Recent

• Summer 2026. I will be giving a lecture series at the summer school at Peking University, at the School of Mathematical Sciences. The summer school information is here. The lecture series is on the topic of “Computational Gradient Flows and Optimal Transport”.

• Winter 2023/24. Non-parametric statistics course at Humboldt University of Berlin (at master level), co-lecturing with Vladimir Spokoinyi, in term 2023/24.

• August 2023. I taught a mini-course on the optimization perspective of gradient flow dynamics, introducing (beginner-friendly) concepts of gradient flows in the Eulidean and Wasserstein space, at the Workshop of Intelligent Autonomous Learning Systems 2023. Lecture slides available:
  • slides for the mini-course
  • slides for the introduction to our research
• July 2022, Ph.D. mini-couse on Data-Driven Modeling and Optimization of Dynamical Systems under Uncertainty, TU Berlin-Oxford IRTG Stochastic Analysis, TU Berlin, Berlin, Germany
  • Website
  • Coding exercises
    • Basics on ML and optimization
    • Chance-constrained and distributionally robust optimization
    • Numerical optimization for control
  • Whiteboard notes:
    • Day 1: Basics of statistical learning theory, continuous optimization whiteboard notes
    • Day 2: Mirror descent, stochastic approximation, distributionally robust optimization with Wasserstein distance and maximum mean discrepancy whiteboard notes
• August 2021, Leibniz MMS Summer School, Mini-course on Robust Optimization and Learning under Distribution Shift, Dagstuhl Castle, Saarland, Germany
  • Website
  • Slides
  • GitHub repository for slides and exercises

Older courses

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