This course is neither an introduction to the mathematics of statistics nor an introduction to a statistics program such as R. The aim of the course is to understand statistics from its experimental design and to avoid common pitfalls of statistical reason ...
Hands-on introduction to data science and machine learning. We explore recommender systems, generative AI, chatbots, graphs, as well as regression, classification, clustering, dimensionality reduction, text analytics, neural networks. The course consists o ...
In this course, various aspects of probability theory are considered. The first part covers the main theorems in the field (law of large numbers, central limit theorem), while the second part focuses on the theory of martingales and concentration inequalit ...
A rigorous introduction to the statistical analysis of random functions and associated random operators. Viewing random functions either as random Hilbert vectors or as stochastic processes, we will see the interplay between nonparametrics and multivariate ...
This 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 ...
This is a theoretical course about probability in high dimensions. We will look at some mathematical phenomena appearing as the number of random variables grows large - e.g. concentration of measure or universality. ...
This 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. ...