For future reference, the solution proposed by Gökhan and Diakronik is to
replace the Latex tick-labels with strings:

>import matplotlib.pyplt as plt
>tick_locs = range(start, stop, increment)
>plt.xticks(tick_locs, [r"$\mathbf{%s}$" % x for x in tick_locs]) 

If you have twin x or y axes (my case), the solution I found was: 

(Note: this solution is essentially the same as the one above, with the
distinction that every entry is set manually, which allows for more
flexibility, but requires more work)


>from mpl_toolkits.axes_grid.parasite_axes import SubplotHost
>from matplotlib.pylab import *   # For plotting graphs.
>from matplotlib.pyplot import *

>fig=figure(1)
>host= SubplotHost(fig,111)
>fig.add_subplot(host)
>par=host.twiny()

>host.axis["bottom"]
>par.axis["top"]

>hostv=[1e-14,1e-4,-1.5,1.5]
>host.axis(hostv)
>parv=[1e-8,1e2,-1.5,0.5]
>par.axis(parv)

>host.set_xticks([1e-14, ... ,1e-4])
>x_labels = [r'\boldmath $10^{-14} $', ... ,r'\boldmath $ $']
>host.set_xticklabels(x_labels)

>par.set_xticks([1e-8, ... ,1e2])
>parx_labels = [ r'\boldmath $10^{-8}$', ... ,r'\boldmath $ $' ]
>par.set_xticklabels(parx_labels)

>host.set_yticks([-1,0])
>y_labels = [r'\boldmath $-1$', r'\boldmath $0$']
>host.set_yticklabels(y_labels)


Result: 

http://old.nabble.com/file/p28199345/Picture%2B7.png 

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