Training Structure
College of Sciences
Overview
The Master’s program in Mathematics consists of three tracks in the first year: Modeling and Numerical Analysis (MANU), Fundamental Mathematics (MF), and Statistics and Data Science (SSD). In the second year, the MF track splits into two tracks: Fundamental Mathematics and Preparation for the Agrégation; the SSD track also splits into two tracks: Biostatistics (SSD-BIOSTAT) and Information and Decision Management (SSD-MIND).
Please refer to the fact sheets for each program for detailed descriptions.
Objectives
- Gain a scientific education that enables students to interact in a multidisciplinary setting
- Gain a solid theoretical foundation that may enable students to pursue an academic or industrial doctoral degree
- Preparation for the Agrégation exam
Expertise and Skills
See the descriptions of the various courses
Organization
Program
See the descriptions of the various courses
Select a program
Modeling and Numerical Analysis (MANU)
Fundamental Mathematics (MF)
Preparation for the External Mathematics Agrégation Exam (Prépa Agreg)
This program is designed for students preparing for the mathematics agrégation exam (either the general or specialized track). Its purpose is to support students in their review and prepare them for the various exam components. The first semester is divided between reviewing the concepts covered in the exam syllabus and an introduction to the specific exam components. The second semester begins with finalizing preparation for the written exams and then focuses on preparing for the oral exams. The ECTS credits earned in the program’s various course units allow students to earn the M2 degree required for the exam.
Statistics and Data Science (SSD)
The SSD track is a program in applied mathematics designed to provide students with advanced skills in statistics, stochastic modeling, and data science.
It is designed to provide students with a solid foundation of knowledge and professional skills so that they can integrate into multidisciplinary teams across a wide range of sectors, including healthcare, biology, ecology, the environment, genomics, energy, agronomy, economics, banking, insurance, marketing, research, and higher education.
Numerical Analysis 2
ECTS
4 credits
Training Structure
College of Sciences
Partial differential equations (PDEs) are now an essential mathematical tool for studying and understanding physical and biological phenomena. Their extreme complexity often makes them impossible to solve analytically, hence the need to use numerical methods.
This course is devoted to an introduction to EDPs, followed by their solution using well-known numerical methods such as the finite difference and finite volume methods. A section focused more on analysis—necessary for the introduction to the finite volume method—will be devoted to the analytical solution of scalar conservation laws. Four programming lab sessions will use simple examples to illustrate the scientific computing tools covered in class.
Numerical Analysis 1
ECTS
5 credits
Training Structure
College of Sciences
Description: Partial differential equations (PDEs) are now an essential mathematical tool for studying and understanding physical and biological phenomena. Their extreme complexity often makes them impossible to solve analytically, hence the need to use numerical solution methods.
This course is devoted to an introduction to EDPs, followed by their solution using well-known numerical methods such as the finite difference and finite volume methods. A section focused more on analysis—necessary for the introduction to the finite volume method—will be devoted to the analytical solution of scalar conservation laws. Four programming lab sessions will use simple examples to illustrate the scientific computing tools covered in class.
Analysis of EDP 1
ECTS
5 credits
Training Structure
College of Sciences
The construction of solutions to partial differential equations (PDEs) and the theoretical study of their qualitative behavior are based primarily on the use of results from analysis, particularly functional analysis. This course introduces key tools for solving PDEs from analytical or geometric perspectives. These tools will be applied in the study of several examples of PDEs representative of major classes of equations.
Functional Analysis
ECTS
7 credits
Training Structure
College of Sciences
This course unit covers the classical theory of Banach spaces and also serves as an introduction to spectral analysis.
Optimization
ECTS
5 credits
Training Structure
College of Sciences
This course is a continuation of the optimization course offered in the second semester of the third year of the bachelor’s program.
After reviewing the results and numerical methods for first- and second-order optimization problems—both unconstrained and subject to equality and inequality constraints—the course focuses on topics currently of interest in industrial optimization, particularly robust, multi-criteria optimization under uncertainty.
The course then illustrates the role of optimization in the main machine learning algorithms. These topics are illustrated with examples of classification and regression problems in supervised learning. These examples provide an opportunity to discuss metrics and procedures for evaluating learning, validation, and inference (cross-validation, overfitting, etc.).
The course introduces the different types of learning: unsupervised, supervised, transfer learning, reinforcement learning, incremental learning, etc.
Topics related to database management are covered: generation, imputation, visualization, and segmentation.
The course explores the connections between transfer learning in mathematics and numerical simulation to address issues such as the generation of synthetic datasets, imputation, non-intrusive prediction, fast inference, and more.
The course includes a significant number of ongoing computer projects. All sessions take place in a computer-based environment and allow students to immediately apply the theoretical concepts they have learned.
