Undergraduate Teaching 2025-26

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Engineering Tripos Part IIB, 4G9: Biomedical Engineering, 2021-22

Module Leader

Prof M P F Sutcliffe

Lecturers

Prof M Sutcliffe (MPFS), Prof J Clarkson (PJC), Dr G Bale (GMB), Prof A Flewitt (AJF)

Timing and Structure

11 lectures; four discussion meetings. Assessment: 100% coursework

Aims

The aims of the course are to:

  • Provide a comprehensive overview of biomedical engineering
  • Outline the key principles of good engineering design in a biomedical context
  • Introduce the concept of system design approach for sustainable improvement
  • Describe the technology adoption pathway in healthcare

Objectives

As specific objectives, by the end of the course students should be able to:

  • Conduct research and define the issues with existing medical devices or clinical procedures
  • Understand how to apply engineering knowledge to solve biomedical challenges
  • Communicate and work with healthcare professionals to validate the engineering designs
  • Use a broader systems design toolkit to address larger and more complex issues in healthcare

Content

The course has four case studies. Students will 'major' on one case study, but will need to attend (either in person or via recorded lectures) the lectures pertaining to the other case studies to cover all the required elements of the course.

General introduction (3L total) [MPFS (1L); PJC (0.66L) ;PJC (0.33L); MPFS (0.33L); GMB (0.33L); AJF (0.33L)]

Introduction of biomedical engineering and systems approach to systems improvement; introduction of four case studies

Engineering design case study (2L) [PJC]

System approach in healthcare design; e.g. design of face mask/technology in the home; safety

Biomechanics case study (2L) [MPFS]

Knee biomechanics/kinematics; design for the knee replacement; clinical/patient acceptance

Biosignal processing case study (2L) [GMB]

Basics of anatomy, pathophysiology; design for optical brain monitoring; clinical trials

Biosensor case study (2L) [AJF]

Concept of point-of-care; microfluidic platform-assisted biosensors; manufacturing

Discussion meetings (5L) [Guest mentors (2L); all lecturers (3L)]

Short presentation sessions from guest mentors (University, NHS, industry) and panel discussions; open discussion meetings with lecturers

Further notes

Please note that the number of places will be is limited and if the module looks likely to be oversubscribed preference will be given to those who initially selected this module in their preliminary selections on COMET.

Coursework

Coursework Format

Due date

& marks

Initial coursework mapping 'canvas'

One-page poster style document focusing on the big picture of the chosen case study

Learning objective:

  • demonstrate the framework of systematic engineering design
  • encourage the student to plan the case study by raising questions
  • adapt a genetic system design framework to a specific project at a high level
  • make an initial list of foci under each key topic on the canvas template

Individual Report

anonymously marked

End of week 2

[5%]

Expanded courswork mapping ' canvas'

A developed version of the first coursework element

Learning objective:

  • provide further guidance on the canvas on the activities that need to be considered by providing example questions
  • reflect on an accurate problem identification, risk management, the interdependency between technical and social components in the project

Individual Report

anonymously marked

End of week 4

[25%]

Interim presentation

Three minute presentation and two minutes Q and A

Learning objective:

  • express scope of the case study, significance and progress made so far
  • definition of the problem to be addressed, requirements, design and risk evaluation/management
  • plan for the remaining components to make this case study complete

Individual Presentation

End of week 6

[20%]

Final report

Twenty page final report

Learning objective:

  • provide information on the problem formulation, requirement specification, design, risk assessment, stakeholder acceptance, marketing/policy strategy, design solution, etc.

Individual Report

anonymously marked

End of week 9

[50%]

 

Booklists

Please refer to the Booklist for Part IIB Courses for references to this module, this can be found on the associated Moodle course.

Examination Guidelines

Please refer to Form & conduct of the examinations.

 
Last modified: 08/01/2022 20:49

Engineering Tripos Part IIB, 4D2: Advanced Structural Design, 2025-26

Module Leader

Prof. Simon Guest

Lecturers

Prof S Guest and Prof W Baker

Timing and Structure

Lent term. 16 timetabled sessions (lectures + design sessions). Assessment: 100% coursework.

Prerequisites

3D3 and 3D4 assumed

Aims

The aims of the course are to:

  • Instil an intuitive approach to structural design.
  • Introduce advanced concepts related to the design of structures.

