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-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-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
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.
MATH-442: Statistical theory-This course gives a mostly rigourous treatment of some statistical methods outside the context of standard likelihood theory.
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
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
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
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
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
