Inference Lab Sungkyunkwan University · School of Mechanical Engineering

Teaching

The mathematics taught in these courses is the mathematics the lab runs on. That is not a coincidence, and it is worth saying out loud.

Courses

Fundamental Mathematics in Engineering I

Differential equations from the ground up: first-order equations and the modelling they come from, second-order equations, resonance and stability, Laplace transforms, and linear systems — eigenvalues, phase planes, and what happens when the system stops being linear. The course closes on complex analysis: analytic functions, contour integration, and the residue calculus that turns hard real integrals into bookkeeping.

Interactive demonstrations

Coming soon.

Fundamental Mathematics in Engineering II

The sequel, and the step up in dimension: partial differential equations and the analytical machinery they demand — the heat, wave, and Laplace equations, separation of variables, Fourier series and transforms, Sturm–Liouville theory, and boundary-value problems. Where the first course asks how a system evolves in time, this one asks how it evolves in space and time at once.

Interactive demonstrations

Variational Inference

A graduate course on approximate Bayesian inference: how to reason about a posterior you cannot compute, by replacing it with one you can and being precise about what that costs. The evidence lower bound and the two directions of KL divergence, mean-field and amortized approximations, stochastic gradients and the reparameterization trick, and normalizing flows as the expressive family — with hands-on labs and a team project.

Interactive demonstrations

Deep Generative Models

Normalizing flows, variational autoencoders, generative adversarial networks, and diffusion models — the probabilistic foundations they share, maximum likelihood versus adversarial training, and what an exact likelihood buys that a sample cannot. Previously offered.

If you are a student in one of these courses

You are already closer to this research than you probably think. The step from a differential equations course to a stochastic closure problem is much smaller than the step from a machine-learning course to one, and it is the step this lab is set up to help you take.

If something in the research pages interests you, come and say so — during office hours, or by email.