Objectives

As specific objectives, by the end of the course students should be able to:

  • Design a wide variety of structures which meet both aesthetic and efficiency criteria.
  • Describe the relationship between form and force.
  • Manipulate structural geometry or forces to improve the structural behaviour.
  • Describe Airy stress functions and be able to design structures using them.
  • Describe the relationship between states of self-stress and mechanisms.
  • Design prestressable structures which contain mechanisms.
  • Describe the load path and how to optimise it.
  • Use Lagrange multipliers in constrained optimisation problems in structural design.
  • Understand the requirements for minimal total structural volume.
  • Describe stiffness and stability from a geometrical perspective.
  • Design gridshells and nets. Understand the unique behaviour of each.
  • Intuitively understand structural behaviour so that visual design can occur.
  • Describe the implications a structure’s design has on the stakeholders.

Content

Content and delivery will be largely provided by Prof Bill Baker. Prof Baker is the consulting partner at Skidmore Owings and Merrill in Chicago and Honorary Professor of this department. He is the world's leading structural engineer for the design of buildings and has been responsible for the design of many of the world's more iconic buildings. Prof Baker will teach the skills needed to become a proficient structural designer. The course aims to inform students about powerful new design tools which are growing in popularity throughout industry, many of which have been developed by Prof Baker in collaboration with this department.

Introduction to the course

A short history of structures and architecture. The importance of geometry and design. Discussion of its wide-reaching impacts and implications.

Graphic statics

Relationship between the form and force. How to design structures so that the forces flow where the designer wants them to.

Maxwell load path theorem

What it is and how it relates to the total volume of structural material used.

Force density

How we can use it to solve linear problems to find the geometry.

Virtual work and energy sizing

How it may be used to optimise the structural geometry, using Lagrange multipliers.

Michell trusses

Optimal structures and their behaviour.

Form finding for trusses

Discussion of the tools available to optimise topology, shape and size for structure.

Mechanisms and states of self-stress

The geometric relationship between mechanisms and states of self-stress, and the Maxwell-Calladine and Euler counts to obtain structurally sound trusses.

Geometric stiffness

The stiffness of structures and mechanisms is considered using force density. A short introduction to rigidity theory.

Airy stress functions and their application to truss design

To identify states of self-stress and mechanisms. The use of funiculars to include external loading.

Design of Gridshells and Cable Nets

How to design shells and gridshells using the Airy stress function and force density. The importance of obtaining planar faces and torsion free nodes. We also consider the design of tension structures, using prestress to stabilise mechanisms.

Coursework

Coursework Format

Due date

& marks

Coursework 1: (CW1) Fundamental theory

Answers to be submitted to a set of open-ended questions on theoretical topics.

Individually submitted

Anonymously marked

Due dates:
4pm Wed 4th Feb 2026
4pm Wed 11th Feb 2026

(on Moodle) 

[20/60]

Coursework 2: (CW2) Bridge Design

Students will design a discrete bridge structure using the tools developed in the course, choosing from a list of possible scenarios.

Individual report

Anonymously marked

Due date:
 4pm Wed 4th Mar 2026

(on Moodle)

[20/60]

Coursework 3: (CW3 ) Roof Design

Students will design an innovative roof structure using the tools developed in the course; they will decide on the structural system of the roof and choose from a list of possible venues.

Individual report

Anonymously marked

 Due date:
4pm Wed 1st Apr 2026

(on Moodle)

[20/60]

 

Booklists

Please refer to the Booklist for Part IIB Courses for references to this module, this can be found on the associated Moodle course.

Examination Guidelines

Please refer to Form & conduct of the examinations.

 
Last modified: 14/01/2026 07:04

Engineering Tripos Part IIB, 4D2: Advanced Structural Design, 2024-25

Module Leader

Prof A McRobie

Lecturers

Prof A McRobie and Prof W Baker

Timing and Structure

Lent term. 16 timetabled sessions (lectures + design sessions). Assessment: 100% coursework.

Prerequisites

3D3 and 3D4 assumed

Aims

The aims of the course are to:

  • Instil an intuitive approach to structural design.
  • Introduce advanced concepts related to the design of structures.

Objectives

As specific objectives, by the end of the course students should be able to:

  • Design a wide variety of structures which meet both aesthetic and efficiency criteria.
  • Describe the relationship between form and force.
  • Manipulate structural geometry or forces to improve the structural behaviour.
  • Describe Airy stress functions and be able to design structures using them.
  • Describe the relationship between states of self-stress and mechanisms.
  • Design prestressable structures which contain mechanisms.
  • Describe the load path and how to optimise it.
  • Use Lagrange multipliers in constrained optimisation problems in structural design.
  • Understand the requirements for minimal total structural volume.
  • Describe stiffness and stability from a geometrical perspective.
  • Design gridshells and nets. Understand the unique behaviour of each.
  • Intuitively understand structural behaviour so that visual design can occur.
  • Describe the implications a structure’s design has on the stakeholders.

