EE-735: Online learning in gamesThis course provides an overview of recent developments in online learning, game theory, and variational inequalities and their point of intersection with a focus on algorithmic development. The prima
MATH-485: Introduction to stochastic PDEsStochastic PDEs are used to model systems that are spatially extended and include a random component. This course gives an introduction to this topic, including some general measure theory, some Gauss
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
EE-726: Sparse stochastic processesWe cover the theory and applications of sparse stochastic processes (SSP). SSP are solutions of differential equations driven by non-Gaussian innovations. They admit a parsimonious representation in a
ENG-267: Estimation methodsLes étudiants traitent des observations entachées d'incertitude de manière rigoureuse. Ils maîtrisent les principales méthodes de compensation des mesures et d'estimation des paramètres. Ils appliquen