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 ...
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 covers statistical methods that are widely used in medicine and biology. A key topic is the analysis of longitudinal data: that is, methods to evaluate exposures, effects and outcomes that are functions of time. While motivated by real-life pro ...
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 ...