Content

Content and delivery will be largely provided by Prof Bill Baker. Prof Baker is the consulting partner at Skidmore Owings and Merrill in Chicago and Honorary Professor of this department. He is the world's leading structural engineer for the design of buildings and has been responsible for the design of many of the world's more iconic buildings. Prof Baker will teach the skills needed to become a proficient structural designer. The course aims to inform students about powerful new design tools which are growing in popularity throughout industry, many of which have been developed by Prof Baker in collaboration with this department.

Introduction to the course

A short history of structures and architecture. The importance of geometry and design. Discussion of its wide-reaching impacts and implications.

Graphic statics

Relationship between the form and force. How to design structures so that the forces flow where the designer wants them to.

Maxwell load path theorem

What it is and how it relates to the total volume of structural material used.

Force density

How we can use it to solve linear problems to find the geometry.

Virtual work and energy sizing

How it may be used to optimise the structural geometry, using Lagrange multipliers.

Michell trusses

Optimal structures and their behaviour.

Form finding for trusses

Discussion of the tools available to optimise topology, shape and size for structure.

Mechanisms and states of self-stress

The geometric relationship between mechanisms and states of self-stress, and the Maxwell-Calladine and Euler counts to obtain structurally sound trusses.

Geometric stiffness

The stiffness of structures and mechanisms is considered using force density. A short introduction to rigidity theory.

Airy stress functions and their application to truss design

To identify states of self-stress and mechanisms. The use of funiculars to include external loading.

Design of Gridshells and Cable Nets

How to design shells and gridshells using the Airy stress function and force density. The importance of obtaining planar faces and torsion free nodes. We also consider the design of tension structures, using prestress to stabilise mechanisms.

Coursework

Coursework Format

Due date

& marks

Coursework 1: (CW1) Fundamental theory

Answers to be submitted to a set of open-ended questions on theoretical topics.

Individually submitted

Anonymously marked

Due date:
4pm Wed 12th Feb 2025

(on Moodle) 

[10/60]

Coursework 2: (CW2) Bridge Design

Students will design a discrete bridge structure using the tools developed in the course, choosing from a list of possible scenarios.

Individual report

Anonymously marked

Due date:
 4pm Wed 5th Mar 2025

(on Moodle)

[20/60]

Coursework 3: (CW3 ) Roof Design

Students will design a more innovative roof structure using the tools developed in the course; they will decide on the structural system of the roof and choose from a list of possible venues.

Individual report + video presentation

Anonymously marked

 Due date:
4pm Wed 2nd Apr 2025

(on Moodle)

[30/60]

 

Booklists

Please refer to the Booklist for Part IIB Courses for references to this module, this can be found on the associated Moodle course.

Examination Guidelines

Please refer to Form & conduct of the examinations.

 
Last modified: 23/01/2025 09:17

Engineering Tripos Part IIB, 4D2: Advanced Structural Design, 2023-24

Module Leader

Dr R Foster

Lecturers

Dr R Foster and Prof W Baker

Timing and Structure

Lent term. 16 timetabled sessions (lectures + design sessions). Assessment: 100% coursework.

Prerequisites

3D3 and 3D4 assumed

Aims

The aims of the course are to:

  • Instil an intuitive approach to structural design.
  • Introduce advanced concepts related to the design of structures.

Objectives

As specific objectives, by the end of the course students should be able to:

  • Design a wide variety of structures which meet both aesthetic and efficiency criteria.
  • Describe the relationship between form and force.
  • Manipulate structural geometry or forces to improve the structural behaviour.
  • Describe Airy stress functions and be able to design structures using them.
  • Describe the relationship between states of self-stress and mechanisms.
  • Design prestressable structures which contain mechanisms.
  • Describe the load path and how to optimise it.
  • Use Lagrange multipliers in constrained optimisation problems in structural design.
  • Understand the requirements for minimal total structural volume.
  • Describe stiffness and stability from a geometrical perspective.
  • Design gridshells and nets. Understand the unique behaviour of each.
  • Intuitively understand structural behaviour so that visual design can occur.
  • Describe the implications a structure’s design has on the stakeholders.

Content

Content and delivery will be largely provided by Prof Bill Baker. Prof Baker is the consulting partner at Skidmore Owings and Merrill in Chicago and Honorary Professor of this department. He is the world's leading structural engineer for the design of buildings and has been responsible for the design of many of the world's more iconic buildings. Prof Baker will teach the skills needed to become a proficient structural designer. The course aims to inform students about powerful new design tools which are growing in popularity throughout industry, many of which have been developed by Prof Baker in collaboration with this department.

