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

Intercity connectivity and urban innovation

Xiaofan Liang, César Hidalgo, Pierre-Alexandre Balland, Siqi Zheng, and Jianghao Wang

Computers, Environment and Urban Systems, vol. 109, n° 102092,

An expectile computation cookbook

Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve

Statistics and Computing, vol. 34, n° 103,

A comparative study of residents and tourists' valuation for a heterogeneous environmental good: The case of coastal erosion

Marine Policy, vol. 161, n° 106038,

Privately Learning Smooth Distributions on the Hypercube by Projections

TSE Working Paper, vol. 24-1505,

Discretisation of Langevin diffusion in the weak log-concave case

Marelys Crespo

TSE Working Paper, vol. 24-1506,

Bilateral Trade: A Regret Minimization Perspective

Nicolo Cesa-Bianchi, Tommaso Cesari, Roberto Colomboni, Federico Fusco, and Stefano Leonardi

Mathematics of Operations Research, vol. 49, n° 1,

Dynamic Contracting with Many Agents

Stéphane Villeneuve, Bruno Biais, Hans Gersbach, Jean-Charles Rochet, and Ernst-Ludwig von Thadden

TSE Working Paper, vol. 24-1511,

The Stick-Breaking and Ordering Representation of Compositional Data: Copulas and Regression models

TSE Working Paper, vol. 24-1500, ,

The link between multiplicative competitive interaction models and compositional data regression with a total

Lukas Dargel, and Christine Thomas-Agnan

Journal of Applied Statistics, vol. 51, n° 14, , pp. 2929–2960

The Christoffel function: Applications, connections and extensions,

Numerical Algebra, Control and Optimization,

Understanding political divisiveness using online participation data from the 2022 French and Brazilian presidential elections

Carlos Navarrete, Mariana Macedo, Rachael Colley, Jingling Zhang, Nicole Ferrada, Maria Eduarda Mello, Rodrigo Lira, Carmelo Bastos-Filho, Umberto Grandi, Jérôme Lang, and César Hidalgo

Nature Human Behaviour, vol. 8, n° 1, , pp. 137-148

Uncertainty Quantification of Set-Membership Estimation in Control and Perception

Yukai Tang, Jean-Bernard Lasserre, and Heng Yang

Proceedings of Machine Learning Research, vol. 242, , pp. 286--298

List of seminars

Past

Optimal Transport Distance Between Completely Random Measures with Applications in Bayesian Statistics

  • Seminar

  • MAD-Stat. Seminar

  • Date 30 March 2023

  • Place Auditorium 3

  • Speaker or organiser Hugo Lavenant

Details

Past

A formula for the value of a stochastic game

  • Seminar

  • MAD-Stat. Seminar

  • Date 16 March 2023

  • Place Auditorium 3

  • Speaker or organiser Miquel Oliu-Barton

Details

Past

Improve Learning Combining Crowdsourced Labels by Weighting Areas under the Margin

  • Seminar

  • MAD-Stat. Seminar

  • Date 9 March 2023

  • Place Auditorium 3

  • Speaker or organiser Joseph Salmon

Details

Past

The moment hierarchy in polynomial optimization: introduction and application to power systems

  • Seminar

  • MAD-Stat. Seminar

  • Date 15 December 2022

  • Place Auditorium 3

  • Speaker or organiser Adrien Le Franc

Details

Past

Exponential family distributions for modeling partitions of individuals

  • Seminar

  • MAD-Stat. Seminar

  • Date 8 December 2022

  • Place Auditorium 3

  • Speaker or organiser Marion Hoffman

Details

Past

Nonparametric spatial scan statistics for real and functional data

  • Seminar

  • MAD-Stat. Seminar

  • Date 1 December 2022

  • Place Auditorium 3

  • Speaker or organiser Zaineb Smida

Details

Past

Algorithms for Computing Equilibrium Payoffs in Quitting Games

  • Seminar

  • MAD-Stat. Seminar

  • Date 24 November 2022

  • Place Auditorium 1

  • Speaker or organiser Catherine Rainer

Details

Past

The nice properties of MMD for statistical estimation

  • Seminar

  • MAD-Stat. Seminar

  • Date 10 November 2022

  • Place A3

  • Speaker or organiser Pierre Alquier

Details

Past

Language and social networks dynamics

  • Seminar

  • MAD-Stat. Seminar

  • Date 20 October 2022

  • Place Auditorium 4

  • Speaker or organiser Pierre Tarrès

Details

Past

A gradient estimator via L1-randomization for onlinezero-order optimization with two point feedback

  • Seminar

  • MAD-Stat. Seminar

  • Date 13 October 2022

  • Place Auditorium 3

  • Speaker or organiser Evgenii Chzhen

Details

Past

Adaptive robustness and sub-Gaussian deviations in sparse linear regression through Pivotal Double SLOPE

  • Seminar

  • MAD-Stat. Seminar

  • Date 6 October 2022

  • Place Auditorium 3

  • Speaker or organiser Mohamed Ndaoud

Details

Past

Endogenous Liquidity Crises in Financial Markets: A Physicist’s Perspective

  • Seminar

  • MAD-Stat. Seminar

  • Date 29 September 2022

  • Place Auditorium 5

  • Speaker or organiser Michael Benzaquen

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