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
Freidlin-Wentzell type exit-time estimates for time-inhomogeneous diffusions and their applications
Log-Free Distance and Covariance Matrix for Compositional Data II: the Projective/Exterior Product Approach
ICS for multivariate functional anomaly detection with applications to predictive maintenance and quality control
Large language models (LLMs) as agents for augmented democracy
Log-Free Distance and Covariance Matrix for Compositional Data II: the Projective/Exterior Product Approach
On the nature of Bregman functions
The Iterates of the Frank–Wolfe Algorithm May Not Converge
A Stochastic Non-Zero-Sum Game of Controlling the Debt-to-GDP Ratio
Log-Free Divergence and Covariance matrix for Compositional Data I: The Affine/Barycentric Approach
A Stochastic Non-Zero-Sum Game of Controlling the Debt-to-GDP Ratio
A Hotelling spatial scan statistic for functional data: application to economic and climate data
ICS for complex data with application to outlier detection for density data
List of seminars
Past
Hömander Properties of Discrete Time Markov Processes
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Seminar
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MAD-Stat. Seminar
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Date 13 June 2024
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Place Auditorium 5
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Speaker or organiser Clément Rey
Details
Past
Graphical lasso for extremes
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Seminar
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MAD-Stat. Seminar
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Date 30 May 2024
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Place Auditorium 5
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Speaker or organiser Zhou Chen
Details
Past
On fraudulent stochastic algorithms
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Seminar
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MAD-Stat. Seminar
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Date 23 May 2024
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Place Auditorium 5
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Speaker or organiser Laurent Miclo
Details
Past
Copula Based Cox Proportional Hazards Models for Dependent Censoring
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Seminar
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MAD-Stat. Seminar
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Date 16 May 2024
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Place Auditorium 5
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Speaker or organiser Ingrid Van Keilegom
Details
Past
Machine learning beyond the data range: an extreme value perspective
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Seminar
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MAD-Stat. Seminar
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Date 2 May 2024
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Place Auditorium 5
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Speaker or organiser Sebastian Engelke
Details
Past
Abide by the Law and Follow the Flow: Conservation Laws for Gradient Flows
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Seminar
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MAD-Stat. Seminar
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Date 25 April 2024
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Place Auditorium 3 - JJ Laffont
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Speaker or organiser Gabriel Peyré
Details
Past
Stochastic subgradient descent on weakly convex functions escapes active strict saddles
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Seminar
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MAD-Stat. Seminar
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Date 18 April 2024
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Place Auditorium 3 - JJ Laffont
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Speaker or organiser Sholom Schechtman
Details
Past
Quantitative Stability of the Pushforward Operation by an Optimal Transport Map
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Seminar
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MAD-Stat. Seminar
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Date 4 April 2024
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Place Salle 1 - level -1
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Speaker or organiser Guillaume Carlier
Details
Past
Online Matching in Geometric Random Graphs
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Seminar
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MAD-Stat. Seminar
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Date 21 March 2024
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Place Auditorium 3 - JJ Laffont
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Speaker or organiser Flore Sentenac
Details
Past
A novel notion of barycenter for probability distributions based on optimal weak mass transport
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Seminar
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MAD-Stat. Seminar
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Date 14 March 2024
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Place Auditorium 3 - JJ Laffont
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Speaker or organiser Elsa Cazelles
Details
Past
Two Optimal Transportation approaches to measuring Risk.
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Seminar
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MAD-Stat. Seminar
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Date 7 March 2024
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Place Auditorium 3 - JJ Laffont
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Speaker or organiser Olivier Faugeras
Details
Past
An efficient approach for statistical matching of survey data through calibration, optimal transport and balanced sampling
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Seminar
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MAD-Stat. Seminar
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Date 15 December 2023
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Place Auditorium 3 - JJ Laffont
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Speaker or organiser Yves Tillé
Details
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