Introduction to the course

A short history of structures and architecture. The importance of geometry and design. Discussion of its wide-reaching impacts and implications.

Graphic statics

Relationship between the form and force. How to design structures so that the forces flow where the designer wants them to.

Maxwell load path theorem

What it is and how it relates to the total volume of structural material used.

Force density

How we can use it to solve linear problems to find the geometry.

Virtual work and energy sizing

How it may be used to optimise the structural geometry, using Lagrange multipliers.

Michell trusses

Optimal structures and their behaviour.

Form finding for trusses

Discussion of the tools available to optimise topology, shape and size for structure.

Mechanisms and states of self-stress

The geometric relationship between mechanisms and states of self-stress, and the Maxwell-Calladine and Euler counts to obtain structurally sound trusses.

Geometric stiffness

The stiffness of structures and mechanisms is considered using force density. A short introduction to rigidity theory.

Airy stress functions and their application to truss design

To identify states of self-stress and mechanisms. The use of funiculars to include external loading.

Design of Gridshells and Cable Nets

How to design shells and gridshells using the Airy stress function and force density. The importance of obtaining planar faces and torsion free nodes. We also consider the design of tension structures, using prestress to stabilise mechanisms.

Coursework

Coursework Format

Due date

& marks

Coursework 1: Fundamental theory

Answers to be submitted to a set of open-ended questions on theoretical topics.

Individually submitted

Anonymously marked

Due date:
Wed 7th Feb 2024

[10/60]

Coursework 2: Bridge Design

Students will design a discrete bridge structure using the tools developed in the course, choosing from a list of possible scenarios.

Individual report

Anonymously marked

Due date:
Wed 28th Feb 2024

[20/60]

Coursework 3: Roof Design

Students will design a more innovative roof structure using the tools developed in the course; they will decide on the structural system of the roof and choose from a list of possible venues.

Individual report + video presentation

Anonymously marked

 Due date:
Wed 27th Mar 2024

[30/60]

 

Booklists

Please refer to the Booklist for Part IIB Courses for references to this module, this can be found on the associated Moodle course.

Examination Guidelines

Please refer to Form & conduct of the examinations.

 
Last modified: 05/01/2024 09:44

Engineering Tripos Part IIB, 4D2: Advanced Structural Design, 2022-23

Module Leader

Prof A McRobie

Lecturers

Prof A McRobie and Prof W Baker

Timing and Structure

Lent term. 16 timetabled sessions (lectures + design sessions). Assessment: 100% coursework.

Prerequisites

3D3 and 3D4 assumed

Aims

The aims of the course are to:

  • Instil an intuitive approach to structural design.
  • Introduce advanced concepts related to the design of structures.

Objectives

As specific objectives, by the end of the course students should be able to:

  • Design a wide variety of structures which meet both aesthetic and efficiency criteria.
  • Describe the relationship between form and force.
  • Manipulate structural geometry or forces to improve the structural behaviour.
  • Describe Airy stress functions and be able to design structures using them.
  • Describe the relationship between states of self-stress and mechanisms.
  • Design prestressable structures which contain mechanisms.
  • Describe the load path and how to optimise it.
  • Use Lagrange multipliers in constrained optimisation problems in structural design.
  • Understand the requirements for minimal total structural volume.
  • Describe stiffness and stability from a geometrical perspective.
  • Design gridshells and nets. Understand the unique behaviour of each.
  • Intuitively understand structural behaviour so that visual design can occur.
  • Describe the implications a structure’s design has on the stakeholders.

Content

Content and delivery will be largely provided by Prof Bill Baker. Prof Baker is the consulting partner at Skidmore Owings and Merrill in Chicago and Honorary Professor of this department. He is the world's leading structural engineer for the design of buildings and has been responsible for the design of many of the world's more iconic buildings. Prof Baker will teach the skills needed to become a proficient structural designer. The course aims to inform students about powerful new design tools which are growing in popularity throughout industry, many of which have been developed by Prof Baker in collaboration with this department.

Introduction to the course

A short history of structures and architecture. The importance of geometry and design. Discussion of its wide-reaching impacts and implications.

Graphic statics

Relationship between the form and force. How to design structures so that the forces flow where the designer wants them to.

Maxwell load path theorem

What it is and how it relates to the total volume of structural material used.

Force density

How we can use it to solve linear problems to find the geometry.

Virtual work and energy sizing

How it may be used to optimise the structural geometry, using Lagrange multipliers.

Michell trusses

Optimal structures and their behaviour.

Form finding for trusses

Discussion of the tools available to optimise topology, shape and size for structure.

