MATH-124: Geometry for architects ICe cours entend exposer les fondements de la géométrie à un triple titre :
1/ de technique mathématique essentielle au processus de conception du projet,
2/ d'objet privilégié des logiciels de concept
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
MATH-496: Computational linear algebraThis is an introductory course to the concentration of measure phenomenon - random functions that depend on many random variables tend to be often close to constant functions.
MATH-332: Markov chainsThe course follows the text of Norris and the polycopie (which will be distributed chapter by chapter).
MATH-403: Randomized matrix computationsThis course is concerned with randomized algorithms that have been developed during the last decade to solve large-scale linear algebra problems from, for example, scientific computing and statistica
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-341: Linear modelsRegression modelling is a fundamental tool of statistics, because it describes how the law of a random variable of interest may depend on other variables. This course aims to familiarize students with