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

Analyzing the impacts of socio-economic factors on French departmental elections with CoDa methods

Journal of Applied Statistics, vol. 49, n° 5, , pp. 1235-1251

A sublevel moment-SOS hierarchy for polynomial optimization

Tong Chen, Jean-Bernard Lasserre, Victor Magron, and Edouard Pauwels

Computational Optimization and Applications, vol. 81, , pp. 31-66

Extremile Regression

Abdelaati Daouia, Irene Gijbels, and Gilles Stupfler

Journal of the American Statistical Association, vol. 117, n° 539, , pp. 1579-1586

Extreme Conditional Expectile Estimation in Heavy-Tailed Heteroscedastic Regression Models

Stéphane Girard, Gilles Stupfler, and Antoine Usseglio-Carleve

Annals of Statistics, vol. 49, n° 6, , pp. 3358-3382

A statistical approach for sizing an aircraft electrical generator using extreme value theory

Fériel Boulfani, Xavier Gendre, Anne M. Ruiz, and Martina Salvignol

TSE Working Paper, vol. 21-1274,

Functional, randomized and smoothed multivariate quantile regions

Olivier Faugeras, and Ludger Rüschendorf

Journal of Multivariate Analysis, vol. 186, n° 104802,

Many-to-One indirect sampling with application to the French postal traffic estimation

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

TSE Working Paper, vol. 21-1269, ,

On the usage of joint diagonalization in multivariate statistics

Klaus Nordhausen, and Anne M. Ruiz

TSE Working Paper, vol. 21-1268,

A statistical approach for sizing an aircraft electrical generator using extreme value theory

Fériel Boulfani, Xavier Gendre, Anne M. Ruiz, and Martina Salvignol

CEAS Aeronautical Journal,

A Hölderian backtracking method for min-max and min-min problems

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

TSE Working Paper, vol. 21-1243,

Estimates for the SVD of the Truncated Fourier Transform on L2(cosh(b.)) and Stable Analytic Continuation

Journal of Fourier Analysis and Applications, vol. 27, n° 72,

Rationalizing Rational Expectations: Characterizations and Tests

Xavier D'Haultfoeuille, Christophe Gaillac, and Arnaud Maurel

Quantitative Economics, vol. 12, n° 3, , pp. 817-842

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