Analysis of EDP 2
ECTS
4 credits
Training Structure
College of Sciences
This course builds on the concepts covered in the course “Analysis of PDEs 1.” In particular, it provides an opportunity to study in depth certain linear PDEs defined on an open set of Rn, such as the Dirichlet problem, the heat equation, the Schrödinger equation, and the wave equation.
Mechanics
ECTS
7 credits
Training Structure
College of Sciences
This 42-hour course covers the fundamentals of continuum mechanics: it examines motion, deformation, and stress fields within media considered from a macroscopic perspective, as opposed to a particle-based description. More specifically, these physical phenomena are analyzed by describing them from a mathematical perspective.
Internship
ECTS
4 credits
Training Structure
College of Sciences
Internship supervised by a female or male researcher or a female or male faculty member who is also a researcher.
Differential Geometry
ECTS
5 credits
Training Structure
College of Sciences
An introductory course in differential geometry, focusing on the concepts of subvarieties ofRn, vector fields, and flows.
Programming 1
ECTS
7 credits
Training Structure
College of Sciences
This course covers the fundamentals of the C++ language as applied to numerical analysis.
Numerical Analysis 3
ECTS
7 credits
Training Structure
College of Sciences
The finite element method is a widely used numerical method. This course will explain the principles of the method, present the equations relevant to a variety of problems, and provide the keys to implementing the method computationally.
Analysis of EDP 3
ECTS
8 credits
Training Structure
College of Sciences
In this course, we will present analytical methods for solving partial differential equations (PDEs)—including nonlinear ones—and for studying the qualitative behavior of solutions. The class of PDEs—and thus the methods studied—may vary depending on the instructor. They will be related to the applications developed at IMAG: fluid mechanics, solid mechanics, and mathematical biology.
Post-hoc estimates
ECTS
6 credits
Training Structure
College of Sciences
This course is a continuation of the optimization course offered in the second semester of the L3 Mathematics program and the course on optimization and machine learning in the M1 MANU program. The course builds on the concepts covered in other modules of the MANU master’s program in PDE analysis and numerical simulation.
Following a review of the results and numerical methods for the numerical simulation of PDEs on adaptive meshes, results on a posteriori error estimation, and supervised learning methods covered in the M1 program, the course focuses on the generation of high-quality databases and their completion and certification through certified numerical simulation based on error control.
This issue is fundamental to the certified use of machine learning in industry. Indeed, the accuracy of mathematical learning during inference depends heavily on the quality of the database.
The course includes a significant number of ongoing computer projects. All sessions take place in a computer-based environment and allow students to immediately apply the theoretical concepts they have learned.
Inverse Problems
ECTS
6 credits
Training Structure
College of Sciences
We study inverse problems, emphasizing the concept of a “well-posed problem.”
First, inverse problems in finite dimensions are introduced (the concepts of conditioning, singular values, etc.), followed by those in infinite dimensions (problem stability, regularization, pseudo-inverse, etc.).
Next, we review the properties of the Fourier transform and the convolution operation in Lp spaces and their usual subspaces. We examine how these two operations lead to well-posed or ill-posed problems. For convolution, in particular, the concepts of “filter” and “deconvolution” are discussed in the context of signal and image analysis.
Finally, we apply these concepts to the study and inversion of the Radon transform—or related transforms—derived from medical imaging techniques.
Numerical Analysis 4
ECTS
10 credits
Training Structure
College of Sciences
This course focuses on the study of advanced numerical methods for partial differential equations that allow for the use of polyhedral meshes. The first part of the course is devoted to analytical tools of general interest. In the second part, we focus on the design and analysis of hybrid high-order methods, which are an example of state-of-the-art numerical methods. In the third part, we develop applications of these methods related to the research activities currently underway at IMAG: fluid mechanics, solid mechanics, and flow in porous media.
Internship
ECTS
12 credits
Training Structure
College of Sciences
A minimum 4-month internship at a company, a public industrial and commercial establishment (EPIC), or a research laboratory, supervised by a researcher, a faculty researcher, or a research engineer.
Programming 2
ECTS
10 credits
Training Structure
College of Sciences
This course covers advanced aspects of the C++ language as applied to scientific computing, supplemented by an introduction to pre- and post-processing tools, modern collaborative work tools (version control systems), and non-regression testing tools (test management systems).
Numerical Modeling
ECTS
8 credits
Training Structure
College of Sciences
This course allows students to become familiar with real-world problems involving the theoretical or numerical solution of partial differential equations.
Groups and Geometry
ECTS
8 credits
Training Structure
College of Sciences
In this course unit, we study classical groups (linear, unitary, orthogonal, symplectic) from their algebraic (reduction, conjugation classes, etc.), geometric (actions, exponential map), and topological perspectives.
Algebra 1
ECTS
8 credits
Training Structure
College of Sciences
This unit expands on the classical theory of modules over a principal ring and the fundamentals of group representation theory, focusing on finite groups.
