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-442: Modeling and design of experimentsIn the academic or industrial world, to optimize a system, it is necessary to establish strategies for the experimental approach. The DOE allows you to choose the best set of measurement points to min
MATH-336: Randomization and causationThis course covers formal frameworks for causal inference. We focus on experimental designs, definitions of causal models, interpretation of causal parameters and estimation of causal effects.
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
FIN-525: Financial big dataThe course introduces modern methods to acquire, clean, and analyze large quantities of financial data efficiently. The second part expands on how to apply these techniques and robust statistics to fi
MGT-418: Convex optimizationThis course introduces the theory and application of modern convex optimization from an engineering perspective.
MATH-101(g): Analysis IÉtudier les concepts fondamentaux d'analyse et le calcul différentiel et intégral des fonctions réelles d'une variable.