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
MATH-522: Empirical processesFrom prototypical examples of estimators used by statisticians, to more complex nonparametric models, methods and theorems will be taught to study their (non)asymptotic behavior, when defined as mappi
MATH-470: Martingales in financial mathematicsThe aim of the course is to apply the theory of martingales in the context of mathematical finance. The course provides a detailed study of the mathematical ideas that are used in modern financial mat
COM-501: Advanced cryptographyThis course reviews some failure cases in public-key cryptography. It introduces some cryptanalysis techniques. It also presents fundamentals in cryptography such as interactive proofs. Finally, it pr
PHYS-207(a): General physics : quantaCe cours est une introduction à la mécanique quantique. En partant de son développement historique, le cours traite les notions de complémentarité quantique et le principe d'incertitude, le processus
ENG-639: Dynamic programming and optimal controlThis course provides an introduction to stochastic optimal control and dynamic programming (DP), with a variety of engineering
applications. The course focuses on the DP principle of optimality, and i