CHOICE 1
ECTS
5 credits
Training Structure
College of Sciences
Numerical Analysis 1
ECTS
5 credits
Training Structure
College of Sciences
Description: Partial differential equations (PDEs) are now an essential mathematical tool for studying and understanding physical and biological phenomena. Their extreme complexity often makes them impossible to solve analytically, hence the need to use numerical solution methods.
This course is devoted to an introduction to EDPs, followed by their solution using well-known numerical methods such as the finite difference and finite volume methods. A section focused more on analysis—necessary for the introduction to the finite volume method—will be devoted to the analytical solution of scalar conservation laws. Four programming lab sessions will use simple examples to illustrate the scientific computing tools covered in class.
Analysis of EDP 1
ECTS
5 credits
Training Structure
College of Sciences
The construction of solutions to partial differential equations (PDEs) and the theoretical study of their qualitative behavior are based primarily on the use of results from analysis, particularly functional analysis. This course introduces key tools for solving PDEs from analytical or geometric perspectives. These tools will be applied in the study of several examples of PDEs representative of major classes of equations.
Functional Analysis
ECTS
7 credits
Training Structure
College of Sciences
This course unit covers the classical theory of Banach spaces and also serves as an introduction to spectral analysis.
English
ECTS
2 credits
Training Structure
College of Sciences
English tutorial course for students in the M1 Fundamental Mathematics program who are seeking professional proficiency in English.
Algebra 2
ECTS
5 credits
Training Structure
College of Sciences
An introductory course on field theory, with Galois's correspondence theorem as the main result.
Complex Analysis and Topology
ECTS
7 credits
Training Structure
College of Sciences
This course develops Cauchy's theory for functions of a complex variable and introduces the concepts of conformal mapping, the fundamental group, and coverings.
Algebra, Geometry, and Calculus
ECTS
5 credits
Training Structure
College of Sciences
This course explores various aspects of effective calculus in algebra (linear algebra over Euclidean rings, resultants, etc.) and introduces the fundamentals of algebraic geometry.
Differential Geometry
ECTS
5 credits
Training Structure
College of Sciences
An introductory course in differential geometry, focusing on the concepts of subvarieties ofRn, vector fields, and flows.
Lie Groups and Lie Algebras
ECTS
3 credits
Training Structure
College of Sciences
This course unit complements the differential geometry course in the M1 Fundamental Mathematics program. In this course, we apply the concepts from that course to the study of classical Lie groups.
TER (project)
ECTS
5 credits
Training Structure
College of Sciences
Each student works on a project supervised by a researcher or a faculty member who is also a researcher. Students write a thesis of approximately 30 pages, which they defend orally before a committee. Students may work in pairs.
Differential Geometry
ECTS
9 credits
Training Structure
College of Sciences
Differential Geometry Course.
Algebraic Topology
ECTS
9 credits
Training Structure
College of Sciences
Algebraic Topology Course.
Seminar (thesis)
ECTS
3 credits
Training Structure
College of Sciences
Research and presentation of a mathematics project at the M2 level to the other students in the program.
Algebraic Geometry
ECTS
9 credits
Training Structure
College of Sciences
Algebraic Geometry Course.
Algebra and Geometry 2
ECTS
9 credits
Training Structure
College of Sciences
A course on a specialized topic in algebra or geometry.
Introductory Research Internship
ECTS
12 credits
Training Structure
College of Sciences
Internship supervised by a male or female researcher or a male or female faculty member who is also a researcher.
Topology and Geometry 2
ECTS
9 credits
Training Structure
College of Sciences
A course on a specialized topic in topology or geometry.
Algebra
ECTS
10 credits
Training Structure
College of Sciences
This course unit is devoted to reviewing the algebra concepts included in the entrance exam curriculum. It consists of 36 hours of lectures and 36 hours of tutorials. A large portion of the tutorials will be devoted to presentations by students in the preparatory program, who will present either solutions to exercises or important proofs from the course.
Preparation for the Oral Exam
Training Structure
College of Sciences
The external mathematics agrégation exam consists of two oral exams for eligible candidates. These exams take place in June or July. The first exam is titled “Algebra and Geometry,” and the second is titled “Analysis and Probability.” To help prepare for these exams, this course unit first outlines their specific characteristics and then provides guidance on preparing for the various topics announced by the exam committee.
Analysis
ECTS
10 credits
Training Structure
College of Sciences
This course unit is devoted to reviewing the analytical concepts included in the competitive exam curriculum. It consists of 36 hours of lectures and 36 hours of tutorials. A large portion of the tutorials will be devoted to presentations by students in the preparatory program, who will present either corrections to exercises or key demonstrations from the course.
