Guillaume Marie BlancTeaching & PhD Courses Martingales and Brownian motion MATH-330 Introduction to the theory of discrete-time martingales (optional stopping and convergence theorems) and its applications (gambler's ruin, branching processes, Pólya urns...). Introduction to Brownian motion.
Thomas MountfordTeaching & PhD Past EPFL PhD Students Damien Gauthier, Samir Brahim Belhaouari, Driss Baraka, Daniel Rodrigues Valesin, Samuel Schöpfer, Kamran Kalbasi, Jacques Saliba, Hao Xue, Keming Chen Past EPFL PhD Students as codirector Guillaume Charles Woessner Courses Analysis I MATH-101(d) Study the fundamental concepts of analysis, and the differential and integral calculus of real-valued functions of one real variable. Markov chains MATH-332 The course follows the text of Norris
Michaël UnserExpertise
Image Processing, Medical Imaging, Biological Imaging, Wavelets, Splines, Multiresolution
Michael Unser is Full Professor with EPFL’s school of Engineering and the academic director of EPFL's Center for Imaging, Lausanne, Switzerland. His primary areas of investigation are signal processing, biomedical imaging and applied functional analysis. He is internationally recognized for his research contributions to sampling theory, wavelets, the use of splines for image processing, stochastic processes,
Max-Olivier HonglerExpertise
Processus stochastiquesContrôle optimal
Enseignement et PhD A dirigé les thèses EPFL de Yves Salama, Philippe Ciprut, Fabrice Dusonchet, Roger Filliger, Olivier Gallay, Julio Rodriguez, Guillaume Adrien Sartoretti
Andrzej KulikExpertise
Experimental Biophysics,nanomechanics,nanomanipulation in 2D and 3D,nanotribology,Atomic Force Microscopy,Optical Tweezers,Photonic Force Microscopy,nano Infrared Spectroscopy (nanoIR),Acoustics,Ultrasound,
Expertise
Experimental Biophysics,nanomechanics,nanomanipulation in 2D and 3D,nanotribology,Atomic Force Microscopy,Optical Tweezers,Photonic Force Microscopy,nano Infrared Spectroscopy (nanoIR),Acoustics,Ultrasound,
Martin HairerTeaching & PhD PhD Students Colin Piernot, Wenhao Zhao, Declan Rellan Stacy Courses Advanced stochastic analysis MATH-525 This course will give you in-depth knowledge in some topics of modern stochastic analysis. We will start with a general introduction to Gaussian measure theory followed by an introduction to Malliavin calculus and a selection of advanced topics.
Awards Fermat Prize Institut de Mathématiques de Toulouse 2013 Fields Medal IMU 2014 Honorary doctorate in science Hong Kong
Damir FilipovicDamir Filipovic holds the Swissquote Chair in Quantitative Finance and is Swiss Finance Institute Professor at the Ecole Polytechnique Fédérale de Lausanne (EPFL), Switzerland. Prior to this, he was head of the Vienna Institute of Finance and professor at the University of Vienna. He previously held the chair of financial and insurance mathematics at the University of Munich, and he was on the faculty of Princeton University. He received his Ph.D. in mathematics from ETH Zurich in 2000. Damir Filipovic worked as a scientific consultant for the Swiss Federal Office of Private Insurance from 2003 to 2004. There he co-developed the Swiss Solvency Test, which defines the regulatory capital requirement for all Swiss based insurance companies and groups. He is on the editorial board of several academic journals. His research interests include the term structure of interest rates, credit and volatility risk, quantitative methods in risk management, and stochastic processes. His papers have been published in a variety of academic journals including the Journal of Financial Economics, Mathematical Finance, Finance and Stochastics, and the Annals of Applied Probability. He is the author of a textbook titled Term-Structure Models.
Martin VetterliMartin Vetterli was appointed president of EPFL by the Federal Council following a selection process conducted by the ETH Board, which unanimously nominated him.
Professor Vetterli was born on 4 October 1957 in Solothurn and received his elementary and secondary education in Neuchâtel Canton. He earned a Bachelor’s degree in electrical engineering from ETH Zurich (ETHZ) in 1981, a Master’s of Science degree from Stanford University in 1982, and a PhD from EPFL in 1986. Professor Vetterli taught at Columbia University as an assistant and then associate professor. He was subsequently named full professor in the Department of Electrical Engineering and Computer Sciences at the University of California at Berkeley before returning to EPFL as a full professor at the age of 38. He has also taught at ETHZ and Stanford University.
Professor Vetterli has earned numerous national and international awards for his research in electrical engineering, computer science and applied mathematics, including the National Latsis Prize in 1996. He is a fellow of both the Association for Computing Machinery and the Institute of Electrical and Electronics Engineers and a member the US National Academy of Engineering. He has published over 170 articles and three reference works.
Professor Vetterli’s work on the theory of wavelets, which are used in signal processing, is considered to be of major importance by his peers, and his areas of expertise, including image and video compression and self-organized communication systems, are central to the development of new information technologies. As the founding director of the National Centre of Competence in Research on Mobile Information and Communication Systems, Professor Vetterli is a staunch advocate of transdisciplinary research.
