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

Edgewise outliers of network indexed signals

Christopher Rieser, Anne M. Ruiz, and Christine Thomas-Agnan

IEEE Transactions on Signal Processing, vol. 72, , pp. 762-773
Details

Board gender diversity and environmental performance: A semi-parametric panel data analysis

Rey Dang, Majdi Karmani, L'hocine Houanti, Michel Simioni, and Ilyes Abid

Finance Research Letters, vol. 58, n° 104032,
Details

An invitation to intrinsic compositional data analysis using projective geometry and Hilbert’s metric

Olivier Faugeras

TSE Working Paper, vol. 23-1496, ,
Details
Download the publication pdf | 4.31 MB

Inference for extremal regression with dependent heavy-tailed data

Abdelaati Daouia, Gilles Stupfler, and Antoine Usseglio-Carleve

Annals of Statistics, vol. 51, n° 5, , pp. 2040-2066
Details
Download the publication pdf | 9.9 MB

The policy implications of economic complexity

César Hidalgo

Research Policy, vol. 52, n° 9,
Details

A new wavelet-based estimation of conditional density via block threshold method

Olivier Faugeras, and Esmaeil Shirazi

Communications in Statistics - Theory and Methods,
Details

Generalizing Impact Computations for the Autoregressive Spatial Interaction Model

Thibault Laurent, Paula Margaretic, and Christine Thomas-Agnan

Geographical Analysis, vol. 55, n° 4, , pp. 728-758
Details

Parsimonious Wasserstein Text-mining

Sébastien Gadat, and Stéphane Villeneuve

TSE Working Paper, vol. 23-1471,
Details
Download the publication pdf | 1.27 MB

A folk theorem for finitely repeated games with public monitoring

Johannes Hörner, and Jérôme Renault

TSE Working Paper, vol. 23-1473,
Details
Download the publication pdf | 221.17 KB

Understanding World Economy Dynamics Based on Indicators and Events

Yasser Abbas, and Abdelaati Daouia

TSE Working Paper, vol. 23-1461,
Details
Download the publication pdf | 12.88 MB

Tourists’ preferences and willingness to pay for protecting a World Heritage site from coastal erosion in Vietnam

Lan Anh Nguyen, Manh-Hung Nguyen, Viet-Ngu Hoang, Arnaud Reynaud, Michel Simioni, and Clevo Wilson

Environment, Development and Sustainability,
Details

Share-ratio interpretations of compositional regression models

Lukas Dargel, and Christine Thomas-Agnan

TSE Working Paper, vol. 23-1456, ,
Details
Download the publication pdf | 636.55 KB
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List of seminars

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

Détails

Past

Interacting Hawkes processes with multiplicative inhibition

  • Seminar

  • MAD-Stat. Seminar

  • Date 17 March 2022

  • Place A3

  • Speaker or organiser Céline Duval

Détails

Past

Many-to-One indirect sampling with application to the French postal traffic estimation

  • Seminar

  • MAD-Stat. Seminar

  • Date 10 March 2022

  • Place Auditorium 3

  • Speaker or organiser Anne Ruiz-Gazen

Détails

Past

A competitive search game with a moving target

  • Seminar

  • MAD-Stat. Seminar

  • Date 16 December 2021

  • Place Auditorium 5

  • Speaker or organiser Benoit Duvocelle

Détails

Past

Mertens conjectures in absorbing games with incomplete information

  • Seminar

  • MAD-Stat. Seminar

  • Date 9 December 2021

  • Place A5

  • Speaker or organiser Bruno Ziliotto

Détails

Past

Boosting Frank-Wolfe by chasing gradients - and - Complexity of Linear Minimizationand Projection on Some Sets

  • Seminar

  • MAD-Stat. Seminar

  • Date 25 November 2021

  • Place A6

  • Speaker or organiser Cyrille Combettes

Détails

Past

Robust network estimation and outlier detection in sparse networks with missing observations

  • Seminar

  • MAD-Stat. Seminar

  • Date 21 October 2021

  • Place A5

  • Speaker or organiser Solenne Gaucher

Détails

Past

Entropic Fictitious Play

  • Seminar

  • MAD-Stat. Seminar

  • Date 14 October 2021

  • Place A5

  • Speaker or organiser Zhenjie Ren

Détails

Past

Spatial birth-death-move processes : basic properties and estimation of their intensity functions.

  • Seminar

  • MAD-Stat. Seminar

  • Date 7 October 2021

  • Place A5

  • Speaker or organiser Frédéric Lavancier

Détails

Past

Jacobians of neural networks and Free Probability

  • Seminar

  • MAD-Stat. Seminar

  • Date 30 September 2021

  • Place A4

  • Speaker or organiser Reda Chhaibi

Détails

Past

Several structured thresholding bandit problem

  • Seminar

  • MAD-Stat. Seminar

  • Date 23 September 2021

  • Place Auditorium 5

  • Speaker or organiser Alexandra Carpentier

Détails

Past

Long information design and splitting games

  • Seminar

  • MAD-Stat. Seminar

  • Date 16 September 2021

  • Place Auditorium A5

  • Speaker or organiser Jérôme Renault

Détails

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