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

Revisiting Estimation Methods for Spatial Econometric Interaction Models

Lukas Dargel

TSE Working Paper, vol. 21-1192,

A Dynkin game on assets with incomplete information on the return

Tiziano De Angelis, Fabien Gensbittel, and Stéphane Villeneuve

Mathematics of Operations Research, vol. 46, n° 1, , pp. 28-60

A mathematical model for automatic differentiation in machine learning

TSE Working Paper, vol. 21-1184,

Asymptotic study of stochastic adaptive algorithm in non-convex landscape

Sébastien Gadat, and Ioana Gavra

TSE Working Paper, vol. 21-1175,

Gaussian Processes and Bayesian Moment Estimation

Jean-Pierre Florens, and Anna Simoni

Journal of Business and Economic Statistics, vol. 39, n° 2, , pp. 482-492

Robustified expected maximum production frontiers

Abdelaati Daouia, Jean-Pierre Florens, and Léopold Simar

Econometric Theory, vol. 37, , pp. 346-387

Impact of Covariates in Compositional Models and Simplicial Derivatives

Joanna Morais, and Christine Thomas-Agnan

Austrian Journal of Statistics, vol. 50, n° 2, , pp. 1-15

ICS for multivariate functional anomaly detection with applications to predictive maintenance and quality control

Aurore Archimbaud, Fériel Boulfani, Xavier Gendre, Klaus Nordhausen, Anne M. Ruiz, and Joni Virta

TSE Working Paper, vol. 21-1182, ,

SuperMix: Sparse Regularization for Mixture

Y. De Castro, Sébastien Gadat, Clément Marteau, and Cathy Maugis

Annals of Statistics, vol. 49, n° 3, , pp. 1779-1809

A Class of Explicit optimal contracts in the face of shutdown

Stéphane Villeneuve, and Jessica Martin

TSE Working Paper, vol. 21-1183, ,

A simultaneous spatial autoregressive model for compositional data

Spatial Economic Analysis, vol. 16, n° 2, , pp. 161-175

REPPlab: An R package for detecting clusters and outliers using exploratory projection pursuit

Daniel Fischer, Alain Berro, Klaus Nordhausen, and Anne M. Ruiz

Communications in Statistics - Simulation and Computation, vol. 50, n° 11, , pp. 3397-3419

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