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
Curiosities and counterexamples in smooth convex optimization
Optimal Strategies in Zero-Sum Repeated Games with Incomplete Information: The Dependent Case
Testing for principal component directions under weak identifiability
Optimal functional supervised classification with separation condition
Inference for spherical location under high concentration
Representation formulas for limit values of long run stochastic optimal controls
Tail expectile process and risk assessment
On optimal tests for rotational symmetry against new classes of hyperspherical distributions
Detecting the direction of a signal on high-dimensional spheres: non-null and Le Cam optimality results
Tyler shape depth
Covariates impacts in compositional models and simplicial derivatives
Model Risk Management: Limits and Future of Bayesian Approaches
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