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-332: Markov chainsThe course follows the text of Norris and the polycopie (which will be distributed chapter by chapter).
EE-554: Automatic speech processingThe goal of this course is to provide the students with the main formalisms, models and algorithms required for the implementation of advanced speech processing applications (involving, among others,
COM-300: Stochastic models in communicationL'objectif de ce cours est la maitrise des outils des processus stochastiques utiles pour un ingénieur travaillant dans les domaines des systèmes de communication, de la science des données et de l'i
FIN-415: Probability and stochastic calculusThis 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