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

Gender effect on microfinance efficiency: A robust nonparametric approach

F.S. Fall, H. Tchakoute Tchuigoua, Anne Vanhems, and Léopold Simar

TSE Working Paper, vol. 20-1147,

Parameter recovery in two-component contamination mixtures: the L2 strategy

Sébastien Gadat, Clément Marteau, and Cathy Maugis

Annales de l'Institut Henri Poincaré, vol. 56, n° 2, , pp. 1391-1418

Comparison of Variable Selection Methods for Time-to-Event Data in High-Dimensional Settings

J. Gilhodes, Florence Dalenc, Jocelyn Gal, C. Zemmour, Eve Leconte, Jean Marie Boher, and Thomas Filleron

Computational and Mathematical Methods in Medecine, vol. 2020, n° 6795392, , pp. 13 pages

The multiproximal linearization method for convex composite problems

Jérôme Bolte, Zheng Chen, and Edouard Pauwels

Mathematical Programming, vol. 182, , pp. 1-36

Acyclic Gambling Games

Rida Laraki, and Jérôme Renault

Mathematics of Operations Research, vol. 45, n° 4, , pp. 1237-1257

Long term dynamics of the subgradient method for Lipschitz path differentiable functions

Jérôme Bolte, Edouard Pauwels, and Rodolfo Rios-Zertuche

TSE Working Paper, vol. 20-1110,

Bootstrapping Quasi Likelihood Ratio Tests under Misspecification

Pascal Lavergne, and Patrice Bertail

TSE Working Paper, vol. 20-1102, ,

Spatial simultaneous autoregressive models for compositional data: Application to land use

Christine Thomas-Agnan, Thibault Laurent, Anne M. Ruiz, T.H.A Nguyen, Raja Chakir, and Anna Lungarska

TSE Working Paper, vol. 20-1098, ,

The impact of incorrect social information on collective wisdom in human groups

Bertrand Jayles, Ramon Escobedo, Stéphane Cezera, Adrien Blanchet, Tatsuya Kameda, Clément Sire, and Guy Théraulaz

TSE Working Paper, vol. 1101,

The Theoretical Shapley-Shubik Probability of an Election Inversion in a Toy Symmetric Version of the U.S. Presidential Electoral System

Social Choice and Welfare, n° 54, , pp. 363-395

Robust frontier estimation from noisy data: a Tikhonov regularization approach

Abdelaati Daouia, Jean-Pierre Florens, and Léopold Simar

Econometrics and Statistics, vol. 14, , pp. 1-23

Conservative set valued fields, automatic differentiation, stochastic gradient methods and deep learning

Mathematical Programming, , pp. 1-33

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