Probability Theory (Winter 2022, Winter 2023, Winter 2024)

First-year course at École des Ponts ParisTech (third year undergraduates). A description of the course can be found here. Course material can be found on Aurélien Alfonsi’s homepage here, here is a Jupyter notebook about sampling techniques for common types of random variables, and here is a Jupyter notebook about the Monte-Carlo method.

Scientific Computing (Spring 2023)

First-year course at École des Ponts. The course material can be found here (slides, notes and Jupyter notebooks in Julia).

Mathematics in action (Fall 2023)

First-year warm-up classes in Mathematics and Python for scientific computing at École des Ponts. Material can be found on a GitHub repo.