Preparation for the Written Exam
ECTS
5 credits
Training Structure
College of Sciences
The external agrégation exam in mathematics consists of two 6-hour written exams held in the spring. The first exam is titled “General Mathematics” and the second “Analysis and Probability.” To help students prepare for these exams, this course unit consists of assessments and answer keys based on questions at the level of the Agrégation written exams.
Project
ECTS
3 credits
Training Structure
College of Sciences
The oral exams in algebra/geometry and analysis/probability for the Agrégation competition include a “presentation” section in which the candidate must spend about fifteen minutes discussing a topic from the syllabus that they find particularly interesting. In this course unit, we propose drafting a document that will compile the various presentations prepared in anticipation of these oral exams.
Preparation for the Elective
ECTS
10 credits
Training Structure
College of Sciences
This course prepares students for the modeling exam in Option C of the external mathematics certification exam. This exam, which is based on the analysis of texts, focuses on the connections between algebra and symbolic computation. The symbolic computation software SageMaths is used in this course.
The topics covered are those of Option C’s curriculum: representation and algorithmic manipulation of common mathematical objects in algebra and formal computation (integers, floating-point numbers, integers modulo n, polynomials, matrices); machine-imposed limitations (space and time optimization, the concept of algorithmic complexity), and application areas for these theories (error-correcting codes, cryptography, information processing and data compression, geometry, etc.).
Classical algorithms (fast exponentiation, extended Euclidean algorithm, Hörner's scheme, Gauss's algorithm, modular methods, primality tests, etc.) are introduced in class and then explored on the computer using SageMath software. This is also an opportunity to become familiar with this software.
Each student is required to present one or more oral lessons—depending on the requirements of the agrégation—based on texts from previous years.
English
ECTS
2 credits
Training Structure
College of Sciences
English tutorial course for students in the “M2 Preparation for the Mathematics Agrégation Exam” program who are aiming to achieve professional proficiency in English.
Preparation for the Written Exam
ECTS
5 credits
Training Structure
College of Sciences
The external Agrégation exam in mathematics consists of two 6-hour written exams held in the spring. The first exam is titled “General Mathematics” and the second “Analysis and Probability.” To help students prepare for these exams, this course unit begins with assessments and corrections based on exam questions at the level of the Agrégation written exams. Additional material covering concepts from the curriculum is also provided alongside the written exams.
Preparation for the Oral Exam
ECTS
10 credits
Training Structure
College of Sciences
The external mathematics agrégation exam consists of two oral exams for eligible candidates. These exams take place in June or July. The first exam is titled “Algebra and Geometry,” and the second is titled “Analysis and Probability.” To help students prepare for these exams, this course unit first outlines their specific characteristics and then guides students through the various topics announced by the exam committee. This course unit builds on the work begun in the course unit “Preparation for Oral Exam 1.”
Stochastic processes
Training Structure
College of Sciences
The first part of this course covers additional topics in probability theory: conditional expectation and Gaussian vectors. The second part introduces one of the main families of discrete-time stochastic processes: Markov chains. These are sequences of dependent random variables, whose dependency relationship is relatively simple since each variable depends only on the previous one. They are also a very powerful modeling tool. We will study the main properties of these processes, as well as their long-run behavior and the estimation of their parameters.
Information Systems and Databases
ECTS
4 credits
Training Structure
College of Sciences
Multidimensional Data Analysis
ECTS
5 credits
Training Structure
College of Sciences
Statistical data sets are becoming increasingly large. Before modeling them, it is essential to explore them and reduce their dimensionality while losing as little information as possible. This is the objective of this course on multidimensional exploratory statistics. Methodologically, the tools used in this course are primarily those of Euclidean geometry. Statistical problems and concepts will therefore be translated into the language of Euclidean geometry before being addressed within that framework. The two families of exploratory methods that will be covered in this course are:
1) automatic classification methods, which group observations into classes and reduce the variability among the observations to the variability between these classes;
2) principal component analysis methods, which identify the main directions of variation among the observations and enable the generation of interpretable, low-dimensional representations of this variation.
Optimization
ECTS
5 credits
Training Structure
College of Sciences
This course is a continuation of the optimization course offered in the second semester of the third year of the bachelor’s program.
After reviewing the results and numerical methods for first- and second-order optimization problems—both unconstrained and subject to equality and inequality constraints—the course focuses on topics currently of interest in industrial optimization, particularly robust, multi-criteria optimization under uncertainty.
The course then illustrates the role of optimization in the main machine learning algorithms. These topics are illustrated with examples of classification and regression problems in supervised learning. These examples provide an opportunity to discuss metrics and procedures for evaluating learning, validation, and inference (cross-validation, overfitting, etc.).
The course introduces the different types of learning: unsupervised, supervised, transfer learning, reinforcement learning, incremental learning, etc.
Topics related to database management are covered: generation, imputation, visualization, and segmentation.
The course explores the connections between transfer learning in mathematics and numerical simulation to address issues such as the generation of synthetic datasets, imputation, non-intrusive prediction, fast inference, and more.
