Mathematics of decision making and statistics
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
A Stochastic Gauss-Newton Algorithm for Regularized Semi-discrete Optimal Transport
Optimal weighted pooling for inference about the tail index and extreme quantiles
Inference for extremal regression with dependent heavy-tailed data
Nonsmooth Implicit Differentiation for Machine Learning and Optimization
Extreme value modelling of SARS-CoV-2 community transmission using discrete Generalised Pareto distributions
On the usage of joint diagonalization in multivariate statistics
Detecting outliers in compositional data using Invariant Coordinate Selection
How do women on corporate boards shape corporate social performance? Evidence drawn from semiparametric regression
Subgradient sampling for nonsmooth nonconvex minimization
Adaptive estimation in the linear random coefficients model when regressors have limited variation
The Iterates of the Frank-Wolfe Algorithm May Not Converge
Long information design
Contact
Stéphane Villeneuve
Group leader
Anne M. Ruiz
Group secretary
Conferences and workshops
Past
Doctoral Workshop on Decision Mathematics and Statistics
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Workshop
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Date 4 June 2026
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Place Auditorium 5
Details
Past
Doctoral Workshop on Decision Mathematics and Statistics
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Workshop
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Date 19 June 2025
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Place Auditorium 5
Details
Past
Spring Workshop on Optimization and Machine Learning
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Workshop
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Date 1 April 2025
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Place Auditorium 6
Details