MATH-251(c): Numerical analysisLe cours présente des méthodes numériques pour la résolution de problèmes mathématiques comme des systèmes d'équations linéaires ou non linéaires, approximation de fonctions, intégration et dérivation
MATH-329: Continuous optimizationThis course introduces students to continuous, nonlinear optimization. We study the theory of optimization with continuous variables (with full proofs), and we analyze and implement important algorith
CS-526: Learning theoryMachine learning and data analysis are becoming increasingly central in many sciences and applications. This course concentrates on the theoretical underpinnings of machine learning.
PHYS-426: Quantum physics IVIntroduction to the path integral formulation of quantum mechanics. Derivation of the perturbation expansion of Green's functions in terms of Feynman diagrams. Several applications will be presented,
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