A frailty-contagion model for multi-site hourly precipitation driven by atmospheric covariates

Accurate stochastic simulations of hourly precipitation are needed for impact studies at local spatial scales. Statistically, hourly precipitation data represent a difficult challenge. They are non-negative, skewed, heavy tailed, contain a lot of zeros (dry hours) and they have complex temporal structures (e.g., long persistence of dry episodes). Inspired by frailty-contagion approaches used in finance and insurance, we propose a multi-site precipitation simulator that, given appropriate regional atmospheric variables, can simultaneously handle dry events and heavy rainfall periods. One advantage of our model is its conceptual simplicity in its dynamical structure. In particular, the temporal variability is represented by a common factor based on a few classical atmospheric covariates like temperatures, pressures and others. Our inference approach is tested on simulated data and applied on measurements made in the northern part of French Brittany.Comment: Presented by Erwan Koch at the conferences: - 12th IMSC, Jeju (Korea), June 2013 - ISI WSC 2013, Hong Kong, Aug.2013. Invited speaker in the session "Probabilistic and statistical contributions in climate research

An experimental test of career concerns

Holmström’s (1982/99) career concerns model has become an important workhorse for the analysis of agency issues in many fields. The underlying signal jamming argument requires players to use information in a Bayesian way – which may or may not reasonably approximate real-life decision makers’ behavior. Testing this theory with field data is difficult since typically little is known about the information that individuals base their decisions on, and this explains the dearth of empirical studies. We provide experimental evidence that the signal jamming mechanism works in a laboratory setting. Moreover, subjects’ beliefs fit remarkably well requirements imposed by the Bayesian equilibrium concept.incentives, reputation, career concerns, signal jamming, experiments

Une application de la cartographie de potentiel à la caractérisation des matériaux: étalement de charge et effets anormaux sur des films de Polyéthylène Téréphtalate

Nous présentons des mesures de cartographie de potentiel de surface effectuées dans le cadre du GdR ME2MS du CNRS, sur des films de polyéthylène téréphtalate. Elles mettent en évidence une migration latérale de la charge, une injection dans certains cas, ainsi que des effets anormaux de remontée du potentiel après dépôt de charges. Diverses modélisations ont été développées mais elles ne semblent pas suffisantes pour expliquer les effets observés. Des effets piézoélectriques ou des forces de tension superficielle pourraient être invoqués pour rendre compte d'un déplacement de la charge contre le champ électrique

Contesting austerity, de-centring the state : anti-politics and the political horizon of the urban

This article draws novel links between ‘anti-politics’, austerity and a political horizon centred on the urban. Research on anti-politics often invokes a binary understanding of a politics of and within the state and an anti-politics at a distance from or hostile towards the state. This article argues that in the context of austerity, this binary loses traction. Austerity has intensified the transformation towards networked forms of governance within which the state becomes a more hybrid entity of contradictory ideals and practices. Austerity not only calls into question the legitimacy of formal politics because of its devastating social outcomes, it also disaggregates the political authority of the state and opens up a particularly urban terrain of politics. We capture this development by examining the intersections between the local state and the urban field of politics. Looking across the struggles against austerity in Europe, and focusing in more detail on housing politics in Berlin, we assert that the urban is important not only as a setting (as typically argued) but also as the basis for a different rationality of political action in and against austerity. In the context of austerity struggles, state authority becomes ever more contingent and other, more urban, forms of politics advance. In sum, the article contributes to a spatial reading of (anti-)politics against austerity, points to the de-centring of the state in transformative political projects and emphasizes the analytical purchase of a distinctly urban perspective on contemporary politics in Europe

Détection de Défauts d'un Revêtement Organique par Mesures Electrostatiques

National audienceNous présentons ici des mesures de potentiel de surface sur des structures métal-isolant sur lesquelles des défauts ont été réalisés. Pour expliquer la visibilité très nette de ces défauts sur des cartographies de potentiel, nous avons enregistré la réponse de l'isolant en déclins et retours de potentiel. L'analyse des signaux nous permet de mettre en évidence une injection de charge sur la zone de défaut, que nous attribuons à l'apport énergétique d'une décharge de surface se développant à partir de la ligne triple du défaut

Contesting austerity, de-centring the state: anti-politics and the political horizon of the urban

This article draws novel links between ‘anti-politics’, austerity and a political horizon centred on the urban. Research on anti-politics often invokes a binary understanding of a politics of and within the state and an anti-politics at a distance from or hostile towards the state. This article argues that in the context of austerity, this binary loses traction. Austerity has intensified the transformation towards networked forms of governance within which the state becomes a more hybrid entity of contradictory ideals and practices. Austerity not only calls into question the legitimacy of formal politics because of its devastating social outcomes, it also disaggregates the political authority of the state and opens up a particularly urban terrain of politics. We capture this development by examining the intersections between the local state and the urban field of politics. Looking across the struggles against austerity in Europe, and focusing in more detail on housing politics in Berlin, we assert that the urban is important not only as a setting (as typically argued) but also as the basis for a different rationality of political action in and against austerity. In the context of austerity struggles, state authority becomes ever more contingent and other, more urban, forms of politics advance. In sum, the article contributes to a spatial reading of (anti-)politics against austerity, points to the de-centring of the state in transformative political projects and emphasizes the analytical purchase of a distinctly urban perspective on contemporary politics in Europe

Risk Measures and Efficient use of Capital

This paper is concerned with clarifying the link between risk measurement and capital efficiency. For this purpose we introduce risk measurement as the minimum cost of making a position acceptable by adding an optimal combination of multiple eligible assets. Under certain assumptions, it is shown that these risk measures have properties similar to those of coherent risk measures. The motivation for this paper was the study of a multi-currency setting where it is natural to use simultaneously a domestic and a foreign asset as investment vehicles to inject the capital necessary to make an unacceptable position acceptable. We also study what happens when one changes the unit of account from domestic to foreign currency and are led to the notion of compatibility of risk measures. In addition, we aim to clarify terminology in the fiel

Career concerns incentives: an experimental test

Holmström's (1982/99) career concerns model has become a workhorse for analyzing agency issues in many elds. The underlying signal jamming argument requires players to use information in a Bayesian way, which is difficult to directly test with eld data: typically little is known about the information that individuals base their decisions on. Our laboratory experiment provides prima facie evidence: i) the signal jamming mechanism successfully creates incentives on the labor supply side; ii) decision errors take time to decrease; iii) while subjects' average beliefs are remarkably consistent with play, a mild winner's curse arises on the labor demand side