The course includes a significant number of ongoing computer projects. All sessions take place in a computer-based environment and allow students to immediately apply the theoretical concepts they have learned.
Software Development
ECTS
4 credits
Training Structure
College of Sciences
This course focuses on exploring best practices in professional-level coding.
The primary programming language is Python, but some knowledge of bash and git will also be useful.
A particular emphasis will be placed on data processing and visualization, which are central to the course.
We will focus primarily on the basic concepts of programming, as well as on exploring Python’s scientific libraries, including “numpy, scipy, pandas, matplotlib, and seaborn.”
Beyond knowledge of these fundamental packages, we will introduce modern coding practices: (unit) testing, version control (git), automatic documentation generation, etc.
Inferential Statistics
Training Structure
College of Sciences
The importance of statistical science in the process of scientific discovery and industrial advancement lies in its ability to enable the formulation of inferences about phenomena of interest, to which risks of error or levels of confidence can be assigned. The calculation of these error risks is based on probability theory, but the principles and methods for associating these risks with inferences constitute a theoretical framework that serves as the foundation for all statistical methodologies.
This module is intended to provide a fairly comprehensive overview of these basic principles and the mathematical tools, results, and theorems used in inferential statistics. It covers the concepts of point and interval estimation, hypothesis testing, and fundamental concepts such as exponential families, the maximum likelihood principle, and the use of the p-value.
For implementing certain applications, appropriate tools from the R software package will be presented.
Information and Decision-Making Theories
ECTS
2 credits
Training Structure
College of Sciences
Statistical modeling is based on two fundamental concepts: information (which is to be extracted from data) and decision-making (which is to be carried out based on that data). This course provides an introduction to the theoretical formalization of these two concepts. It is therefore logically placed at the beginning of the program, as many other courses subsequently draw on these concepts and results.
Stochastic Control
ECTS
2 credits
Training Structure
College of Sciences
This course provides an introduction to stochastic control. In this type of
problem, the goal is to modify the natural trajectory of a process to achieve a certain
objective. We will focus on discrete-time decision-making Markov processes, in which we can
choose an action at each time step. We will explore how to formalize stochastic control problems within this framework and how to solve them both theoretically and numerically.
Time Series
ECTS
4 credits
Training Structure
College of Sciences
This introductory course on time series—that is, a sequence of observations made over time—provides an essential toolkit for analyzing this type of data, which is frequently encountered in a wide range of applications: pollutant concentrations in the air over time, blood glucose levels over time, product sales at a supermarket, stock prices on the stock market, etc. This course focuses both on the mathematical presentation of concepts and on the more technical aspects of implementing these methods. Numerical examples are provided using the R software.
Estimation and Nonparametric Tests
ECTS
4 credits
Training Structure
College of Sciences
Nonparametric methods are important in many statistical applications because they allow us to move beyond traditional approaches that require the specification of valid statistical models. However, establishing the validity of such a model is a complex undertaking.
Nonparametric methods circumvent this problem by transforming the data into ranks and conditioning on certain quantities derived from the observed distribution of these ranks. The statistics constructed in this way are independent of the distribution of the raw data, which allows for the development of statistical inference procedures that are independent of the underlying model of the data. Furthermore, the loss of statistical efficiency is minimal.
This course provides a fairly comprehensive overview of nonparametric methods. It builds upon an introductory course on parametric inferential methods by adapting and expanding the theory behind several advanced concepts, such as conditional tests, the comparative power of tests (measures of effectiveness), and the concept of “effect size.” It emphasizes the practical application of these methodologies by providing an overview of the main R commands and their uses.
Linear model
ECTS
5 credits
Training Structure
College of Sciences
The linear model is a tool that is both simple and very powerful, forming the basis of many statistical methods. Mastering and thoroughly understanding it is very useful both from a practical standpoint—for conducting detailed analyses of certain datasets—and from a conceptual standpoint—for understanding the theoretical foundations of more advanced machine learning methods, including those currently in use.
This course offers an introduction to simple and multiple linear regression models, using both quantitative and qualitative variables. It presents the formal derivation and theoretical analysis of least squares and maximum likelihood estimators in the Gaussian case. It also provides tools for validating and selecting variables to explore the model’s limitations. Finally, it introduces the practical application of this tool to simple datasets using the R software.
Project
ECTS
5 credits
Training Structure
College of Sciences
Supervised group projects carried out under the guidance of a teacher.
English
ECTS
2 credits
Training Structure
College of Sciences
English tutorial course for students in the “M1 Statistics and Data Science” program who are seeking professional proficiency in English.
CHOICE 2
ECTS
2 credits
Training Structure
College of Sciences
Epidemiology Tools
ECTS
2 credits
Training Structure
College of Sciences
Microeconomics
ECTS
2 credits
Training Structure
College of Sciences
This course provides an introduction to the mathematical modeling of the behavior of agents seeking to optimize an individual objective in a competitive environment.
