mehdi Sebbar
2017-21 Further and stronger analogy between sampling and optimization: Langevin Monte Carlo and gradient descent
by Arnak Dalalyan
2017-20 User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient
by Arnak Dalalyan & Avetik Karagulyan
2017-19 Estimating linear functionals of a sparse family of Poisson means Price Discrimination
by Olivier Collier & Arnak Dalalyan
2017-18 Automobile Prices in Market Equilibrium with Unobserved Price Discrimination
by Xavier D’Haultfoeuille & Isis Durrmeyer & Philippe Février
2017-17 Why are inflation forecasts sticky?
by Frédérique Bec & Raouf Boucekkine & Caroline Jardet
2017-16 Some doubts about the economic analysis of the flow of silver to China in 1550-1820
by Jacques Melitz
2017-15 An Equilibrium Model of the Market for Bitcoin Mining
by Julien Prat & Walter Benjamin
2017-14 Fiscal federalism in a monetary union: the cooperation pitfall
by Hubert Kempf
2017-13 From Latin Quarter to Montmartre Investigating Parisian Real-Estate Prices
by Mathilde Poulhes
2017-12 Countercyclical Endogenous Uncertainty Shocks, Efficiency Wages and Procyclical Precautionary Labor Productivity
by Jean-Michel Grandmont
2017-11 Behavioral Heterogeneity : Pareto Distributions of Homothetic Preference Scales and Aggregate Expenditures Income Elasticities
by Jean-Michel Grandmont
2017-10 Consistent Pseudo-Maximum Likelihood Estimators
by Christian Gouriéroux & Alain Monfort & Eric Renault
2017-09 Statistical Inference for Independent Component Analysis: Application to Structural VAR Models
by Christian Gouriéroux & Alain Monfort & Jean-Paul Renne
2017-08 Identification and Estimation in Non-Fundamental Structural VARMA Models
by Christian Gouriéroux & Alain Monfort & Jean-Paul Renne
2017-07 Composite Indirect Inference with Application
by Christian Gouriéroux & Alain Monfort
2017-06 Regulatory arbitrage and the e ciency of banking regulation
by Pierre C. Boyer & Hubert Kempf
2017-05 Intégration européenne et politiques du marché du travail : Quel consensus entre parlementaires français et allemands ?
by Sebastien Blesse & Pierre C. Boyer & Friedrich Heinemann & Eckhard Janeba & Anasuya Raj
2017-04 The Evolution of Within- and Cross-Country Differences in the Transition to Adulthood: A New Perspective
by Sander Wagner & Olivier Thévenon
2017-03 Children of the Reunification: Gendered Effects on Intergenerational Mobility in Germany
by Sander Wagner
2017-02 About tests of the “simplifying” assumption for conditional copulas
by Alexis Derumigny & Jean-David Fermanian
2017-01 Pegging the Interest Rate on Bank Reserves
by Diba Behzad & Olivier Loisel