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

Freidlin-Wentzell type exit-time estimates for time-inhomogeneous diffusions and their applications

Ashot Aleksian, and Stéphane Villeneuve

TSE Working Paper, vol. 25-1612,
Details
Download the publication pdf | 729.55 KB

Log-Free Distance and Covariance Matrix for Compositional Data II: the Projective/Exterior Product Approach

Olivier Faugeras

Austrian Journal of Statistics, vol. 54, n° 5, , pp. 121–159
Details
Download the publication pdf | 4.37 MB

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

Econometrics and Statistics, vol. 33, , pp. 282-303
Details

Large language models (LLMs) as agents for augmented democracy

Jairo F. Gudino, Umberto Grandi, and César Hidalgo

Philosophical Transactions of the Royal Society A, vol. 382, n° 2285,
Details
Download the publication pdf | 1.42 MB

Log-Free Distance and Covariance Matrix for Compositional Data II: the Projective/Exterior Product Approach

Olivier Faugeras

TSE Working Paper, vol. 24-1601, ,
Details
Download the publication pdf | 4.37 MB

On the nature of Bregman functions

Edouard Pauwels

Operations Research Letters, vol. 57, n° 107183,
Details

The Iterates of the Frank–Wolfe Algorithm May Not Converge

Jérôme Bolte, Cyrille Combettes, and Edouard Pauwels

Mathematics of Operations Research, vol. 49, n° 4, , pp. 2049-2802
Details

A Stochastic Non-Zero-Sum Game of Controlling the Debt-to-GDP Ratio

Felix Dammann, Néofytos Rodosthenous, and Stéphane Villeneuve

TSE Working Paper, vol. 24-1481,
Details
Download the publication pdf | 679.34 KB

Log-Free Divergence and Covariance matrix for Compositional Data I: The Affine/Barycentric Approach

Olivier Faugeras

TSE Working Paper, vol. 24-1580, ,
Details
Download the publication pdf | 1.84 MB

A Stochastic Non-Zero-Sum Game of Controlling the Debt-to-GDP Ratio

Felix Dammann, Néofytos Rodosthenous, and Stéphane Villeneuve

Applied Mathematics & Optimization, vol. 90, n° 52,
Details

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

Zaineb Smida, Thibault Laurent, and Lionel Cucala

TSE Working Paper, vol. 24-1583,
Details
Download the publication pdf | 14.65 MB

ICS for complex data with application to outlier detection for density data

Camille Mondon, Thi-Huong Trinh, Anne M. Ruiz, and Christine Thomas-Agnan

TSE Working Paper, vol. 24-1585, ,
Details
Download the publication pdf | 2.89 MB
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List of seminars

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

Détails

Past

Nonparametric tests of Missing Completely At Random

  • Seminar

  • MAD-Stat. Seminar

  • Date 20 June 2024

  • Place Auditorium 5

  • Speaker or organiser Thomas Berrett

Détails

Past

Hömander Properties of Discrete Time Markov Processes

  • Seminar

  • MAD-Stat. Seminar

  • Date 13 June 2024

  • Place Auditorium 5

  • Speaker or organiser Clément Rey

Détails

Past

Graphical lasso for extremes

  • Seminar

  • MAD-Stat. Seminar

  • Date 30 May 2024

  • Place Auditorium 5

  • Speaker or organiser Zhou Chen

Détails

Past

On fraudulent stochastic algorithms

  • Seminar

  • MAD-Stat. Seminar

  • Date 23 May 2024

  • Place Auditorium 5

  • Speaker or organiser Laurent Miclo

Détails

Past

Copula Based Cox Proportional Hazards Models for Dependent Censoring

  • Seminar

  • MAD-Stat. Seminar

  • Date 16 May 2024

  • Place Auditorium 5

  • Speaker or organiser Ingrid Van Keilegom

Détails

Past

Machine learning beyond the data range: an extreme value perspective

  • Seminar

  • MAD-Stat. Seminar

  • Date 2 May 2024

  • Place Auditorium 5

  • Speaker or organiser Sebastian Engelke

Détails

Past

Abide by the Law and Follow the Flow: Conservation Laws for Gradient Flows

  • Seminar

  • MAD-Stat. Seminar

  • Date 25 April 2024

  • Place Auditorium 3 - JJ Laffont

  • Speaker or organiser Gabriel Peyré

Détails

Past

Stochastic subgradient descent on weakly convex functions escapes active strict saddles

  • Seminar

  • MAD-Stat. Seminar

  • Date 18 April 2024

  • Place Auditorium 3 - JJ Laffont

  • Speaker or organiser Sholom Schechtman

Détails

Past

Quantitative Stability of the Pushforward Operation by an Optimal Transport Map

  • Seminar

  • MAD-Stat. Seminar

  • Date 4 April 2024

  • Place Salle 1 - level -1

  • Speaker or organiser Guillaume Carlier

Détails

Past

Online Matching in Geometric Random Graphs

  • Seminar

  • MAD-Stat. Seminar

  • Date 21 March 2024

  • Place Auditorium 3 - JJ Laffont

  • Speaker or organiser Flore Sentenac

Détails

Past

A novel notion of barycenter for probability distributions based on optimal weak mass transport

  • Seminar

  • MAD-Stat. Seminar

  • Date 14 March 2024

  • Place Auditorium 3 - JJ Laffont

  • Speaker or organiser Elsa Cazelles

Détails

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Contact

Stéphane Villeneuve

Group leader

Anne M. Ruiz

Group secretary

See also

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