Professor Vetterli knows EPFL inside and out. An EPFL graduate himself, he began been teaching at the school in 1995, was vice president for International Affairs and then Institutional Affairs from 2004 to 2011, and served as dean of the School of Computer and Communication Sciences in 2011 and 2012. In addition to his role as president of the National Research Council of the Swiss National Science Foundation, a position he held from 2013 to 2016, he heads the EPFL’s Audiovisual Communications Laboratory (LCAV) since 1995.
Professor Vetterli has supported more than 60 students in Switzerland and the United States in their doctoral work and makes a point of following their highly successful careers, whether it is in the academic or business world.
He is the author of some 50 patents, some of which were the basis for start-ups coming out of his lab, such as Dartfish and Illusonic, while others were sold (e.g. Qualcomm) as successful examples of technology transfer. He actively encourages young researchers to market the results of their work.
Robert DalangRobert Dalang, né en 1961, a reçu le diplôme de Mathématicien-EPFL en 1983 et est lauréat du Prix Dommer. Il passe l'année 1985-86 à Cornell University (USA) comme chercheur invité. Il obtient le doctorat au Département de mathématiques de l'EPFL en 1987. Son domaine de spécialisation est la théorie des processeurs stochastiques. En 1987, Robert Dalang est nommé professeur assistant au Département de statistiques de l'Université de Californie à Berkeley (USA). En 1988, il reçoit une bourse post-doctorale du Fonds national scientifique américain et effectue des recherches sur les propriétés markoviennes de processus stochastiques à plusieurs paramètres. En 1990, il est nommé à Tufts University (Boston, USA). Il est promu professeur associé en mai 1993. Une partie importante de ses recherches se font dans le cadre de contrats avec le Fonds national scientifique américain et l'Office de la recherche de l'armée américaine. En collaboration avec le Prof. R. Cairoli du Département de mathématiques de l'EPFL, il a écrit un livre sur l'optimisation stochastique séquentielle publié en 1996 aux éditions John Wiley. M. Dalang est nommé professeur extraordinaire de probabilités au Département de mathématiques en 1995. Il y poursuit des travaux de recherche en processus stochastiques et probabilité appliquée et participe à l'enseignement des processus stochastiques, de la théorie des probabilités et des cours de mathématiques aux sections d'ingénieurs. Il dirige régulièrement des thèses de doctorats, est éditeur de plusieurs journaux de recherche mathématique et travail en collaboration avec des chercheurs de plusieurs universités européennes et américaines.
Maria ColomboTeaching & PhD PhD Students Roberto Colombo, Antonio Tirotta, Carl Johan Peter Johansson, Giulia Mescolini Past EPFL PhD Students Luigi De Rosa, Silja Noëmi Aline Haffter, Massimo Sorella Courses Analysis IV - Lebesgue measure, Fourier analysis MATH-205 Learn the basis of Lebesgue integration and Fourier analysis Topics on the Euler and Navier-Stokes equations MATH-647 This topics course focuses on recent and classical fundamental results on the Euler and Navier-Stokes equa
Aude BillardExpertise
RoboticsMachine LearningArtificial IntelligenceHuman-Robot InteractionMechatronicsDynamical Systems ControlComputational Neuroscience
Aude Billard is full professor and head of the LASA laboratory at the School of Engineering at the Swiss Institute of Technology Lausanne (EPFL), and the Director of the Swiss Innovation Booster on Robotics. Dr. Billard acts as the President of the IEEE Robotics and Automation Society (RAS), after serving in several roles in the administrative and executive committe
Tobias KippenbergTobias J. Kippenberg is Full Professor of Physics at EPFL and leads the Laboratory of Photonics and Quantum Measurement. He obtained his BA at the RWTH Aachen, and MA and PhD at the California Institute of Technology (Caltech in Pasadena, USA). From 2005- 2009 he lead an Independent Research Group at the MPI of Quantum Optics, and is at EPFL since. His research interest are the Science and Applications of ultra high Q microcavities; in particular with his research group he discovered chip-scale Kerr frequency comb generation (Nature 2007, Science 2011) and observed radiation pressure backaction effects in microresonators that now developed into the field of cavity optomechanics (Science 2008). Tobias Kippenberg is alumni of the “Studienstiftung des Deutschen Volkes”. For his invention of “chip-scale frequency combs” he received he Helmholtz Price for Metrology (2009) and the EFTF Young Investigator Award (2010). For his research on cavity optomechanics, he received the EPS Fresnel Prize (2009). In addition he is recipient of the ICO Prize in