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

Abdelaati Daouia and Gilles Stupfler’s contribution to the Discussion of the ‘Discussion Meeting on the Analysis of citizen science data’

Abdelaati Daouia, and Gilles Stupfler

Journal of the Royal Statistical Society Series A: Statistics in Society, vol. 188, n° 3, , pp. 712-713

Coinvestment games under uncertainty

Benoît Chevalier-Roignant, Stéphane Villeneuve, Fabien Delpech, and May-Line Grapotte

Journal of Economic Dynamics and Control, vol. 175, n° 105098,

When majority rules, minority loses: bias amplification of gradient descent

François Bachoc, Jérôme Bolte, Ryan Boustany, and Jean-Michel Loubes

TSE Working Paper, vol. 25-1641,

Données de composition

Frédéric Bertrand, Anne Gégout-Petit, and Christine Thomas-Agnan

The role of endogeneity in the relationship between board gender diversity and corporate social performance: evidence from a control function method

Rey Dang, L'hocine Houanti, Michel Simioni, and Jean-Michel Sahut

Annals of Operations Research, vol. 347, , pp. 333–365

Coinvestment games under uncertainty

Benoît Chevalier-Roignant, Stéphane Villeneuve, Fabien Delpech, and May-Line Grapotte

TSE Working Paper, vol. 25-1635,

A Hotelling spatial scan statistic for functional data: Application to economic and climate data

Zaineb Smida, Thibault Laurent, and Lionel Cucala

Spatial Statistics, vol. 66, n° 100888,

Risk measures beyond quantiles

Abdelaati Daouia, and Gilles Stupfler

TSE Working Paper, vol. 25-1632,

Mapping global value chains at the product level

Lea Karbevska, and César Hidalgo

EPJ Data Science, vol. 14, n° 21,

Gaussian Agency problems with memory and Linear Contracts

Eduardo Abi Jaber, and Stéphane Villeneuve

Finance and Stochastics, vol. 29, , pp. 143–176

The disparities and development trajectories of nations in achieving the sustainable development goals

Fengmei Ma, Heming Wang, Asaf Tzachor, César Hidalgo, Heinz Schandl, Yue Zhang, Jingling Zhang, Wei-Qiang Chen, Yanzhi Zhao, Yong-Guan Zhu, and Bojie Fu

Nature Communications, vol. 16, n° 1107,

Generalized multi-view model: Adaptive density estimation under low-rank constraints

Julien Chhor, Olga Klopp, and Alexandre Tsybakov

Journal of Machine Learning Research, , pp. 1-52

List of seminars

Past

Deep Learning of Multivariate Extremes via a Geometric Representation

  • Seminar

  • MAD-Stat. Seminar

  • Date 5 December 2024

  • Place Auditorium 6

  • Speaker or organiser Jordan Richards

Details

Past

Self-reinforcing popularity dynamics and lock-in

  • Seminar

  • MAD-Stat. Seminar

  • Date 28 November 2024

  • Place Auditorium 4

  • Speaker or organiser Alexandros Gelastopoulos

Details

Past

Deep residual networks and differential equations

  • Seminar

  • MAD-Stat. Seminar

  • Date 21 November 2024

  • Place Auditorium 3

  • Speaker or organiser Gérard Biau

Details

Past

Finding saddle points of energy landscapes: why and how?

  • Seminar

  • MAD-Stat. Seminar

  • Date 14 November 2024

  • Place Auditorium 3

  • Speaker or organiser Tony Lelièvre

Details

Past

Strategic Irreversible Investment

  • Seminar

  • MAD-Stat. Seminar

  • Date 7 November 2024

  • Place Auditorium 3

  • Speaker or organiser Jan-Henrik Steg

Details

Past

A short tale about determination of functions

  • Seminar

  • MAD-Stat. Seminar

  • Date 17 October 2024

  • Place Auditorium 6

  • Speaker or organiser David Salas

Details

Past

Proximal methods for nonsmooth and nonconvex fractional programs: when sparse optimization meets fractional programs

  • Seminar

  • MAD-Stat. Seminar

  • Date 10 October 2024

  • Place Auditorium 5

  • Speaker or organiser Guoyin Li

Details

Past

Oriented Data Analysis of probability density functions

  • Seminar

  • MAD-Stat. Seminar

  • Date 26 September 2024

  • Place Auditorium 3

  • Speaker or organiser Alessandra Menafoglio

Details

Past

Statistical analysis of game theoretic models

  • Seminar

  • MAD-Stat. Seminar

  • Date 19 September 2024

  • Place Auditorium 3

  • Speaker or organiser Jean-Pierre Florens

Details

Past

Final Size and Partial Distance Estimate for a Two-Group SEIRD Model

  • Seminar

  • MAD-Stat. Seminar

  • Date 12 September 2024

  • Place Auditorium 4

  • Speaker or organiser Matheus Santos

Details

Past

FastPart: Over-Parameterized Stochastic Gradient Descent for Sparse optimisation on Measures

  • Seminar

  • MAD-Stat. Seminar

  • Date 27 June 2024

  • Place Auditorium 3 - JJ Laffont

  • Speaker or organiser Sébastien Gadat

Details

Past

Nonparametric tests of Missing Completely At Random

  • Seminar

  • MAD-Stat. Seminar

  • Date 20 June 2024

  • Place Auditorium 5

  • Speaker or organiser Thomas Berrett

Details

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