Publications associées à Commerce

On double-descent in uncertainty quantification in overparametrized models

Florent Gérard Krzakala, Lenka Zdeborová, Lucas Andry Clarte, Bruno Loureiro, Bruno Loureiro

Uncertainty quantification is a central challenge in reliable and trustworthy machine learning. Naive measures such as last-layer scores are well-known to yield overconfident estimates in the context of overparametrized neural networks. Several methods, ra ...

PMLR Proceedings of Machine Learning Research2023

Dynamic Personalized Ranking

Jérémie Rappaz

Personalized ranking methods are at the core of many systems that learn to produce recommendations from user feedbacks. Their primary objective is to identify relevant items from very large vocabularies and to assist users in discovering new content. These ...

EPFL2022

Utility/privacy trade-off as regularized optimal transport

Etienne Patrice Boursier

Strategic information is valuable either by remaining private (for instance if it is sensitive) or, on the other hand, by being used publicly to increase some utility. These two objectives are antagonistic and leaking this information by taking full advant ...

SPRINGER HEIDELBERG2022

Effects of resonator geometry and substrate stiffness on the tunability of a deformable microwave metasurface

Romain Christophe Rémy Fleury, Rayehe Karimi Mahabadi, Taha Goudarzi

Tunable metasurfaces can shift their resonant frequency through different approaches, one of which is applying mechanical deformations. Here, we show the effects of two key factors on the tunability of deformable metasurfaces; the resonator geometry and su ...

2022

Self-Exciting Point Processes: Identification and Control

Michael Mark

This thesis addresses theoretical and practical aspects of identification and subsequent control of self-exciting point processes. The main contributions correspond to four separate scientific papers. In the first paper, we address the challenge of robust ...

EPFL2022

Writing Multilateral Trade Rules in the League of Nations

Madeleine Louise Lynch Dungy

This article analyses the mechanics and the political stakes of multilateral trade negotiations in the League of Nations, in the context of the transition from empires to nation states. It examines one attempt to transfer bilateral treaty norms to a multil ...

CAMBRIDGE UNIV PRESS2021

Regional Effects of Exchange Rate Fluctuations

Christian Pröbsting

We exploit differences across U.S. states' exposure to trade to study the effects of changes in the exchange rate on economic activity. Across states, trade-weighted exchange rate depreciations are associated with increased state exports, reduced state une ...

2020

Market Structure and Transaction Costs of Index CDSs

Pierre Collin Dufresne, Jan Benjamin Junge

Despite regulatory efforts to promote all-to-all trading, the post-Dodd-Frank index credit default swap market remains two-tiered. Transaction costs are higher for dealer-to-client than interdealer trades, but the difference is explained by the higher, lar ...

WILEY2020

Managing inventory with proportional transaction costs

Semyon Malamud

We solve the problem of optimal inventory management for a CARA market-maker who faces proportional transaction costs and marking to market. Our model accommodates inventory shocks following an arbitrary compound Poisson process. We show that the no-tradin ...

SPRINGER HEIDELBERG2020

Caching (Bivariate) Gaussians

Michael Christoph Gastpar, Guillaume Jean Op 't Veld

Caching is a technique that alleviates networks during peak hours by transmitting partial information before a request for any is made. In a lossy setting of Gaussian databases, we study a single-user model in which good caching strategies minimize the dat ...

2020

Iterative Classroom Teaching

Pierre Dillenbourg, Volkan Cevher, Thibault Lucien Christian Asselborn, Louis Pierre Faucon, Shuqing Teresa Yeo, Kamalaruban Parameswaran

We consider the machine teaching problem in a classroom-like setting wherein the teacher has to deliver the same examples to a diverse group of students. Their diversity stems from differences in their initial internal states as well as their learning rate ...

ASSOC ADVANCEMENT ARTIFICIAL INTELLIGENCE2019

Does Austerity Go Along With Internal Devaluations?

Luisa Lambertini, Christian Pröbsting

Cuts to government spending rather than increases in consumption taxes are statistically associated with internal devaluations in the euro area during the period 2010-2014. Countries that cut spending experienced a decline in nominal wages, rising net expo ...

2019

Does Austerity Go Along with Internal Devaluations?

Luisa Lambertini

Cuts to government spending rather than increases in consumption taxes are statistically associated with internal devaluations in the euro area during the period 2010-2014. Countries that cut spending experienced a decline in nominal wages, rising net expo ...

2019

Life-history trade-offs and limitations associated with phenotypic adaptation under future ocean warming and elevated salinity

Emma Mary Gibbin, Félix Christen

Little is known about the life-history trade-offs and limitations, and the physiological mechanisms that are associated with phenotypic adaptation to future ocean conditions. To address this knowledge gap, we investigated the within-and trans-generation li ...

ROYAL SOC2019

Reversible Pebbling Game for Quantum Memory Management

Giovanni De Micheli, Mathias Soeken, Giulia Meuli

Quantum memory management is becoming a pressing problem, especially given the recent research effort to develop new and more complex quantum algorithms. The only existing automatic method for quantum states clean-up relies on the availability of many extr ...

IEEE2019

Multi-Objective Optimization of Grooved Gas Journal Bearings for Robustness in Manufacturing Tolerances

Jürg Alexander Schiffmann, Eliott Philippe Guenat

A tolerancing method highlighting trade-offs against key design variables of mechanical systems is proposed and applied to herringbone-grooved gas journal bearings. Gas bearings typically suffer from a subsynchronous instability, demanding a very tight tol ...

2019

A novel microfabrication platform for hybrid multilayer MEMS

Nahid Hosseini

In Atomic force microscopy (AFM), the tip-sample interaction force can be measured through two primary detection techniques: optical beam detection (OBD) and electrical (self-sensing) readout. Compared to the optical method, the convenience of the self-sen ...

EPFL2019

Pricing interest rate, dividend, and equity risk

Sander Félix M Willems

This thesis studies the valuation and hedging of financial derivatives, which is fundamental for trading and risk-management operations in financial institutions. The three chapters in this thesis deal with derivatives whose payoffs are linked to interest ...

EPFL2019

Design of approximate and precision-scalable circuits for embedded multimedia and neural-network processing

Vincent Frédéric Camus

Density, speed and energy efficiency of integrated circuits have been increasing exponentially for the last four decades following Moore's law. However, power and reliability pose several challenges to the future of technology scaling. Approximate computin ...

EPFL2019

Optimization of Message Encryption for Real-Time Applications in Embedded Systems

Amir Aminifar

Today, security can no longer be treated as a secondary issue in embedded and cyber-physical systems. Therefore, one of the main challenges in these domains is the design of secure embedded systems under stringent resource constraints and real-time require ...

2018