Mathematics of decision making and statistics

Olivier Faugeras, “Log-Free Divergence and Covariance matrix for Compositional Data I: The Affine/Barycentric Approach”, Austrian Journal of Statistics, 2025, forthcoming.

Eduardo Abi Jaber, and Stéphane Villeneuve, “Gaussian Agency problems with memory and Linear Contracts”, Finance and Stochastics, vol. 29, January 2025, p. 143–176.

Olivier Faugeras, “The Stick-Breaking and Ordering Representations of Compositional Data: Copulas and Regression models”, Austrian Journal of Statistics, 2025, forthcoming.

Eran Shmaya, and Bruno Ziliotto, “Bayesian Learning in Mean Field Games”, SIAM Journal on Control and Optimization, vol. 63, n. 3, 2025.

Olivier Faugeras, “Log-Free Distance and Covariance Matrix for Compositional Data II: the Projective/Exterior Product Approach”, TSE Working Paper, n. 24-1601, December 2024, revised March 2025.

Jairo F. Gudino, Umberto Grandi, and César Hidalgo, “Large language models (LLMs) as agents for augmented democracy”, Philosophical Transactions of the Royal Society A, vol. 382, n. 2285, December 2024.

Olivier Faugeras, “Log-Free Divergence and Covariance matrix for Compositional Data I: The Affiine/Barycentric Approach”, TSE Working Paper, n. 24-1580, October 2024, revised February 2025.

Felix Dammann, Néofytos Rodosthenous, and Stéphane Villeneuve, “A Stochastic Non-Zero-Sum Game of Controlling the Debt-to-GDP Ratio”, Applied Mathematics & Optimization, vol. 90, n. 52, October 2024.

Felix Dammann, Néofytos Rodosthenous, and Stéphane Villeneuve, “A Stochastic Non-Zero-Sum Game of Controlling the Debt-to-GDP Ratio”, TSE Working Paper, n. 24-1481, October 2024.

Zaineb Smida, Thibault Laurent, and Lionel Cucala, “A Hotelling spatial scan statistic for functional data: application to economic and climate data”, TSE Working Paper, n. 24-1583, October 2024.