Some of the main stochastic models used in engineering and operations research applications: discrete-time Markov chains, Poisson processes, birth and death processes and other continuous Markov chains, renewal reward processes. Applications: queueing, reliability, inventory, and finance.
Covers the following topics: fundamentals of probability theory and statistical inference used in engineering and applied science; Probabilistic models, random variables, useful distributions, expectations, law of large numbers, central limit theorem; Statistical inference: pint and confidence interval estimation, hypothesis tests, linear regression. For IEOR graduate students.
Prerequisites: (COMS W3134 or COMS W3136COMS W3137) and (COMS W3203) Introduction to the design and analysis of efficient algorithms. Topics include models of computation, efficient sorting and searching, algorithms for algebraic problems, graph algorithms, dynamic programming, probabilistic methods, approximation algorithms, and NP-completeness.
Advanced classical thermodynamics. Availability, irreversibility, generalized behavior, equations of state for nonideal gases, mixtures and solutions, phase and chemical behavior, combustion. Thermodynamic properties of ideal gases. Applications to automotive and aircraft engines, refrigeration and air conditioning, and biological systems.
Theoretical and practical considerations, and design principles, for modern thermofluids systems. Topics include boiling, condensation, phase change heat transfer, multimode heat transfer, heat exchangers, and modeling of thermal transport systems. Emphasis on applications of thermodynamics, heat transfer, and fluid mechanics to modeling actual physical systems. Term project on conceptual design and presentation of a thermofluid system that meets specified criteria.
Generation of random numbers from given distributions; variance reduction; statistical output analysis; introduction to simulation languages; application to financial, telecommunications, computer, and production systems. Graduate students must register for 3 points. Undergraduate students must register for 4 points. Note: Students who have taken IEOR E4703 Monte Carlo simulation may not register for this course for credit. Recitation section required.
Prior knowledge of Python is recommended. Provides a broad understanding of the basic techniques for building intelligent computer systems. Topics include state-space problem representations, problem reduction and and-or graphs, game playing and heuristic search, predicate calculus, and resolution theorem proving, AI systems and languages for knowledge representation, machine learning and concept formation and other topics such as natural language processing may be included as time permits.
Computational approaches to the analysis, understanding, and generation of natural language text at scale. Emphasis on machine learning techniques for NLP, including deep learning and large language models. Applications may include information extraction, sentiment analysis, question answering, summarization, machine translation, and conversational AI. Discussion of datasets, benchmarking and evaluation, interpretability, and ethical considerations.
Due to significant overlap in content, only one of COMS 4705 or Barnard COMS 3705BC may be taken for credit.
Data, models, visuals; various facets of AI, applications in finance; areas: fund, manager, security selection, asset allocation, risk management within asset management; fraud detection and prevention; climate finance and risk; data-driven real estate finance; cutting-edge techniques: machine learning, deep learning in computational, quantitative finance; concepts: explainability, interpretability, adversarial machine learning, resilience of AI systems; industry utilization
Topics from generative and discriminative machine learning including least squares methods, support vector machines, kernel methods, neural networks, Gaussian distributions, linear classification, linear regression, maximum likelihood, exponential family distributions, Bayesian networks, Bayesian inference, mixture models, the EM algorithm, graphical models and hidden Markov models. Algorithms implemented in MATLAB.
Introduction to the mathematical tools and algorithmic implementation for representation and processing of digital pictures, videos, and visual sensory data. Image representation, filtering, transform, quality enhancement, restoration, feature extraction, object segmentation, motion analysis, classification, and coding for data compression. A series of programming assignments reinforces material from the lectures.
Selected topics in computer science. Content and prerequisites vary between sections and semesters. May be repeated for credit. Check “topics course” webpage on the department website for more information on each section.
Analysis of stress and strain. Formulation of the problem of elastic equilibrium. Torsion and flexure of prismatic bars. Problems in stress concentration, rotating disks, shrink fits, and curved beams; pressure vessels, contact and impact of elastic bodies, thermal stresses, propagation of elastic waves.