MATH-522: Empirical processesFrom prototypical examples of estimators used by statisticians, to more complex nonparametric models, methods and theorems will be taught to study their (non)asymptotic behavior, when defined as mappi
MATH-332: Markov chainsThe course follows the text of Norris and the polycopie (which will be distributed chapter by chapter).
MATH-131: Probability and statisticsLe cours présente les notions de base de la théorie des probabilités et de l'inférence statistique. L'accent est mis sur les concepts principaux ainsi que les méthodes les plus utilisées.
MATH-240: StatisticsCe cours donne une introduction au traitement mathématique de la théorie de l'inférence statistique en utilisant la notion de vraisemblance comme un thème central.
EE-411: Fundamentals of inference and learningThis is an introductory course in the theory of statistics, inference, and machine learning, with an emphasis on theoretical understanding & practical exercises. The course will combine, and alternat
MATH-562: Statistical inferenceInference from the particular to the general based on probability models is central to the statistical method. This course gives a graduate-level account of the main ideas of statistical inference.
FIN-604: Financial Econometrics IWe provide a comprehensive overview of the econometric tools that are essential to estimate financial models, both for asset pricing and
for corporate finance.