APMTH 207: Advanced Scientific Computing: Stochastic Methods for Data Analysis, Inference and Optimization

Petros Koumoutsakos
APMTH 207    |      Fall 2025      |      Course Listing    |   Canvas Site
Monday & Wednesday, 1:30 PM – 2:45 PM

The class aims to highlight the process of scientific discovery under uncertainty in the age of data. The class content stresses a unifying approach to data driven modeling and inference through stochastic simulations, optimization and Bayesian uncertainty quantification. The class projects require transferring an idea to software in multi- and many-core computer architectures.

Recommended Prep: STAT 110, CS 50 or proficiency in a computer programming language (C++ and python strongly recommended) as well as CS 107.