Mechanisms and states of self-stress

The geometric relationship between mechanisms and states of self-stress, and the Maxwell-Calladine and Euler counts to obtain structurally sound trusses.

Geometric stiffness

The stiffness of structures and mechanisms is considered using force density. A short introduction to rigidity theory.

Airy stress functions and their application to truss design

To identify states of self-stress and mechanisms. The use of funiculars to include external loading.

Design of Gridshells and Cable Nets

How to design shells and gridshells using the Airy stress function and force density. The importance of obtaining planar faces and torsion free nodes. We also consider the design of tension structures, using prestress to stabilise mechanisms.

Coursework

Coursework Format

Due date

& marks

Coursework 1: Fundamental theory

Answers to be submitted to a set of open-ended questions on theoretical topics.

Individually submitted

Anonymously marked

Due date:
Wed 9th Feb 2022

[10/60]

Coursework 2: Bridge Design

Students will design a discrete bridge structure using the tools developed in the course, choosing from a list of possible scenarios.

Individual report

Anonymously marked

Due date:
Wed 2nd Mar 2022

[20/60]

Coursework 3: Roof Design

Students will design a more innovative roof structure using the tools developed in the course; they will decide on the structural system of the roof and choose from a list of possible venues.

Individual report + video presentation

Anonymously marked

 Due date:
Wed 30 Mar 2022

[30/60]

 

Booklists

Please refer to the Booklist for Part IIB Courses for references to this module, this can be found on the associated Moodle course.

Examination Guidelines

Please refer to Form & conduct of the examinations.

 
Last modified: 24/05/2022 13:11

Engineering Tripos Part IIB, 4D2: Advanced Structural Design, 2022-23

Module Leader

Prof A McRobie

Lecturers

Prof A McRobie and Prof W Baker

Timing and Structure

Lent term. 16 timetabled sessions (lectures + design sessions). Assessment: 100% coursework.

Prerequisites

3D3 and 3D4 assumed

Aims

The aims of the course are to:

  • Instil an intuitive approach to structural design.
  • Introduce advanced concepts related to the design of structures.

Objectives

As specific objectives, by the end of the course students should be able to:

  • Design a wide variety of structures which meet both aesthetic and efficiency criteria.
  • Describe the relationship between form and force.
  • Manipulate structural geometry or forces to improve the structural behaviour.
  • Describe Airy stress functions and be able to design structures using them.
  • Describe the relationship between states of self-stress and mechanisms.
  • Design prestressable structures which contain mechanisms.
  • Describe the load path and how to optimise it.
  • Use Lagrange multipliers in constrained optimisation problems in structural design.
  • Understand the requirements for minimal total structural volume.
  • Describe stiffness and stability from a geometrical perspective.
  • Design gridshells and nets. Understand the unique behaviour of each.
  • Intuitively understand structural behaviour so that visual design can occur.
  • Describe the implications a structure’s design has on the stakeholders.

Content

Content and delivery will be largely provided by Prof Bill Baker. Prof Baker is the consulting partner at Skidmore Owings and Merrill in Chicago and Honorary Professor of this department. He is the world's leading structural engineer for the design of buildings and has been responsible for the design of many of the world's more iconic buildings. Prof Baker will teach the skills needed to become a proficient structural designer. The course aims to inform students about powerful new design tools which are growing in popularity throughout industry, many of which have been developed by Prof Baker in collaboration with this department.

Introduction to the course

A short history of structures and architecture. The importance of geometry and design. Discussion of its wide-reaching impacts and implications.

Graphic statics

Relationship between the form and force. How to design structures so that the forces flow where the designer wants them to.

Maxwell load path theorem

What it is and how it relates to the total volume of structural material used.

Force density

How we can use it to solve linear problems to find the geometry.

Virtual work and energy sizing

How it may be used to optimise the structural geometry, using Lagrange multipliers.

Michell trusses

Optimal structures and their behaviour.

Form finding for trusses

Discussion of the tools available to optimise topology, shape and size for structure.

Mechanisms and states of self-stress

The geometric relationship between mechanisms and states of self-stress, and the Maxwell-Calladine and Euler counts to obtain structurally sound trusses.

Geometric stiffness

The stiffness of structures and mechanisms is considered using force density. A short introduction to rigidity theory.

Airy stress functions and their application to truss design

To identify states of self-stress and mechanisms. The use of funiculars to include external loading.

Design of Gridshells and Cable Nets

How to design shells and gridshells using the Airy stress function and force density. The importance of obtaining planar faces and torsion free nodes. We also consider the design of tension structures, using prestress to stabilise mechanisms.

Coursework

Coursework Format

Due date

& marks

Coursework 1: Fundamental theory

Answers to be submitted to a set of open-ended questions on theoretical topics.

