MATH-437: Calculus of variationsIntroduction to classical Calculus of Variations and a selection of modern techniques. The Calculus of Variations aims at showing the existence of minimisers (or critical points) of functionals that n
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-489: Number theory II.c - CryptographyThe goal of the course is to introduce basic notions from public key cryptography (PKC) as well as basic number-theoretic methods and algorithms for cryptanalysis of protocols and schemes based on PKC
CS-250: Algorithms IThe students learn the theory and practice of basic concepts and techniques in algorithms. The course covers mathematical induction, techniques for analyzing algorithms, elementary data structures, ma
CS-448: Sublinear algorithms for big data analysisIn this course we will define rigorous mathematical models for computing on large datasets, cover main algorithmic techniques that have been developed for sublinear (e.g. faster than linear time) data
CS-526: Learning theoryMachine learning and data analysis are becoming increasingly central in many sciences and applications. This course concentrates on the theoretical underpinnings of machine learning.
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