The purpose of this thesis is to improve the knowledge about and apply data mining techniques and some Bayesian model in the field of social and environmental health inequalities. On the neighborhood scale on the Paris, Marseille, Lyon and Lille metropolitan areas, the health event studied is infant mortality. We try to explain its risk with socio-economic data retrieved from the national census and environmental exposures such as air pollution, noise, proximity to traffic, green spaces and industries. The thesis is composed of two parts. The data mining part details the development of a procedure of creation of multidimensional socio-economic indices and of an R package that implements it, followed by the creation of a cumulative exposure index. In this part, data mining techniques are used to synthesize information and provide composite indicators amenable for direct usage by stakeholders or in the framework of epidemiological studies. The second part is about Bayesian models. It explains the "BYM" model. This model allows to take into account the spatial dimension of the data when estimating mortality risks. In both cases, the methods are exposed and several results of their usage in the above-mentioned context are presented. We also show the value of the socio-economic index procedure, as well as the existence of social inequalities of infant mortality in the studied metropolitan areas.