Individually submitted

Anonymously marked

Due date:
Wed 8th Feb 2023

[10/60]

Coursework 2: Bridge Design

Students will design a discrete bridge structure using the tools developed in the course, choosing from a list of possible scenarios.

Individual report

Anonymously marked

Due date:
Wed 1st Mar 2023

[20/60]

Coursework 3: Roof Design

Students will design a more innovative roof structure using the tools developed in the course; they will decide on the structural system of the roof and choose from a list of possible venues.

Individual report + video presentation

Anonymously marked

 Due date:
Wed 29th Mar 2023

[30/60]

 

Booklists

Please refer to the Booklist for Part IIB Courses for references to this module, this can be found on the associated Moodle course.

Examination Guidelines

Please refer to Form & conduct of the examinations.

 
Last modified: 18/01/2023 13:52

Engineering Tripos Part IIB, 4M24: Computational Statistics and Machine Learning, 2025-26

Leader

Prof M Girolami

Timing and Structure

Michaelmas term. 75% exam / 25% coursework. Lectures will be recorded.

Prerequisites

3F3, 3F8, 3M1

Aims

The aims of the course are to:

  • Introduce students to foundational theoretical concepts and methodological tools essential for the successful development, analysis, and application of advanced Machine Learning and Computational Statistical methods.

Objectives

As specific objectives, by the end of the course students should be able to:

  • Introduce the students to the required statistical and mathematical concepts that underpin all rigorously designed Machine Learning and Computational Statistical methods that can be used practically across all the contemporary engineering sciences
  • Introduce the students to advanced computational statistical inference methods required to design Machine Learning solutions to a range of challenging large scale engineering problems where data and models are synthesised

Content

By successful completion of this course the student will have an appreciation and basic understanding of the mathematical, probabilistic, and statistical foundations of modern Computational Statistical Methods and recent developments in Machine Learning algorithms.

Computational Statistics and Machine Learning

Lecture.1. Monte Carlo Methods - A : Numerically computing integrals, the law of large numbers for Monte Carlo estimators, The Central Limit Theorem for Monte Carlo estimators.

Lecture.2. Monte Carlo Methods - B : Improving MC estimators, Importance Sampling, Control Variates to reduce variance of estimates.

Lecture.3. Lebesgue Integral and Measure - A : Difference between Riemann and Lebesgue Integral, why Lebesgue integral is required for machine learning and engineering, definition of Lebesgue integral.

Lecture.4. Lebesgue Integral and Measure - B : Definition of Lebesgue Measure, Radon-Nikodym derivative and change of measure, Measure theoretic basis of Probability (Kolmogorov), Random Variables.

Lecture.5. Markov Chain Monte Carlo - A : Definition of Markov chain and invariant distributions, presentation of the Metropolis and Hastings method.

Lecture.6. Markov Chain Monte Carlo - B : Metropolis Hastings in multiple dimensions, the Gibbs Sampler.

Lecture.7. Vector, Metric, and Banach Spaces : generalisation of Euclidean space in R^3 to infinite dimensional spaces, Completion of space and definition of Banach space of functions.

Lecture.8. Hilbert Spaces : Inner product space, definition of Hilbert space, Cauchy sequences and function approximation, Reproducing kernel Hilbert Space and function approximation.

Lecture.9. Sobolev Spaces : Definition of weak derivatives, understanding rates of convergence of function approximations based on properties of Sobolev space (smoothness)

Lecture.10. Gaussian Measure in Hilbert Space : Illustrating non-existence of Lebesgue Measure in function space, construction of finite Gaussian measure in Hilbert space, definition of Bayes rule (via Radon-Nikodym derivative) in Hilbert space employing Gaussian measure as reference - GP's.

Lecture.11. MCMC in Hilbert space : defining dimension invariant Markov transition kernel in Hilbert space and how overcomes degeneracy in high dimensions.

Lecture.12. Langevin Dynamics Simulation I - use of Langevin dynamics to simulate from a desired probability measure.

Lecture.13. Langevin Dynamics Simulation II  - use of approximate Langevin dynamics to simulate from a desired probability measure.

Lecture.14. Parallel Tempering - indtroduction to simulation from multi-modal target probability measures. 

Further notes

Machine Learning methods are having a major impact in every area of the engineering sciences. Machine Learning models and methods rely predominantly on Computational Statistics methods for model calibration, estimation, prediction and updating. Together Computational Statistics and Machine Learning are providing a revolution in the way mankind lives, works, communicates, and transacts.

