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
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
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-504: Integer optimisationThe course aims to introduce the basic concepts and results of integer optimization with special emphasis on algorithmic problems on lattices that have proved to be important in theoretical computer s
MATH-329: Continuous optimizationThis course introduces students to continuous, nonlinear optimization. We study the theory of optimization with continuous variables (with full proofs), and we analyze and implement important algorith
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-512: Optimization on manifoldsWe develop, analyze and implement numerical algorithms to solve optimization problems of the form min f(x) where x is a point on a smooth manifold. To this end, we first study differential and Riemann
MATH-101(f): Analysis IÉtudier les concepts fondamentaux d'analyse et le calcul différentiel et intégral des fonctions réelles d'une variable.