ME-372: Finite element methodL'étudiant acquiert une initiation théorique à la méthode des éléments finis qui constitue la technique la plus courante pour la résolution de problèmes elliptiques en mécanique. Il apprend à applique
MATH-444: Multivariate statisticsMultivariate statistics focusses on inferring the joint distributional properties of several random variables, seen as random vectors, with a main focus on uncovering their underlying dependence struc
EE-566: Adaptation and learningIn this course, students learn to design and master algorithms and core concepts related to inference and learning from data and the foundations of adaptation and learning theories with applications.
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
EE-559: Deep learningThis course explores how to design reliable discriminative and generative neural networks, the ethics of data acquisition and model deployment, as well as modern multi-modal models.
FIN-417: Quantitative risk managementThis course is an introduction to quantitative risk management that covers standard statistical methods, multivariate risk factor models, non-linear dependence structures (copula models), as well as p
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-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
