Concept

Méthode de Monte-Carlo par chaînes de Markov

The 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

MATH-332: Markov chains

The course follows the text of Norris and the polycopie (which will be distributed chapter by chapter).

MGT-484: Applied probability & stochastic processes

This course focuses on dynamic models of random phenomena, and in particular, the most popular classes of such models: Markov chains and Markov decision processes. We will also study applications in q

PHYS-467: Machine learning for physicists

Machine learning and data analysis are becoming increasingly central in sciences including physics. In this course, fundamental principles and methods of machine learning will be introduced and practi

COM-516: Markov chains and algorithmic applications

The study of random walks finds many applications in computer science and communications. The goal of the course is to get familiar with the theory of random walks, and to get an overview of some appl

CH-351: Molecular dynamics and Monte-Carlo simulation

Introduction to molecular dynamics and Monte-Carlo simulation methods.

FIN-415: Probability and stochastic calculus

This course gives an introduction to probability theory and stochastic calculus in discrete and continuous time. The fundamental notions and techniques introduced in this course have many applicatio

COM-500: Statistical signal and data processing through applications

Building up on the basic concepts of sampling, filtering and Fourier transforms, we address stochastic modeling, spectral analysis, estimation and prediction, classification, and adaptive filtering, w

PHYS-403: Computer simulation of physical systems I

The two main topics covered by this course are classical molecular dynamics and the Monte Carlo method.

COM-309: Introduction to quantum information processing

Information is processed in physical devices. In the quantum regime the concept of classical bit is replaced by the quantum bit. We introduce quantum principles, and then quantum communications, key d