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.
MATH-502: Distribution and interpolation spacesThe goal of this course is to give an introduction to the theory of distributions and cover the fundamental results of Sobolev spaces including fractional spaces that appear in the interpolation theor
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
CS-455: Topics in theoretical computer scienceThe students gain an in-depth knowledge of several current and emerging areas of theoretical computer science. The course familiarizes them with advanced techniques, and develops an understanding of f
COM-417: Advanced probability and applicationsIn this course, various aspects of probability theory are considered. The first part is devoted to the main theorems in the field (law of large numbers, central limit theorem, concentration inequaliti
MATH-351: Advanced numerical analysis IIThe student will learn state-of-the-art algorithms for solving differential equations. The analysis and implementation of these algorithms will be discussed in some detail.
MATH-504: Integer optimisationThe course aims to introduce the basic concepts and results of integer optimization with special emphasis on algorithmic problems on lattices that have proved to be important in theoretical computer s
