COM-516: Markov chains and algorithmic applicationsThe 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 applications of this theory to problems of interest in commu ...
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'informatique. ...
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 sampling methods as Monte Carlo, quasi Monte Carlo, Mark ...
CH-420: Understanding advanced molecular simulationThis course introduces advanced molecular simulation techniques such as Monte Carlo and Molecular dynamics in different ensembles, free energy calculations, rare events, Configurational-bias Monte Carlo etc. ...
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 applications in finance, for example for option pricing, risk mana ...
MGT-484: Applied probability & stochastic processesThis 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 queuing theory, finance, project management, etc. ...
PHYS-467: Machine learning for physicistsMachine 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 practised. ...
COM-309: Introduction to quantum information processingInformation 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 distribution, quantum entropy, and spin dynamics. No prio ...
PHYS-339: Advanced computational physicsThe course covers dense/sparse linear algebra, variational methods in quantum mechanics, and Monte Carlo techniques. Students implement algorithms for complex physical problems. Combines theory with coding exercises. Prepares for research in computational ...
PHYS-454: Quantum optics and quantum informationThis lecture describes advanced concepts and applications of quantum optics. It emphasizes the connection with ongoing research, and with the fast growing field of quantum technologies. The topics cover some aspects of quantum information processing, quant ...
EE-568: Reinforcement learningThis course describes theory and methods for Reinforcement Learning (RL), which revolves around decision making under uncertainty. The course covers classic algorithms in RL as well as recent algorithms under the lens of contemporary optimization. ...
MATH-517: Statistical computation and visualisationThe course will provide the opportunity to tackle real world problems requiring advanced computational skills and visualisation techniques to complement statistical thinking. Students will practice proposing efficient solutions, and effectively communicati ...
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, speech coding, speech analysis/synthesis, and speech rec ...
CIVIL-438: Risk analysis and managementLe cours vise à former les étudiants aux méthodes et outils permettant d'appréhender de manière fondée et scientifique la question de l'analyse et de la gestion des risques technologiques et naturels, avec une attention portée au domaine du Génie civil. ...
MATH-600: Optimization and simulationMaster state-of-the art methods in optimization with heuristics and simulation.
Work involves:
- reading the material beforehand
- class hours to discuss the material and solve problems
- homework ...
EE-605: Statistical Sequence ProcessingThis course discusses advanced methods extensively used for the processing, prediction, and classification of temporal (multi-dimensional and multi-channel) sequences. In this context, it also describes key links between signal processing, linear algebra, ...
MATH-435: Bayesian ComputationThis course aims at giving a broad overview of Bayesian inference, highlighting how the basic Bayesian paradigm proceeds, and the various methods that can be used to deal with the computational issues that plague it. This course represents a 70-30 split of ...
MATH-660: Numerical methods for data assimilationThis course will review modern techniques for parameter and state estimation in a Bayesian framework for models involving differential equations, with particular attention to the high dimensional setting. ...
