EE-568: Reinforcement learningThis course describes theory and methods for Reinforcement Learning (RL), which revolves around decision making under uncertainty. The course covers classic algorithms in RL as well as recent algorith
FIN-415: Probability and stochastic calculusThis course gives an introduction to probability theory and stochastic calculus in discrete and continuous time. The fundamental notions and techniques introduced in this course have many applicatio
MATH-332: Markov chainsThe course follows the text of Norris and the polycopie (which will be distributed chapter by chapter).
PHYS-454: Quantum optics and quantum informationThis lecture describes advanced concepts and applications of quantum optics. It emphasizes the connection with ongoing research, and with the fast growing field of quantum technologies. The topics cov
MATH-414: Stochastic simulationThe student who follows this course will get acquainted with computational tools used to analyze systems with uncertainty arising in engineering, physics, chemistry, and economics. Focus will be on s
COM-300: Stochastic models in communicationL'objectif de ce cours est la maitrise des outils des processus stochastiques utiles pour un ingénieur travaillant dans les domaines des systèmes de communication, de la science des données et de l'i
CS-487: Industrial automationThis course consists of two parts:
- architecture of automation systems, hands-on lab
- dependable systems and handling of faults and failures in real-time systems, including fault-tolerant computin
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
PHYS-467: Machine learning for physicistsMachine learning and data analysis are becoming increasingly central in sciences including physics. In this course, fundamental principles and methods of machine learning will be introduced and practi
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.
EE-554: Automatic speech processingThe goal of this course is to provide the students with the main formalisms, models and algorithms required for the implementation of advanced speech processing applications (involving, among others,
ENG-639: Dynamic programming and optimal controlThis course provides an introduction to stochastic optimal control and dynamic programming (DP), with a variety of engineering
applications. The course focuses on the DP principle of optimality, and i
PHYS-339: Advanced computational physicsThe course covers dense/sparse linear algebra, variational methods in quantum mechanics, and Monte Carlo techniques. Students implement algorithms for complex physical problems. Combines theory with c
