MATH-413: Statistics for data scienceStatistics lies at the foundation of data science, providing a unifying theoretical and methodological backbone for the diverse tasks enountered in this emerging field. This course rigorously develops the key notions and methods of statistics, with an emph ...
MATH-403: Randomized matrix computationsThis course is concerned with randomized algorithms that have been developed during the last decade to solve large-scale linear algebra problems from, for example, scientific computing and statistical learning. Emphasis will be placed on both, the develop ...
MATH-664: Malliavin calculus and normal approximationsThis course will provide a basic knowledge of the stochastic calculus of variations with respect to the Brownian motion. A variety of applications will be presented including the regularity of probability densities and quantitative normal approximations. ...
MGT-448: Statistical inference and machine learningThis course aims to provide graduate students a thorough grounding in the methods, theory, mathematics and algorithms needed to do research and applications in machine learning. The course covers topics from machine learning, classical statistics, and data ...
MATH-441: Robust and nonparametric statisticsIn the decades from 1930 to 1950, many rank-based statistics were introduced. These methods were received with much interest, because they worked under weak conditions. Starting in the late 1950, a theory of robustness was added. The course gives an overvi ...
FIN-472: Computational financeParticipants of this course will master computational techniques frequently used in mathematical finance applications. Emphasis will be put on the implementation and practical aspects. ...
MATH-685: Learning Theory of Nonparametric RegressionThis course is intended to give a brief overview of how to prove consistency results in nonparametric regression. In particular, we will focus on least-square regression estimators. Some connections to the empirical risk minimization (ERM) problem will be ...
