CS-450: Algorithms IIA first graduate course in algorithms, this course assumes minimal background, but moves rapidly. The objective is to learn the main techniques of algorithm analysis and design, while building a reper
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.
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
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-261: Discrete optimizationThis course is an introduction to linear and discrete optimization.
Warning: This is a mathematics course! While much of the course will be algorithmic in nature, you will still need to be able to p
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
MATH-602: Inference on graphsThe class covers topics related to statistical inference and algorithms on graphs: basic random graphs concepts, thresholds, subgraph containment (planted clique), connectivity, broadcasting on trees,
FIN-406: MacrofinanceThis course provides students with a working knowledge of macroeconomic models that explicitly incorporate financial markets. The goal is to develop a broad and analytical framework for analyzing the