Mathematics of decision making and statistics

Game theory, optimization, stochastic models, equilibrium, spatial scales...

The MADS (Mathématiques de la Décision et Statistique) group is one of the 9 groups of the research laboratory TSE-R (UMR 5314).

Its goal is to promote and develop research activities in mathematics applied to economics.

Topics covered include operations research, financial mathematics, statistics, econometrics, game theory, optimization, probability, calculus of variations, partial differential equations (PDEs), and mathematical models in economics, finance, and social sciences.

Activities of the group

  • seminars
  • lectures
  • workshops with PhD students
  • advanced courses

Have a look at an example of a research project (in french)

List of WP, articles of the group

Risk-sharing and optimal contracts with large exogenous risks

Stéphane Villeneuve, and Jessica Martin

Decisions in Economics and Finance, vol. 46, , pp. 1-23

Optimal non-asymptotic analysis of the Ruppert-Polyak averaging stochastic algorithm

Sébastien Gadat, and Fabien Panloup

Stochastic Processes and their Applications, vol. 156, , pp. 312-348

Stochastic Langevin Monte Carlo for (weakly) log-concave posterior distributions

Marelys Crespo, Sébastien Gadat, and Xavier Gendre

TSE Working Paper, vol. 23-1398,

The backtrack Hölder gradient method with application to min-max and min-min problems

Jérôme Bolte, Lilian Glaudin, Edouard Pauwels, and Matthieu Serrurier

Open Journal of Mathematical Optimization, vol. 4, n° 8,

The role of immigrants, emigrants and locals in the historical formation of European knowledge agglomerations

Philipp Koch, Viktor Stojkoski, and César Hidalgo

Regional Studies, vol. 58, n° 9, , pp. 1659-1673

Modélisation de l’impact de facteurs socio-économiques sur la répartition des voix lors d’une élection

Christine Thomas-Agnan, and Lukas Dargel

Mémoires de l’académie des Sciences Inscriptions et Belles-Lettres de Toulouse, vol. 184, n° 4, , pp. 143– 151

Factor and Factor Loading Augmented Estimators for Panel Regression With Possibly Nonstrong Factors

Jad Beyhum, and Eric Gautier

Journal of Business and Economic Statistics, vol. 41, n° 1, , pp. 270-281

Numerical Considerations and a New Implementation for Invariant Coordinate Selection

Aurore Archimbaud, Zlatko Drmac, Klaus Nordhausen, Una Radojicic, and Anne M. Ruiz

SIAM Journal on Mathematics of Data Science, vol. 5, n° 1, , pp. 97-121

Many-to-One indirect samplingwith application to the French postaltraffic estimation

Estelle Medous, Camelia Goga, Anne M. Ruiz, Jean-François Beaumont, Alain Dessertaine, and Pauline Puech

The Annals of Applied Statistics, vol. 17, n° 1, , pp. 838-859

lrSVD: An efficient imputation algorithm for incomplete high-throughput compositional data

Javier Palarea-Albaladejo, Josep Antoni Martín-Fernández, Anne M. Ruiz, and Christine Thomas-Agnan

Journal of Chemometrics, vol. 36, n° 12,

Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments

Eric Gautier, and Christiern Rose

arXiv, vol. 2211.02249,

By what way women on corporate boards influence corporate social performance? Evidence from a semiparametric panel model

Maria Giuseppina Bruna, Rey Dang, L'hocine Houanti, Jean-Michel Sahut, and Michel Simioni

Finance Research Letters, vol. 49, n° 103048,

Conferences and workshops

Past

Doctoral Workshop on Decision Mathematics and Statistics

  • Workshop

  • Date 4 June 2026

  • Place Auditorium 5

Details

Past

Doctoral Workshop on Decision Mathematics and Statistics

  • Workshop

  • Date 19 June 2025

  • Place Auditorium 5

Details

Past

Spring Workshop on Optimization and Machine Learning

  • Workshop

  • Date 1 April 2025

  • Place Auditorium 6

Details