Machine Learning methodology is not a magic wand that once waved will mysteriously solve long standing technical problems. There are underlying mathematical and statistical theories and principles which define these Machine Learning methods and it is important for the Machine Learning practitioner to have some understanding of them. This course is complementary to current Machine Learning modules in the Engineering Tripos.

This course will provide an overview and very basic introduction to a subset of the major theoretical and methodological ideas that underpin much of Machine Learning. It will provide the student with an appreciation of the possibilities and limitations of Machine Learning and Computational Statistics. This should be a launch pad for students wishing to gain a greater in-depth understanding of Machine Learning  as both practitioner and researcher.

Coursework

Coursework Format

Due date

& marks

Simulation Based Inference on Engineering Problem

The synthesis of both data and formal mathematical models in defining a digital twin of an engineering problem will be presented. The design of the machine learning and computational statistical methods to characterise uncertainty in predictions and forecasts from the digital twin will be the main focus of this exercise.

Learning objective:

  • To take an engineering problem and define appropriate mathematical, machine learning and data modelling strategies in studying the characteristics of the engineering system or artefact.
  • To successfully implement and deploy computational statistical methods in delivering an uncertainty quantification strategy in the specific engineering problem.

Individual Report

anonymously marked

  Wed week 9

[15/60]

 

Booklists

Shima, H. Functional Analysis for Physics and Engineering: An Introduction, CRC Press.

Biegler, L., Biros, G., Ghattas, O., Heinkenschloss, M., Keyes, D., Mallickj, B., Tenorio, L., van Bloemen Waanders, B., Willcox, K., and Marouk, Y. (2010). Large-Scale Inverse Problems and Quantification of Uncertainty. Wiley.

Brooks, S., Gelman, A., Jones, G. L., and Meng, X. (2011). Handbook of Markov Chain Monte Carlo. CRC.

Cotter, C. and Reich, S. (2015). Probabilistic Forecasting and Bayesian Data Assimilation. Cambridge University Press.

Law, K., Stuart, A., and Zygalakis, K. (2015). Data Assimilation: A Mathematical Introduction. Springer.

Rogers, S. and Girolami, M. (2016). A First Course in Machine Learning, 2nd Edition. CRC.

Sullivan, T. J. (2015). Introduction to Uncertainty Quantification. Springer.

 

Examination Guidelines

Please refer to Form & conduct of the examinations.

 
Last modified: 04/06/2025 13:33

Engineering Tripos Part IIB, 4M24: Computational Statistics and Machine Learning, 2024-25

Leader

Prof M Girolami

Timing and Structure

Michaelmas term. 75% exam / 25% coursework. Lectures will be recorded.

Prerequisites

3F3, 3F8, 3M1

Aims

The aims of the course are to:

  • Introduce students to foundational theoretical concepts and methodological tools essential for the successful development, analysis, and application of advanced Machine Learning and Computational Statistical methods.

Objectives

As specific objectives, by the end of the course students should be able to:

  • Introduce the students to the required statistical and mathematical concepts that underpin all rigorously designed Machine Learning and Computational Statistical methods that can be used practically across all the contemporary engineering sciences
  • Introduce the students to advanced computational statistical inference methods required to design Machine Learning solutions to a range of challenging large scale engineering problems where data and models are synthesised

Content

By successful completion of this course the student will have an appreciation and basic understanding of the mathematical, probabilistic, and statistical foundations of modern Computational Statistical Methods and recent developments in Machine Learning algorithms.

Computational Statistics and Machine Learning

Lecture.1. Monte Carlo Methods - A : Numerically computing integrals, the law of large numbers for Monte Carlo estimators, The Central Limit Theorem for Monte Carlo estimators.

Lecture.2. Monte Carlo Methods - B : Improving MC estimators, Importance Sampling, Control Variates to reduce variance of estimates.

Lecture.3. Lebesgue Integral and Measure - A : Difference between Riemann and Lebesgue Integral, why Lebesgue integral is required for machine learning and engineering, definition of Lebesgue integral.

Lecture.4. Lebesgue Integral and Measure - B : Definition of Lebesgue Measure, Radon-Nikodym derivative and change of measure, Measure theoretic basis of Probability (Kolmogorov), Random Variables.

Lecture.5. Markov Chain Monte Carlo - A : Definition of Markov chain and invariant distributions, presentation of the Metropolis and Hastings method.

Lecture.6. Markov Chain Monte Carlo - B : Metropolis Hastings in multiple dimensions, the Gibbs Sampler.

Lecture.7. Vector, Metric, and Banach Spaces : generalisation of Euclidean space in R^3 to infinite dimensional spaces, Completion of space and definition of Banach space of functions.

