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

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

TSE Working Paper, vol. 19-1044,

An Inertial Newton Algorithm for Deep Learning

Jérôme Bolte, Camille Castera, Edouard Pauwels, and Cédric Févotte

TSE Working Paper, vol. 19-1043,

Continuous-Time Markov Games with Asymmetric Information

Dynamic Games and Applications, vol. 9, n° 3, , pp. 671-699

SuperMix: Sparse Regularization for Mixture

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

TSE Working Paper, vol. 19-1040, ,

Functional, randomized and smoothed multivariate quantile regions

Olivier Faugeras, and Ludger Rüschendorf

TSE Working Paper, vol. 19-1039, ,

Relations between socio-economic factors and nutritional diet in Vietnam from 2004 to 2014: New insights using compositional data analysis

Michel Simioni, Christine Thomas-Agnan, and Thi-Huong Trinh

Statistical Methods in Medical Research, vol. 28, n° 8, , pp. 2305-2325

Inference robust to outliers with L1‐norm penalization

Jad Beyhum

TSE Working Paper, vol. 19-1032,

Multivariate Expectiles, Expectile Depth and Multiple-Output Expectile Regression

TSE Working Paper, vol. 19-1022, ,

A simultaneous spatial autoregressive model for compositional data

TSE Working Paper, vol. 19-1028, ,

Adaptive estimation in the linear random coefficients model when regressors have limited variation

TSE Working Paper, vol. 19-1026,

On a gateway between continuous and discrete Bessel and Laguerre processes

Laurent Miclo, and Pierre Patie

The Annales Henri Lebesgue, vol. 2, , pp. 59-98

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

TSE Working Paper, vol. 19-1013,

Conferences and workshops

Past

Doctoral Workshop on Decision Mathematics and Statistics

  • Workshop

  • Date 4 June 2026

  • Place Auditorium 5

Détails

Past

Doctoral Workshop on Decision Mathematics and Statistics

  • Workshop

  • Date 19 June 2025

  • Place Auditorium 5

Détails

Past

Spring Workshop on Optimization and Machine Learning

  • Workshop

  • Date 1 April 2025

  • Place Auditorium 6

Détails