Optics (2014), the Swiss National Latsis award (2015), the German Wilhelm Klung Award (2015) and ZEISS Research Award (2018). He is fellow of the APS and OSA, and listed since 2014 in the Thomas Reuters highlycited.com in the domain of Physics. EDUCATION 2009: Habilitation (Venia Legendi) in Physics, Ludwig-Maximilians-Universität München 2004: PhD, California Institute of Technology (Advisor Professor Kerry Vahala) 2000: Master of Science (Applied Physics), California Institute of Technology 1998: BA in Physics, Technical University of Aachen (RWTH), Germany 1998: BA in Electrical Engineering, Technical University of Aachen (RWTH), Germany ACADEMIC POSITIONS 2013 - present: Full Professor EPFL 2010 - 2012: Associate Professor EPFL 2008 - 2010: Tenure Track Assistant Professor, Ecole Polytechnique Federale de Lausanne 2007 - present: Marie Curie Excellent Grant Team Leader, Max Planck Institute of Quantum Optics (Division of Prof.T.W. Hänsch) 2005 - present: Leader of an Independent Junior Research Group, Max Planck Institute 2005- present: Habilitant (Prof. Hänsch) Ludwig-Maximilians-Universität (LMU) 2005-2006: Postdoctoral Scholar, Center for the Physics of Information, California Institute of Technology 2000-2004: Graduate Research Assistant, California Institute of Technology PRIZES AND HONORS: ZEISS Research Award 2018 Fellow of the APS 2016 Klung-Wilhelmy Prize 2015 Swiss Latsis Prize 2014 Selected Thomson Reuters Highly Cited Researcher in Physics, 2014/2015 ICO Prize, 2013 EFTF Young Scientist Award (for "invention of microresonator based frequency combs") 2010 Fresnel Prize of the European Physical Society (for contributions to Optomechanics) 2009 Helmholtz Prize for Metrology (for invention of the monolithic frequency comb) 2009 1st Prize winner of the EU Contest for Young Scientists, Helsinki, Finland. Sept. 1996 Jugend forscht 1st Physics Prize at the German National Science Contest May 1996 FELLOWSHIPS Fellow of the German National Merit Foundation ("Studienstiftung des Deutschen Volkes") 1998-2002 Member of the Daimler-Chysler-Fellowship-Organization 1998-2002 Dr. Ulderup Fellowship 1999-2000 RESEARCH INTERESTS Experimental and theoretical research in photonics, notably high Q optical microcavities and their use in cavity quantum optomechanics and frequency metrology PUBLICATIONS AND OFTEN CITED METRICS*: >70 Publications in peer reviewed journals Researcher Google Profile: http://scholar.google.ch/citations?user=PRCbG2kAAAAJ&hl=en h-Index 54 (Google scholar H: 64, >25,000 citations) Thomson Reuters/Claravite List of Highly Cited Researchers (2014,2015,2016,2017) careful in its use: https://www.aps.org/publications/apsnews/201411/backpage.cfm KEY PUBLICATIONS AND REVIEWS: A. Ghadimi, et al. Elastic strain engineering for ultra high Q nanomechanical oscillators Science, (2018) Trocha, et al. Ultrafast distance measurements using soliton microresonator frequency combs Science, Vol. 359 (2018) [joint work with C. Koos] Pablo-Marin et al. Microresonator-based solitons for massively parallel coherent optical communications Nature (2017) [joint work with C. Koos] V. Brasch, et al. Photonic chip-based optical frequency comb using soliton Cherenkov radiation. Science, vol. 351, num. 6271 (2015) Aspelmeyer, M., Kippenberg, T. J. & Marquardt, F. Cavity optomechanics. Reviews of Modern Physics 86, 1391-1452, (2014) Wilson, D. J. et al. Measurement and control of a mechanical oscillator at its thermal decoherence rate. Nature (2014). Verhagen, E., Deleglise, S., Weis, S., Schliesser, A. & Kippenberg, T. J. Quantum-coherent coupling of a mechanical oscillator to an optical cavity mode. Nature 482, 63-67 (2012). Kippenberg, T. J., Holzwarth, R. & Diddams, S. A. Microresonator-based optical frequency combs. Science 332, 555-559, (2011). Weis, S. et al. Optomechanically induced transparency. Science 330, 1520-1523 (2010). Kippenberg, T. J. & Vahala, K. J. Cavity optomechanics: back-action at the mesoscale. Science 321, 1172-1176, (2008). Del'Haye, P. et al. Optical frequency comb generation from a monolithic microresonator. Nature (2007) Schliesser, A., DelHaye, P., Nooshi, N., Vahala, K. & Kippenberg, T. Radiation Pressure Cooling of a Micromechanical Oscillator Using Dynamical Backaction. Physical Review Letters 97, (2006). Sofia Charlotta OlhedeI am a professor of Statistics at EPFL. I did my PhD in Mathematics at Imperial College London, and graduated in 2003. I was an assistant professor (lecturer) at Imperial College London 2002-2006, and an associate professor (senior lecturer) 2006-2007. In 2007 I moved to University College London and became a full professor. I moved to EPFL in 2019, and in 2018 I became an Institute of Mathematical Statistics Fellow with citation “For seminal contributions to the theory and application of large and heteroge