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
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-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.
MGT-418: Convex optimizationThis course introduces the theory and application of modern convex optimization from an engineering perspective.
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-406: Foundations of Data ScienceWe discuss a set of topics that are important for the understanding of modern data science but that are typically not taught in an introductory ML course. In particular we discuss fundamental ideas an
DH-406: Machine learning for DHThis course aims to introduce the basic principles of machine learning in the context of the digital humanities. We will cover both supervised and unsupervised learning techniques, and study and imple
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
ME-422: Multivariable controlThis course covers methods for the analysis and control of systems with multiple inputs and outputs, which are ubiquitous in modern technology and industry. Special emphasis will be placed on discrete
ME-326: Control systems and discrete-time controlCe cours inclut la modélisation et l'analyse de systèmes dynamiques, l'introduction des principes de base et l'analyse de systèmes en rétroaction, la synthèse de régulateurs dans le domain fréquentiel
EE-611: Linear system theoryThe course covers control theory and design for linear time-invariant systems : (i) Mathematical descriptions of systems (ii) Multivariables realizations; (iii) Stability ; (iv) Controllability and Ob
MATH-476: Optimal transportThe first part is devoted to Monge and Kantorovitch problems, discussing the existence and the properties of the optimal plan. The second part introduces the Wasserstein distance on measures and devel