Teaching

Classes taught at CU

• Spring 2022, teaching:
  • APPM 4490/5490 Theory of Machine Learning (previously taught as a special topics course)
  • MATHSTAT 45405540 Introduction to Time Series
• Fall 2021, teaching APPM/STAT 5650 Randomized Algorithms (previously taught as a special topics course)
• Spring 2021 APPM 5630 Advanced Convex Optimization (previously taught as a special topics course)
• Fall 2020, APPM 4650 Numerical Analysis
• Spring 2020
  • APPM 7400 Special Topics: Theoretical Machine Learning (see the permanent github site)
• Fall 2019
  • APPM 5440 Applied Analysis 1
• Spring 2019
  • APPM 4720/5720 Special Topics: Randomized Algorithms (see also the permanent github site)
• Fall 2018
  • APPM 2360 Differential Equations/Linear Algebra (2 sections)
  • APPM 4720/5720 Special Topics: Advanced Topics in Convex Optimization (see the permanent github site)
• Spring 2018
  • APPM 5450 Applied Analysis 2
• Fall 2017
  • APPM 5440 Applied Analysis 1
  • APPM 1350 Calculus 1
• Spring 2017
  • APPM 4720/5720 Special Topics: Advanced Topics in Convex Optimization (see the permanent github site)
• Fall 2017
  • APPM 2360 Differential Equations/Linear Algebra (2 sections)
• Spring 2016
  • APPM 2360 Differential Equations/Linear Algebra
  • APPM 5450 Applied Analysis 2
• Fall 2015
  • no teaching (paternity leave)
• Spring 2015
  • APPM 5450 Applied Analysis 2
• Fall 2014
  • APPM 5440 Applied Analysis 1

Every semester since fall 2016, I have been co-leading (with Raf Frongillo) the Machine learning, optimization and statistics seminar, APPM 8500.  If you'd like to attend the seminar (including signing up for the mailing list), see the Stat/Opt/ML website.

Short courses

• First-order methods for large scale optimization problems
  • part of the AIMS Spring School on the Mathematics of Data Science organized by Bubacarr Bah and Holger Rauhut
  • Muizenberg, Cape Town, South Africa. September 2019
  • (speakers were myself, Massimo Fornasier, Felix Krahmer, Nathan Srebro, and Clayton Webster)
  • Details at my github repo AIMS
• First-order methods for large scale optimisation problems - Convex analysis (see also this link)
  • CCIMI ​short course at Cambridge University, England. June 2018
  • Details at my github repo CambridgeOptimisationCourse
     

Courses prior to joining CU

For classes I previously taught at Caltech, see my CV