Publications associées (22)

Mortgage-backed securities

Andreas Fuster

This paper reviews the mortgage-backed securities (MBS) market, with a particular emphasis on agency residential MBS in the United States. We discuss the institutional environment, security design, MBS risks and asset pricing, and the economic effects of m ...
Edward Elgar2023

Archiving the Leftovers of Science: Metadata and Histories of Scientific Institutions

Alina Volynskaya

In this article, I focus on digital scientific archives which are made up of the leftovers of science, such as drafts, obsolete instruments, photographs, documentation, etc. The artifacts exhibited in such collections were neither meant to be representatio ...
2021

Boundary Stabilization of Focusing NLKG near Unstable Equilibria: Radial Case

Joachim Krieger, Shengquan Xiang

We investigate the stability and stabilization of the cubic focusing Klein-Gordon equation around static solutions on the closed ball in R3\mathbb{R}^3. First we show that the system is linearly unstable near the static solution u1u\equiv1 for any dissipat ...
2020

Lower Bounds on Regret for Noisy Gaussian Process Bandit Optimization

Volkan Cevher, Jonathan Mark Scarlett, Ilija Bogunovic

In this paper, we consider the problem of sequentially optimizing a black-box function ff based on noisy samples and bandit feedback. We assume that ff is smooth in the sense of having a bounded norm in some reproducing kernel Hilbert space (RKHS), yield ...
2017

Breaking the FF3 Format Preserving Encryption

Serge Vaudenay, Fatma Betül Durak

The NIST standard FF3 scheme (also known as BPS scheme) is a tweakable block cipher based on a 8-round Feistel Network. We break it with a practical attack. Our attack exploits the bad domain separation in FF3 design. The attack works with chosen plaintext ...
2017

Coming Full Circle Why Social and Institutional Dimensions Matter for the Circular Economy

Vincent Moreau, François Richard Vuille

In light of the environmental consequences of linear production and consumption processes, the circular economy (CE) is gaining momentum as a concept and practice, promoting closed material cycles by focusing on multiple strategies from material recycling ...
Massachusetts Institute of Technology Press2017

Phase Transitions in Group Testing

Volkan Cevher, Jonathan Mark Scarlett

The group testing problem consists of determining a sparse subset of a set of items that are ``defective'' based on a set of possibly noisy tests, and arises in areas such as medical testing, fault detection, communication protocols, pattern matching, and ...
2016

Partial Recovery Bounds for the Sparse Stochastic Block Model

Volkan Cevher, Jonathan Mark Scarlett

In this paper, we study the information-theoretic limits of community detection in the symmetric two-community stochastic block model, with intra-community and inter-community edge probabilities an\frac{a}{n} and bn\frac{b}{n} respectively. We consider the ...
Ieee2016

Stable blow up dynamics for energy supercritical wave equations

Roland Donninger

We study the semilinear wave equation t2ψΔψ=ψp1ψ\displaystyle \partial _t^2 \psi -\Delta \psi =\vert\psi \vert^{p-1}\psi for p>3 p > 3 with radial data in three spatial dimensions. There exists an explicit solution which blows up at t=T>0 t=T>0 given by $\displaystyl ...
American Mathematical Society2014

Scattering of wave maps from $\mathbb{R}^{2+1}$ to general targets

Joules Elie Nahas

We show that smooth, radially symmetric wave maps UU from R2+1\mathbb{R}^{2+1} to a compact target manifold NN, where rU\partial_r U and tU\partial_t U have compact support for any fixed time, scatter. The result will follow from the work of Christodoulou ...
Springer-Verlag2013

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