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
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-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.
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-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.
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
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
MATH-487: Topics in stochastic analysisThis course offers an introduction to topics in stochastic analysis, oriented about theory of multi-scale stochastic dynamics. We shall learn the fundamental ideas, relevant techniques, and in general
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
MATH-431: Theory of stochastic calculusIntroduction to the mathematical theory of stochastic calculus: construction of stochastic Ito integral, proof of Ito formula, introduction to stochastic differential equations, Girsanov theorem and F
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
EE-566: Adaptation and learningIn this course, students learn to design and master algorithms and core concepts related to inference and learning from data and the foundations of adaptation and learning theories with applications.
