BIO-369: Randomness and information in biological dataBiology is becoming more and more a data science, as illustrated by the explosion of available genome sequences. This course aims to show how we can make sense of such data and harness it in order to understand biological processes in a quantitative way. ...
MATH-131: Probabilités et statistiqueLe cours présente les notions de base de la théorie des probabilités et de l'inférence statistique. L'accent est mis sur les concepts principaux ainsi que les méthodes les plus utilisées. ...
MATH-341: Linear modelsRegression modelling is a fundamental tool of statistics, because it describes how the law of a random variable of interest may depend on other variables. This course aims to familiarize students with linear models and some of their extensions, which lie a ...
MATH-522: Empirical processesWe learn how to control the nonasymptotic and random behavior of collections of estimators, when indexed by classes of functions/sets. Examples range from prototypical estimators used by statisticians, to nonparametric models used in machine learning. ...
MATH-524: Nonparametric estimation and inferenceNonparametric models are used to identify a wide range of relationships within data. This course gives a graduate-level overview of nonparametric statistical estimation and inference theory. ...
MATH-442: Statistical theoryThis course gives a mostly rigourous treatment of some statistical methods outside the context of standard likelihood theory. ...
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. ...
ME-467: TurbulenceThis course provides an introduction to the physical phenomenon of turbulence, its probabilistic description and modeling approaches including RANS and LES. Students are equipped with the basic knowledge to tackle complex flow problems in science and engin ...
FIN-619: Financial Econometrics and Machine LearningThis course consists of three parts: an introduction to financial time series data characteristics and analysis, a discussion on econometrics techniques (eg, GARCH models, cointegration, extreme values, truncation), and an exploration of machine learning t ...
FIN-403: EconometricsThe course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications. ...
EE-607: Advanced Methods for Model IdentificationThis course introduces the principles of model identification for non-linear dynamic systems, and provides a set of possible solution methods that are thoroughly characterized in terms of modelling assumptions and uncertainty levels. ...
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. ...
FIN-474: Advanced risk management topicsThe students learn different financial risk measures and their risk theoretical properties. They learn how to design and implement risk engines, with model estimation, forecast, reporting and validation elements. The students will also overview regulation ...
EE-714: Nonlinear signal modeling and predictionThe literature on nonlinear signal processing has exploded, and it becomes more and more difficult to identify the most useful approaches for specific contexts. This course presents promising developments for the practical application of nonlinear signal m ...
MATH-425: Spatial statisticsIn this course we will focus on stochastic approaches for modelling phenomena taking place in multivariate spaces. Our main focus will be on random field models and on statistical methods for model-based spatial statistics. ...
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, ...