FIN-417: Quantitative risk managementThis course is an introduction to quantitative risk management that covers standard statistical methods, multivariate risk factor models, non-linear dependence structures (copula models), as well as p
MATH-502: Distribution and interpolation spacesThe goal of this course is to give an introduction to the theory of distributions and cover the fundamental results of Sobolev spaces including fractional spaces that appear in the interpolation theor
PHYS-423: Plasma IFollowing an introduction of the main plasma properties, the fundamental concepts of the fluid and kinetic theory of plasmas are introduced. Applications concerning laboratory, space, and astrophysica
MATH-442: Statistical theory-This course gives a mostly rigourous treatment of some statistical methods outside the context of standard likelihood theory.
CS-450: Algorithms IIA first graduate course in algorithms, this course assumes minimal background, but moves rapidly. The objective is to learn the main techniques of algorithm analysis and design, while building a reper
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
ENG-410: Energy supply, economics and transitionThis course examines energy systems from various angles: available resources, how they can be combined or substituted, their private and social costs, whether they can meet the energy demand, and how
CS-433: Machine learningMachine learning methods are becoming increasingly central in many sciences and applications. In this course, fundamental principles and methods of machine learning will be introduced, analyzed and pr
MATH-432: Probability theoryThe course is based on Durrett's text book
Probability: Theory and Examples.
It takes the measure theory approach to probability theory, wherein expectations are simply abstract integrals.
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.
ME-469: Nano-scale heat transferIn this course we study heat transfer (and energy conversion) from a microscopic perspective. First we focus on understanding why classical laws (i.e. Fourier Law) are what they are and what are their
PHYS-105: Advanced physics II (thermodynamics)Ce cours présente la thermodynamique en tant que théorie permettant une description d'un grand nombre de phénomènes importants en physique, chimie et ingéniere, et d'effets de transport. Une introduc
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.
COM-308: Internet analyticsInternet analytics is the collection, modeling, and analysis of user data in large-scale online services, such as social networking, e-commerce, search, and advertisement. This class explores a number
COM-502: Dynamical system theory for engineersLinear and nonlinear dynamical systems are found in all fields of science and engineering. After a short review of linear system theory, the class will explain and develop the main tools for the quali