Bioinformatics Learning Lab
ECTS
2 credits
Training Structure
College of Sciences
Biological Information
ECTS
2 credits
Training Structure
College of Sciences
Bioinformatics Learning Lab
ECTS
2 credits
Training Structure
College of Sciences
Epidemiology Tools
ECTS
2 credits
Training Structure
College of Sciences
Microeconomics
ECTS
2 credits
Training Structure
College of Sciences
This course provides an introduction to the mathematical modeling of the behavior of agents seeking to optimize an individual objective in a competitive environment.
Eco-EPI and SSD Biological Information
ECTS
2 credits
Training Structure
College of Sciences
CHOICE 1
ECTS
4 credits
Training Structure
College of Sciences
Alignment and Phylogeny
ECTS
4 credits
Training Structure
College of Sciences
General Economics
ECTS
4 credits
Training Structure
College of Sciences
The goal will be to understand the nature of the interrelationships between economies and to analyze the conditions under which economic policies are effective in an open economy, taking into account both the nature of the exchange rate regime and the degree of capital account openness.
With this in mind, the balance of payments will be presented and analyzed; issues related to the competitiveness and attractiveness of economies will be discussed.
It will also involve understanding the impacts of financial liberalization on exchange rate volatility and the options available to various types of economic actors for hedging against exchange rate risk.
Finally, the concept of crises will be introduced (financial and currency crises). The endogeneity of crises will be highlighted through an analysis of the two most recent crises: the 2008 financial crisis, on the one hand, and the health crisis, on the other.
General Economics
ECTS
4 credits
Training Structure
College of Sciences
The goal will be to understand the nature of the interrelationships between economies and to analyze the conditions under which economic policies are effective in an open economy, taking into account both the nature of the exchange rate regime and the degree of capital account openness.
With this in mind, the balance of payments will be presented and analyzed; issues related to the competitiveness and attractiveness of economies will be discussed.
It will also involve understanding the impacts of financial liberalization on exchange rate volatility and the options available to various types of economic actors for hedging against exchange rate risk.
Finally, the concept of crises will be introduced (financial and currency crises). The endogeneity of crises will be highlighted through an analysis of the two most recent crises: the 2008 financial crisis, on the one hand, and the health crisis, on the other.
Alignment and Phylogeny: Eco-EPI and SSD
ECTS
4 credits
Training Structure
College of Sciences
R Programming
ECTS
2 credits
Training Structure
College of Sciences
This R programming course is intended for students who, in their professional practice, will need to know a programming language to perform advanced data processing. The goal is therefore to learn how to properly structure, comment on, and debug code. This course is intended for both M1 SSD and M1 Bio-Info students. It is not intended to treat packages as “black boxes” for implementing statistical methods.
Nonparametric estimation
ECTS
5 credits
Training Structure
College of Sciences
This course presents some of the classical and modern methods for constructing nonparametric density estimators and regression estimators. It covers both theoretical and practical aspects.
Generalized Linear Models
ECTS
5 credits
Training Structure
College of Sciences
This course introduces the general framework of linear models, in which we seek to express a response variable as a function of a linear combination of predictors. By assuming both a specific relationship between the mean response and the predictors (link function) and a specific distribution of the random variation in the response around its mean, it is possible to model binary data (e.g., presence/absence, mortality/survival) or count data (e.g., number of individuals, number of species). Using this general framework, it is then possible to model non-normally distributed variables. The use and interpretation of logistic, binomial, and Poisson regression models will be discussed in detail.
English
ECTS
2 credits
Training Structure
College of Sciences
English tutorial course for students in the “M2 Statistics and Data Science” program who are working toward professional proficiency in English.
Project or Work-Study Thesis Defense
ECTS
3 credits
Training Structure
College of Sciences
Bayesian Statistics
ECTS
5 credits
Training Structure
College of Sciences
This course offers an introduction to parametric Bayesian statistics. After presenting the Bayesian paradigm, we will examine point estimates and ensemble estimates, followed by a discussion of the Bayesian model selection methodology. Binomial, Gaussian, and linear models will be used to illustrate the preceding topics.
For complex models, the problems of estimation and model selection in the Bayesian context require the use of advanced tools for approximating integrals. Therefore, the second part of the course will focus on Monte Carlo methods and Markov Chain Monte Carlo algorithms.
Multivariate Analysis
ECTS
5 credits
Training Structure
College of Sciences
The volume of statistical data continues to grow, particularly the richness of the descriptions of statistical units. However, classical linear statistical modeling becomes invalid in high dimensions—that is, when the number of variables exceeds the number of statistical units. This course presents the most common techniques used to regularize linear models in high dimensions.
