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 and their stability, Laplace transforms, and linear systems — eigenvalues, phase planes, and what happens when the system stops being linear. The course closes on complex analysis, which is where the spectral thinking behind much of the lab's research begins.
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. Where the first course asks how a system evolves in time, this one asks how it evolves in space and time at once — which is the setting every model in this lab eventually lives in.
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. Taught as a flipped classroom — a recorded lecture before class, and the in-person session spent on problems, labs and team projects rather than on transcription.
This is the course closest to what the lab actually does. Students who enjoy it tend to be the ones who enjoy the research.
Interactive demonstrations
Deep Generative Models
Normalizing flows, latent-variable models, and the generative machinery that the lab uses as measuring instruments rather than as products — an exact likelihood is a diagnostic before it is a loss function. 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.