Fabio Nobile

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Full Professor

fabio.nobile@epfl.ch +41 21 693 54 11 http://csqi.epfl.ch

EPFL SB MATH CSQI
MA B2 444 (Bâtiment MA)
Station 8
1015 Lausanne

+41 21 693 54 11
+41 21 693 42 44
Office:  MA B2 444
EPFL > SB > MATH > CSQI

Web site:  Web site:  https://csqi.epfl.ch/

+41 21 693 54 11
EPFL > SB > SB-SMA > SMA-ENS

Web site:  Web site:  https://sma.epfl.ch/

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Administrative data

Publications

Infoscience publications

Teaching & PhD

Teaching

Mathematics

PhD Students

Montanaro Veronica, Mossinelli Giacomo, Raviola Matteo, Saporiti Riccardo, Stauffer Noé, Trigo Trindade Thomas Simon Spencer, Van Dieren Eliott Arnaud M, Zoccolan Fabio,

Past EPFL PhD Students

Ganesh Sundar Subramaniam , Guignard Diane Sylvie , Madrigal Cianci Juan Pablo , Martin Matthieu Claude , Musharbash Eleonora , Pisaroni Michele , Pradovera Davide , Tesei Francesco , Vidlicková Eva , Zanoni Andrea ,

Courses

Advanced analysis II - vector analysis

The course studies fundamental concepts of analysis and the calculus of functions of several variables.

Stochastic simulation

- Random variable generation - Simulation of random processes - Simulation of Gaussian random fields. - Monte Carlo method; output analysis - Variance reduction techniques (antithetic variables, control variables, importance sampling, stratification) - Quasi Monte Carlo methods - Markov Chain Monte Carlo methods (Metropolis-Hasting, Gibbs sampler)

Numerical integration of stochastic differential equations

In this course we will introduce and study numerical integrators for stochastic differential equations. These numerical methods are important for many applications.