Statistical Learning
ECTS
5 credits
Training Structure
College of Sciences
This course covers the machine learning framework from a statistical perspective.
We will focus primarily on supervised learning (regression and classification) and introduce some elements of unsupervised learning through clustering methods.
Beyond modeling and theory, the course will also cover some aspects of optimization and implementation (sklearn, PyTorch, etc.) of the methods introduced.
Life Span Analysis
ECTS
4 credits
Training Structure
College of Sciences
In biostatistics, the lifespan of an individual—or, in reliability analysis, the lifespan of a component—is a quantity whose statistical analysis differs from that of typical data. On the one hand, it involves considering quantities such as the random function and the mean remaining lifetime, among others, which are not as relevant in other areas of statistics. On the other hand, it often involves a censoring mechanism, since the data are incomplete due to the length of the experiments relative to the time allotted for them.
The purpose of this module is to present the basics of survival analysis. The rationale for survival analysis and the main mechanisms of data censoring are discussed. Two main types of statistical approaches are presented: the parametric approach, which, despite its limitations, is often preferred by users because “the parameters speak for themselves”; and the nonparametric approach, which reinforces and complements parametric analyses by providing greater flexibility and depth when dealing with large datasets. The module also presents various models (the Cox model, the accelerated failure rate model, etc.) that link survival to explanatory factors, thereby identifying those that may impact survival. This information is particularly useful in a healthcare context, as it allows for the personalization of an individual’s survival projections.
These methods will be implemented using the R software.
Supplement 2
ECTS
4 credits
Training Structure
College of Sciences
The supplementary courses provide an introduction to more specialized areas of statistics and stochastic modeling. Their content is subject to change from year to year. Topics covered may include the following:
- Analysis of biological sequences: Probabilistic models of biological sequence evolution, Phylogenetic inference, Hidden Markov models for pattern detection, Graph models and inference of gene regulatory networks
- population dynamics: birth-death processes (definitions, properties, asymptotic behavior, parameter estimation, simulation), deterministic, stochastic, or hybrid approximations
- biomedical statistics: Introduction to clinical research data, regulatory and methodological aspects; likelihood function and applications to biomedical data; review of survival data, competitive risk models, U-statistic-based tests; fertility data analysis models; medical diagnosis and ROC curves as an application of a U-statistic; meta-analyses.
- Statistics of Extremes and Applications to the Environment: Univariate and multivariate theory of extreme values: the law of maxima and high-threshold exceedances for random variables and vectors, extreme dependencies, estimation of extreme quantiles, risk analysis. Applications to environmental data: rainfall, wave height, temperatures, etc.
- Spatial Statistics: Introduction to the fundamentals of spatial forecasting and its applications. To cover a broad range of spatial statistics, this course will be structured around two parts: point processes and geostatistics.
- Mixed Linear Models: Extension of linear models to mixed linear models. Estimation of fixed-effect parameters, such as variance, within these models. Application to various practical cases. Random effects in generalized linear models.
Supplement 1
ECTS
4 credits
Training Structure
College of Sciences
The supplementary courses provide an introduction to more specialized areas of statistics and stochastic modeling. Their content is subject to change from year to year. Topics covered may include the following:
- Analysis of biological sequences: Probabilistic models of biological sequence evolution, Phylogenetic inference, Hidden Markov models for pattern detection, Graph models and inference of gene regulatory networks
- population dynamics: birth-death processes (definitions, properties, asymptotic behavior, parameter estimation, simulation), deterministic, stochastic, or hybrid approximations
- biomedical statistics: Introduction to clinical research data, regulatory and methodological aspects; likelihood function and applications to biomedical data; review of survival data, competitive risk models, U-statistic-based tests; fertility data analysis models; medical diagnosis and ROC curves as an application of a U-statistic; meta-analyses.
- Statistics of Extremes and Applications to the Environment: Univariate and multivariate theory of extreme values: the law of maxima and high-threshold exceedances for random variables and vectors, extreme dependencies, estimation of extreme quantiles, risk analysis. Applications to environmental data: rainfall, wave height, temperatures, etc.
- Spatial Statistics: Introduction to the fundamentals of spatial prediction and its applications. To cover a broad range of spatial statistics, this course will be structured around two parts: point processes and geostatistics.
- Mixed Linear Models: Extension of linear models to mixed linear models. Estimation of fixed-effect parameters, such as variance, within these models. Application to various practical cases. Random effects in generalized linear models.
Internship
ECTS
14 credits
Training Structure
College of Sciences
A 4- to 6-month internship at a company, a public industrial and commercial establishment (EPIC), or a research laboratory, supervised by a researcher, a faculty researcher, or a research engineer.
Latent Variable Models
ECTS
4 credits
Training Structure
College of Sciences
Many phenomena are observed only incompletely or indirectly, which complicates their analysis. Their statistical modeling must therefore include unobserved variables—known as latent variables—that are linked in some way to the observed variables. This course introduces the various ways to incorporate latent variables into a model depending on their type (qualitative or quantitative), and to estimate the model’s parameters.
