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

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

Antoine Doury, Samuel Somot, and Sébastien Gadat

TSE Working Paper, vol. 24-1497,
Details
Download the publication pdf | 46.64 MB

Chebyshev and equilibrium measure vs Bernstein and Lebesgue measure

Jean-Bernard Lasserre

Proceedings of the American Mathematical Society,
Details

Gaussian mixtures closest to a given measure via optimal transport

Jean-Bernard Lasserre

Comptes Rendus. Mathématique, vol. 362, , pp. 1455-1473
Details

Differentiating Nonsmooth Solutions to Parametric Monotone Inclusion Problems

Jérôme Bolte, Edouard Pauwels, and Antonio Silveti-Falls

SIAM Journal on Optimization, vol. 34, n° 1, , pp. 71-97
Details

Splitting games over finite sets

Frédéric Koessler, Marie Laclau, Jérôme Renault, and Tristan Tomala

Mathematical Programming, vol. 203, n° 1-2, , pp. 477–498
Details
Download the publication pdf | 306.08 KB

Stochastic Gradient Langevin Dynamics for (weakly) log-concave posterior distributions

Marelys Crespo, Sébastien Gadat, and Xavier Gendre

Electronic Journal of Probability, vol. 29, , pp. 1-40
Details

Privately learning smooth distribution on the hypercube by projections

Sébastien Gadat, and Clément Lalanne

Proceedings of Machine Learning Research, vol. 235, , pp. 25936 - 25975
Details

A generalized Pell's equation for a class of multivariate orthogonal polynomials

Jean-Bernard Lasserre, and Yuan Xu

Transactions of the American Mathematical Society,
Details

Nash equilibria for dividend distribution with competition

Tiziano De Angelis, Fabien Gensbittel, and Stéphane Villeneuve

TSE Working Paper, vol. 23-1495, ,
Details
Download the publication pdf | 681.98 KB

S-estimation in linear models with structured covariance matrices

Henrik Paul Lopuhaä, Valérie Gares, and Anne M. Ruiz

Annals of Statistics, vol. 51, n° 6, , pp. 2415-2439
Details

QR prediction for statistical data integration

Estelle Medous, Camelia Goga, Anne M. Ruiz, Jean-François Beaumont, Alain Dessertaine, and Pauline Puech

Survey Methodology, vol. 49, n° 2, , pp. 385-410
Details

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

Sébastien Gadat, Yohann De Castro, and Clément Marteau

TSE Working Paper, vol. 23-1494,
Details
Download the publication pdf | 832.88 KB
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List of seminars

Past

On the Nash equilibrium of moment-matching GANs for stationary Gaussian processes

  • Seminar

  • MAD-Stat. Seminar

  • Date 22 September 2022

  • Place Auditorium 5

  • Speaker or organiser Sixin Zhang

Details

Past

Mixed Strategy Equilibria in the War of Attrition under Uncertainty

  • Seminar

  • MAD-Stat. Seminar

  • Date 15 September 2022

  • Place Auditorium 3

  • Speaker or organiser Fabien Gensbittel

Details

Past

Mean-Field Langevin Dynamics and application to regularized Wasserstein barycenters

  • Seminar

  • MAD-Stat. Seminar

  • Date 9 June 2022

  • Place A3

  • Speaker or organiser Lenaïc Chizat

Details

Past

Introduction to Gaussian Agency models

  • Seminar

  • MAD-Stat. Seminar

  • Date 2 June 2022

  • Place Auditorium 5

  • Speaker or organiser Stéphane Villeneuve

Details

Past

To be announced

  • Seminar

  • MAD-Stat. Seminar

  • Date 2 June 2022

  • Place Auditorium 5

  • Speaker or organiser Quentin Berthet

Details

Past

S-estimation in Linear Models with Structured Covariance Matrices

  • Seminar

  • MAD-Stat. Seminar

  • Date 19 May 2022

  • Place Auditorium 5

  • Speaker or organiser Rik Lopuhaä

Details

Past

Determining a function via the modulus of its derivative.

  • Seminar

  • MAD-Stat. Seminar

  • Date 12 May 2022

  • Place Auditorium 3

  • Speaker or organiser Aris Daniilidis

Details

Past

Optimal Revenue Guarantees for Pricing in Large Markets

  • Seminar

  • MAD-Stat. Seminar

  • Date 21 April 2022

  • Place Auditorium 3

  • Speaker or organiser Dana Pizarro

Details

Past

Optimal sharing in social dilemmas

  • Seminar

  • MAD-Stat. Seminar

  • Date 7 April 2022

  • Place Auditorium 5

  • Speaker or organiser Maria Kleshnina

Details

Past

DoStoVoQ: Doubly Stochastic Voronoi Vector Quantization, with applications to federated learning

  • Seminar

  • MAD-Stat. Seminar

  • Date 31 March 2022

  • Place A3

  • Speaker or organiser Aymeric Dieuleveut

Details

Past

Logcontrast and Orthonormal Logratio Coordinates for Compositional Data with a Total.

  • Seminar

  • MAD-Stat. Seminar

  • Date 24 March 2022

  • Place Auditorium 3

  • Speaker or organiser Josep Antoni Martín-Fernández

Details

Past

Interacting Hawkes processes with multiplicative inhibition

  • Seminar

  • MAD-Stat. Seminar

  • Date 17 March 2022

  • Place A3

  • Speaker or organiser Céline Duval

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