The 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 ...
This course gives an introduction to the assessment of risk with a particular focus on modelling of rare events, which can have huge environmental impacts. ...
This 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 ...
L'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. ...
Water resources engineering designs systems to control the quantity, quality, timing, and distribution of water to support human demands and the needs of the environment. ...
An overview course intended for scientists and engineers who need to use statistical methods as part of their research, who have already attended a course at the second-year EPFL undergraduate level, and need revision and deepening of their knowledge at a ...