Generalized Linear Models
ECTS
5 credits
Training Structure
College of Sciences
This course introduces the general framework of linear models, in which we seek to express a response variable as a function of a linear combination of predictors. By assuming both a specific relationship between the mean response and the predictors (link function) and a specific distribution of the random variation in the response around its mean, it is possible to model binary data (e.g., presence/absence, mortality/survival) or count data (e.g., number of individuals, number of species). Using this general framework, it is then possible to model non-normally distributed variables. The use and interpretation of logistic, binomial, and Poisson regression models will be discussed in detail.
English
ECTS
2 credits
Training Structure
College of Sciences
English tutorial course for students in the “M2 Statistics and Data Science” program who are working toward professional proficiency in English.
Project or Work-Study Thesis Defense
ECTS
3 credits
Training Structure
College of Sciences
Risk Management
ECTS
10 credits
Training Structure
Institute of Business Administration (IAE)
Number of hours
84h
Multivariate Analysis
ECTS
5 credits
Training Structure
College of Sciences
The volume of statistical data continues to grow, particularly the richness of the descriptions of statistical units. However, classical linear statistical modeling becomes invalid in high dimensions—that is, when the number of variables exceeds the number of statistical units. This course presents the most common techniques used to regularize linear models in high dimensions.
Statistical Learning
ECTS
5 credits
Training Structure
College of Sciences
This course covers the machine learning framework from a statistical perspective.
We will focus primarily on supervised learning (regression and classification) and introduce some elements of unsupervised learning through clustering methods.
Beyond modeling and theory, the course will also cover some aspects of optimization and implementation (sklearn, PyTorch, etc.) of the methods introduced.
Life Span Analysis
ECTS
4 credits
Training Structure
College of Sciences
In biostatistics, the lifespan of an individual—or, in reliability analysis, the lifespan of a component—is a quantity whose statistical analysis differs from that of typical data. On the one hand, it involves considering quantities such as the random function and the mean remaining lifetime, among others, which are not as relevant in other areas of statistics. On the other hand, it often involves a censoring mechanism, since the data are incomplete due to the length of the experiments relative to the time allotted for them.
The purpose of this module is to present the basics of survival analysis. The rationale for survival analysis and the main mechanisms of data censoring are discussed. Two main types of statistical approaches are presented: the parametric approach, which, despite its limitations, is often preferred by users because “the parameters speak for themselves”; and the nonparametric approach, which reinforces and complements parametric analyses by providing greater flexibility and depth when dealing with large datasets. The module also presents various models (the Cox model, the accelerated failure rate model, etc.) that link survival to explanatory factors, thereby identifying those that may impact survival. This information is particularly useful in a healthcare context, as it allows for the personalization of an individual’s survival projections.
These methods will be implemented using the R software.
Internship
ECTS
14 credits
Training Structure
College of Sciences
A 4- to 6-month internship at a company, a public industrial and commercial establishment (EPIC), or a research laboratory, supervised by a researcher, a faculty researcher, or a research engineer.
Strategy and Project Management
ECTS
4 credits
Training Structure
Institute of Business Administration (IAE)
Latent Variable Models
ECTS
4 credits
Training Structure
College of Sciences
Many phenomena are observed only incompletely or indirectly, which complicates their analysis. Their statistical modeling must therefore include unobserved variables—known as latent variables—that are linked in some way to the observed variables. This course introduces the various ways to incorporate latent variables into a model depending on their type (qualitative or quantitative), and to estimate the model’s parameters.
Data Mining and Missing Data
ECTS
4 credits
Training Structure
Institute of Business Administration (IAE)
Admission
Admission Requirements
Applications can be submitted through the following platforms:
French and European students:
- For the M1 program, follow the “My Master’s” procedure on the website: https://www.monmaster.gouv.fr/
- For the M2 program, students must submit their application through the e-candidat portal: https://candidature.umontpellier.fr/candidature
International students from outside the EU: Follow the “Études en France” procedure:https://pastel.diplomatie.gouv.fr/etudesenfrance/dyn/public/authentification/login.html
Target Audience
Students who have earned a Bachelor's degree in Mathematics
Mandatory Prerequisites
Bachelor's degree in Mathematics or equivalent degree
Recommended Prerequisites
Bachelor's degree in Mathematics or equivalent degree
And then
Continuing Education
Doctorate in fields related to mathematics and its applications
Employment Placement
Mathematical engineering, particularly in the following areas: modeling, computational science, (bio)statistics, and data analysis.
Teaching mathematics at the secondary level (middle school, high school, preparatory classes for prestigious universities) or at the higher education level (university)
Careers in research in fundamental mathematics, applied mathematics, and statistics, in the public or private sector.