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Sébastien Gadat, Fabien Panloup et Sofiane Saadane
n° 15-556, février 2015, révision mai 2016
Narendra-Shapiro (NS) algorithms are bandit-type algorithms that were introduced in the 1960s in view of applications to Psychology or clinical trials. The long time behavior of such algorithms has been studied in depth but it seems that few results exist in a non-asymptotic setting, which can be...
Nicolas Chopin, Sébastien Gadat, Benjamin Guedj, Arnaud Guyader et Elodie Vernet
n° 15-557, février 2015
Cet article propose une vue d'ensemble de récents développements en statistiques Bayésiennes en grande dimension. Après quelques motivations rappelées en introduction, nous prèsentons des avanceés à la fois algorithmiques et dans la compréhension théorique de méthodes de calculs d'a posteriori...
Vera Zaporozhets
n° 15-558, février 2015
I study the distribution of voting power between different decision-makers in French river basin committees over the period 1987-2007. To do so, in the first part of the paper, I apply different power measures traditionally used in the literature as well as some other ones lesser known in this...
A Dhillon et Silvia Rossetto
février 2015, p. 521–560
We analyze the determinants of a firm's ownership structure when decisions over risk are taken by majority vote of risk-averse shareholders. We show that when a fraction of small, diversified shareholders abstains from voting, mid-sized blockholders may emerge to mitigate the conflict of interests...
Jérôme Bolte, Stéphane Gaubert et Guillaume Vigeral
vol. 40, n° 1, février 2015, p. 171–191
Definable zero-sum stochastic games involve a finite number of states and action sets, and reward and transition functions, that are definable in an o-minimal structure. Prominent examples of such games are finite, semi-algebraic, or globally subanalytic stochastic games. We prove that the Shapley...
Juan Camilo Cardenas et Cesar Mantilla
vol. 9, n° 33, février 2015
Koen Jochmans
vol. 17, février 2015, p. 315–327
28 février 2015
Augustin Landier et David Thesmar
26 février 2015