Brady Stoll

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In this paper, we consider the source separation problem through a block algorithm based on the maximization of contrast functions. We propose a new contrast with parameterized cross-cumulants. It allows us to put three classical contrasts in a common framework. Following the same spirit of the independent component analysis (ICA) algorithm, we derive the(More)
We specifically analyzed Cayley trees with degree k ∈ {2, · · · 6}. For each link (i, j), the weight of a loan lij was drawn uniformly in [1 − ε, 1 + ε]. We analyzed 4 values of ε, from 0.1 to 0.4, in addition to ε = 0. This was done for 102 networks for each degree k and perturbation ε, and the resulting number of failures was measured. Figure A shows the(More)
The financial crisis illustrated the need for a functional understanding of systemic risk in strongly interconnected financial structures. Dynamic processes on complex networks being intrinsically difficult to model analytically, most recent studies of this problem have relied on numerical simulations. Here we report analytical results in a network model of(More)
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