MATH-403: Randomized matrix computationsThis course is concerned with randomized algorithms that have been developed during the last decade to solve large-scale linear algebra problems from, for example, scientific computing and statistica
COM-417: Advanced probability and applicationsIn this course, various aspects of probability theory are considered. The first part is devoted to the main theorems in the field (law of large numbers, central limit theorem, concentration inequaliti
MATH-519: Topics in high-dimensional probabilityThis is a theoretical course about probability in high dimensions. We will look at some mathematical phenomena appearing as the number of random variables grows large - e.g. concentration of measure o
MGT-499: Statistics and data scienceThis class provides a hands-on introduction to statistics and data science, with a focus on causal inference, applications to sustainability issues using Python, and dissemination of scientific result
MGT-492: Data science and machine learning IThis class provides a hands-on introduction to data science and machine learning topics, exploring areas such as data acquisition and cleaning, regression, classification, clustering, neural networks,