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

Generalizing impact computations for the autoregressive spatial interaction model

Thibault Laurent, Paula Margaretic, and Christine Thomas-Agnan

TSE Working Paper, vol. 22-1357, ,
Details
Download the publication pdf | 1.81 MB

Gaussian Agency problems with memory and Linear Contracts

Eduardo Abi Jaber, and Stéphane Villeneuve

TSE Working Paper, vol. 22-1363,
Details
Download the publication pdf | 629.31 KB

Asymptotic study of stochastic adaptive algorithm in non-convex landscape

Sébastien Gadat, and Ioana Gavra

Journal of Machine Learning Research, n° 228, , pp. 1-54
Details
Download the publication pdf | 630.91 KB

Regional Climate Model Emulator Based on Deep Learning: Concept and First Evaluation of a Novel Hybrid Downscaling Approach

Sébastien Gadat, Lola Corre, Antoine Doury, Aurélien Ribes, and Samuel Somot

Climate Dynamics,
Details

Optimal complexity and certification of Bregman first-order methods

Radu Dragomir, Adrien B. Taylor, Jérôme Bolte, and Alexandre D'Aspremont

Mathematical Programming, vol. 194, , pp. 41-83
Details

Long information design

Frédéric Koessler, Marie Laclau, Jérôme Renault, and Tristan Tomala

TSE Working Paper, vol. 22-1341,
Details
Download the publication pdf | 422.83 KB

CV@R penalized portfolio optimization with biased stochastic mirror descent

Manon Costa, Sébastien Gadat, and Lorick Huang

TSE Working Paper, vol. 22-1342, ,
Details
Download the publication pdf | 1.31 MB

QR Prediction for Statistical Data Integration

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

TSE Working Paper, vol. 22-1344,
Details
Download the publication pdf | 1.16 MB

S-estimation in Linear Models with Structured Covariance Matrices

Henrik Paul Lopuhaä, Valérie Gares, and Anne M. Ruiz

TSE Working Paper, vol. 22-1343,
Details
Download the publication pdf | 1.77 MB

Neighbouring countries and bilateral remittances: a global study

Thibault Laurent, Paula Margaretic, and Christine Thomas-Agnan

Spatial Economic Analysis, vol. 17, n° 4, , pp. 557-584
Details

Is infrastructure capital really productive? Non-parametric modeling and data-driven model selection in a cross-sectionally dependent panel framework

Antonio Musolesi, Giada Andrea Prete, and Michel Simioni

TSE Working Paper, vol. 22-1335,
Details
Download the publication pdf | 646.41 KB

On the Generalized Jacobian of the Inverse of a Lipschitzian Mapping

M. Fabian, Jean-Baptiste Hiriart-Urruty, and Edouard Pauwels

Set-Valued and Variational Analysis, vol. 30, , pp. 1443–1451
Details
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Contact

Stéphane Villeneuve

Group leader

Anne M. Ruiz

Group secretary

See also

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