Working Papers

From Center for Research in Economics and Statistics
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2017-43: Structured Matrix Estimation and Completion

Olga Klopp, Yu Lu, Alexandre B. Tsybakov and Harrison H. Zhou

2017-42: Optimal graphon estimation in cut distance

Olga Klopp and Nicolas Verzelen

2017-41: Constructing confidence sets for the matrix completion problem

Alexandra Carpentier, Olga Klopp and Matthias Löffler

2017-40: Informed Sub-Sampling MCMC: Approximate Bayesian Inference for Large Datasets

Florian Maire, Nial Friel and Pierre Alquier

2017-39: Concentration of tempered posteriors and of their variational approximations

Pierre Alquier and James Ridgway

2017-38: Simultaneous Dimension Reduction and Clustering via the NMF-EM Algorithm

Léna Carel and Pierre Alquier

2017-37: Improving approximate Bayesian computation via quasi Monte Carlo

Alexander Buchholz and Nicolas Chopin

2017-36: Negative association, ordering and convergence of resampling methods

Mathieu Gerber, Nicolas Chopin and Nick Whiteley

2017-35: Sequential quasi-Monte Carlo: Introduction for Non-Experts, Dimension Reduction, Application to Partly Observed Diffusion Processes

Nicolas Chopin and Mathieu Gerber

2017-34: Modelling dependency completion in sentence comprehension as a Bayesian hierarchical mixture process: A case study involving Chinese relative clauses

Shravan Vasishth, Nicolas Chopin, Robin Ryder and Bruno Nicenboim

2017-33: Bayesian Hierarchical Finite Mixture Models of Reading Times: A Case Study

Shravan Vasishth, Bruno Nicenboim, Nicolas Chopin and Robin Ryder

2017-32: Robust machine learning by median-of-means: theory and practice

Guillaume Lecué and Mathieu Lerasle

2017-31: An IHT algorithm for sparse recovery from subexponential measurements

Simon Foucart and Guillaume Lecué

2017-30: Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions

Pierre Alquier, Vincent Cottet and Guillaume Lecué

2017-29: Towards the study of least squares estimators with convex penalty

Pierre.C Bellec, Guillaume Lecué and Alexandre.B Tsybakov

2017-28: Learning from MOM’s principles: Le Cam’s approach

Guillaume Lecué and Mathieu Lerasle

2017-27: Local Asymptotic Equivalence of Pure States Ensembles and Quantum Gaussian White Noise

Cristina Butucea, Madalin Guta and Michael Nussbaum

2017-26: Pivotal Estimation Via Self-Normalization for High-Dimensional Linear Models with Errors in Variables

Alexandre Belloni, Victor Chernozhukov, Abhishek Kaul, Mathieu Rosenbaum and Alexandre B. Tsybakov

2017-25: Sparse covariance matrix estimation in high-dimensional deconvolution

Denis Belomestny, Mathias Trabs and Alexandre Tsybakov

2017-24: Stuctured Matrix Estimation and Completion

Olga Klopp, Yu Lu, Alexandre Tsybakov and Harrison H. Zhou

2017-23: Towards the study of least squares Estimators with convex penalty

Pierre C. Bellec, Guillaume Lecué and Alexandre Tsybakov

2017-22: Optimal Kullback-Leibler Aggregation in Mixture Estimation by Maximum Likelihood

Arnak Dalalyan and Mehdi Sebbar

2017-21: Further and stronger analogy between sampling and optimization: Langevin Monte Carlo and gradient descent

Arnak Dalalyan

2017-20: User-friendly guarantees for the Langevin Monte Carlo with inaccurate gradient

Arnak Dalalyan and Avetik Karagulyan

2017-19: Estimating linear functionals of a sparse family of Poisson means Price Discrimination

Olivier Collier and Arnak Dalalyan

2017-18: Automobile Prices in Market Equilibrium with Unobserved Price Discrimination

Xavier D'Haultfoeuille, Isis Durrmeyer and Philippe Février

2017-17: Why are inflation forecasts sticky?

Frédérique Bec, Raouf Boucekkine and Caroline Jardet

2017-16: Some doubts about the economic analysis of the flow of silver to China in 1550-1820

Jacques Melitz

2017-15: An Equilibrium Model of the Market for Bitcoin Mining

Julien Prat and Walter Benjamin

2017-14: Fiscal federalism in a monetary union: the cooperation pitfall

Hubert Kempf

2017-13: From Latin Quarter to Montmartre Investigating Parisian Real-Estate Prices

Mathilde Poulhes

2017-12: Countercyclical Endogenous Uncertainty Shocks, Efficiency Wages and Procyclical Precautionary Labor Productivity

Jean-Michel Grandmont

2017-11: Behavioral Heterogeneity: Pareto Distributions of Homothetic Preference Scales and Aggregate Expenditures Income Elasticities

Jean-Michel Grandmont

2017-10: Consistent Pseudo-Maximum Likelihood Estimators

Christian Gourieroux, Alain Monfort and Eric Renault

2017-09: Statistical Inference for Independent Component Analysis: Application to Structural VAR Models

Christian Gourieroux, Alain Monfort and Jean-Paul Renne

2017-08: Identification and Estimation in Non-Fundamental Structural VARMA Models

Christian Gourieroux, Alain Monfort and Jean-Paul Renne

2017-07: Composite Indirect Inference with Application

Christian Gourieroux and Alain Monfort

2017-06: Regulatory arbitrage and the efficiency of banking regulation

Pierre Boyer and Hubert Kempf

2017-05: Intégration européenne et politiques du marché du travail: Quel consensus entre parlementaires français et allemands ?

Sebastien Blesse, Pierre Boyer, Friedrich Heinemann, Eckhard Janeba and Anasuya Raj

2017-04: The Evolution of Within- and Cross-Country Differences in the Transition to Adulthood: A New Perspective

Sander Wagner and Olivier Thévenon

2017-03: Children of the Reunification: Gendered Effects on Intergenerational Mobility in Germany

Sander Wagner

2017-02: About tests of the “simplifying” assumption for conditional copulas

Alexis Derumigny and Jean-David Fermanian

2017-01: Pegging the Interest Rate on Bank Reserves

Behzad Diba and Olivier Loisel

2016-39: A Flexible State-Space Model with Application to Stochastic Volatility

Christian Gourieroux and Yang Lu

2016-38: Travelling with Albert Gi? Comparing Nominal, Ordinal and Interval Approaches in Comparative Studies of Social and Cultural Spaces

Dominique Joye, Gunn Elisabeth Birkelund and Yannick Lemel

2016-37: Discrimination in Dynamic Procurement Design with Learning-by-doing

Klenio Barbosa and Pierre Boyer

2016-36: Neighbor Discrimination Theory and evidence from the French rental market

Pierre-Philippe Combes, Benoit Schmutz, Bruno Decreuse and Alain Trannoy

2016-35: Multi-factor Granularity Adjustments for Market and Counterparty Risks

Jean-David Fermanian and Clément Florentin

2016-34: The behavior of dealers and clients on the European corporate bond market: the case of Multi-Dealer-to-Client platforms

Jean-David Fermanian, Olivier Guéant and Jiang Pu

2016-33: Consistent Pseudo-Maximum Likelihood Estimators

Christian Gourieroux, Alain Monfort and Eric Renault