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-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-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-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
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
MATH-444: Multivariate statisticsMultivariate statistics focusses on inferring the joint distributional properties of several random variables, seen as random vectors, with a main focus on uncovering their underlying dependence struc
EE-613: Machine Learning for EngineersThe objective of this course is to give an overview of machine learning techniques used for real-world applications, and to teach how to implement and use them in practice. Laboratories will be done i
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-496: Computational linear algebraThis is an introductory course to the concentration of measure phenomenon - random functions that depend on many random variables tend to be often close to constant functions.
