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

Competition and Recall in Selection Problems

Fabien Gensbittel, Dana Pizarro, and Jérôme Renault

Dynamic Games and Applications, vol. 14, n° 4, , pp. 806 - 845
Details

Invariant Coordinate Selection and Fisher Discriminant Subspace Beyond The Case of Two Groups

Colombe Becquart, Aurore Archimbaud, Anne M. Ruiz, Luka Prilé, and Klaus Nordhausen

TSE Working Paper, vol. 24-1579,
Details
Download the publication pdf | 1.75 MB

Augmenting the availability of historical GDP per capita estimates through machine learning

Philipp Koch, Viktor Stojkoski, and César Hidalgo

Proceedings of the National Academy of Sciences of the United States of America, vol. 121 (39), n° e2402060121,
Details
Download the publication pdf | 334.01 KB

Climate, Conflict and International Migration

Evangelina Dardati, Thibault Laurent, Paula Margaretic, and Christine Thomas-Agnan

TSE Working Paper, vol. 24-1575, ,
Details
Download the publication pdf | 3.75 MB

Understanding World Economy Dynamics Based on Indicators and Events

Yasser Abbas, and Abdelaati Daouia

Journal of Data Science, Statistics, and Visualisation, vol. 4, n° 5,
Details

On the suitability of a Convolutional Neural Network based RCM-Emulator for fine spatio-temporal precipitation

Antoine Doury, Sébastien Gadat, and Samuel Somot

Climate Dynamics, vol. 62, , pp. 8587-8613
Details

Pairwise share ratio interpretations of compositional regression models

Lukas Dargel, and Christine Thomas-Agnan

Computational Statistics and Data Analysis, vol. 195, n° 107945,
Details

Estimating digital product trade through corporate revenue data

Viktor Stojkoski, César Hidalgo, Philipp Koch, and Eva Coll

Nature Communications, vol. 15, n° 5262,
Details

Bias-reduced and variance-corrected asymptotic Gaussian Inference about extreme expectiles

Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve

Statistics and Computing, vol. 34, n° 130,
Details
Download the publication pdf | 46.74 MB

A simple calculus of sums of powers

Olivier Perrin

TSE Working Paper, vol. 24-1548,
Details
Download the publication pdf | 164.77 KB

Optimal weighted pooling for inference about the tail index and extreme quantiles

Abdelaati Daouia, Simone A. Padoan, and Gilles Stupfler

Bernoulli - Journal of the Bernoulli Society, vol. 30, n° 2, , pp. 1287-1312
Details
Download the publication pdf | 1.75 MB

Risk quantization by magnitude and propensity

Olivier Faugeras, and Gilles Pages

Insurance: Mathematics and Economics, vol. 116, , pp. 134-147
Details
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List of seminars

Past

Pre-Convergence Behavior in economic models.

  • Seminar

  • MAD-Stat. Seminar

  • Date 14 December 2023

  • Place Auditorium 3 - JJ Laffont

  • Speaker or organiser Mathieu Faure

Details

Past

Change-Point Detection for Dynamic Networks

  • Seminar

  • MAD-Stat. Seminar

  • Date 7 December 2023

  • Place Auditorium 5

  • Speaker or organiser Farida Enikeeva

Details

Past

Identify ambiguous tasks combining crowdsourced labels by weighting Areas Under the Margin

  • Seminar

  • MAD-Stat. Seminar

  • Date 30 November 2023

  • Place Auditorium 3 - JJ Laffont

  • Speaker or organiser Joseph Salmon

Details

Past

The Moment-Sos Hierarchy

  • Seminar

  • MAD-Stat. Seminar

  • Date 23 November 2023

  • Place Auditorium 3 - JJ Laffont

  • Speaker or organiser Jean-Bernard Lasserre

Details

Past

To be announced

  • Seminar

  • MAD-Stat. Seminar

  • Date 23 November 2023

  • Place Auditorium 4

  • Speaker or organiser Giorgio Ferrari

Details

Past

HWI inequalities and Markov process couplings

  • Seminar

  • MAD-Stat. Seminar

  • Date 9 November 2023

  • Place Auditorium 3 - JJ Laffont

  • Speaker or organiser Max Fathi

Details

Past

Wasserstein Distributionnally Robust Optimization for statistical learning

  • Seminar

  • MAD-Stat. Seminar

  • Date 19 October 2023

  • Place Auditorium 3 - JJ Laffont

  • Speaker or organiser Franck Iutzeler

Details

Past

Assortativity in graphs and networks : a brief overview

  • Seminar

  • MAD-Stat. Seminar

  • Date 5 October 2023

  • Place Auditorium A4

  • Speaker or organiser Bertrand Jouve

Details

Past

Principal Components Analysis: from multivariate to functional and count data

  • Seminar

  • MAD-Stat. Seminar

  • Date 28 September 2023

  • Place Auditorium 3

  • Speaker or organiser Angelina Roche

Details

Past

Regularity of the value function and quantitative propagation of chaos for mean field control problems

  • Seminar

  • MAD-Stat. Seminar

  • Date 21 September 2023

  • Place Auditorium 5

  • Speaker or organiser Pierre Cardaliaguet

Details

Past

Universality and Robustness in Competing Mechanisms

  • Seminar

  • MAD-Stat. Seminar

  • Date 22 June 2023

  • Place Auditorium 4

  • Speaker or organiser Thomas Mariotti

Details

Past

Optimality of Variational Inference for Stochastic Block Model

  • Seminar

  • MAD-Stat. Seminar

  • Date 20 April 2023

  • Place Auditorium 3

  • Speaker or organiser Olga Klopp

Details

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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

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