Lecture.8. Hilbert Spaces : Inner product space, definition of Hilbert space, Cauchy sequences and function approximation, Reproducing kernel Hilbert Space and function approximation.

Lecture.9. Sobolev Spaces : Definition of weak derivatives, understanding rates of convergence of function approximations based on properties of Sobolev space (smoothness)

Lecture.10. Gaussian Measure in Hilbert Space : Illustrating non-existence of Lebesgue Measure in function space, construction of finite Gaussian measure in Hilbert space, definition of Bayes rule (via Radon-Nikodym derivative) in Hilbert space employing Gaussian measure as reference - GP's.

Lecture.11. MCMC in Hilbert space : defining dimension invariant Markov transition kernel in Hilbert space and how overcomes degeneracy in high dimensions.

Lecture.12. Langevin Dynamics Simulation I - use of Langevin dynamics to simulate from a desired probability measure.

Lecture.13. Langevin Dynamics Simulation II  - use of approximate Langevin dynamics to simulate from a desired probability measure.

Lecture.14. Parallel Tempering - indtroduction to simulation from multi-modal target probability measures. 

Further notes

Machine Learning methods are having a major impact in every area of the engineering sciences. Machine Learning models and methods rely predominantly on Computational Statistics methods for model calibration, estimation, prediction and updating. Together Computational Statistics and Machine Learning are providing a revolution in the way mankind lives, works, communicates, and transacts.

Machine Learning methodology is not a magic wand that once waved will mysteriously solve long standing technical problems. There are underlying mathematical and statistical theories and principles which define these Machine Learning methods and it is important for the Machine Learning practitioner to have some understanding of them. This course is complementary to current Machine Learning modules in the Engineering Tripos.

This course will provide an overview and very basic introduction to a subset of the major theoretical and methodological ideas that underpin much of Machine Learning. It will provide the student with an appreciation of the possibilities and limitations of Machine Learning and Computational Statistics. This should be a launch pad for students wishing to gain a greater in-depth understanding of Machine Learning  as both practitioner and researcher.

Coursework

Coursework Format

Due date

& marks

Simulation Based Inference on Engineering Problem

The synthesis of both data and formal mathematical models in defining a digital twin of an engineering problem will be presented. The design of the machine learning and computational statistical methods to characterise uncertainty in predictions and forecasts from the digital twin will be the main focus of this exercise.

Learning objective:

  • To take an engineering problem and define appropriate mathematical, machine learning and data modelling strategies in studying the characteristics of the engineering system or artefact.
  • To successfully implement and deploy computational statistical methods in delivering an uncertainty quantification strategy in the specific engineering problem.

Individual Report

anonymously marked

  Wed week 9

[15/60]

 

Booklists

Shima, H. Functional Analysis for Physics and Engineering: An Introduction, CRC Press.

Biegler, L., Biros, G., Ghattas, O., Heinkenschloss, M., Keyes, D., Mallickj, B., Tenorio, L., van Bloemen Waanders, B., Willcox, K., and Marouk, Y. (2010). Large-Scale Inverse Problems and Quantification of Uncertainty. Wiley.

Brooks, S., Gelman, A., Jones, G. L., and Meng, X. (2011). Handbook of Markov Chain Monte Carlo. CRC.

Cotter, C. and Reich, S. (2015). Probabilistic Forecasting and Bayesian Data Assimilation. Cambridge University Press.

Law, K., Stuart, A., and Zygalakis, K. (2015). Data Assimilation: A Mathematical Introduction. Springer.

Rogers, S. and Girolami, M. (2016). A First Course in Machine Learning, 2nd Edition. CRC.

Sullivan, T. J. (2015). Introduction to Uncertainty Quantification. Springer.

 

Examination Guidelines

Please refer to Form & conduct of the examinations.

 
Last modified: 31/05/2024 10:27

Engineering Tripos Part IIB, 4M24: Computational Statistics and Machine Learning, 2023-24

Leader

Prof M Girolami

Timing and Structure

Michaelmas term. 75% exam / 25% coursework. Lectures will be recorded.

Prerequisites

3F3, 3F8, 3M1

Aims

The aims of the course are to:

  • Introduce students to foundational theoretical concepts and methodological tools essential for the successful development, analysis, and application of advanced Machine Learning and Computational Statistical methods.

Objectives

As specific objectives, by the end of the course students should be able to:

  • Introduce the students to the required statistical and mathematical concepts that underpin all rigorously designed Machine Learning and Computational Statistical methods that can be used practically across all the contemporary engineering sciences
  • Introduce the students to advanced computational statistical inference methods required to design Machine Learning solutions to a range of challenging large scale engineering problems where data and models are synthesised

Content

By successful completion of this course the student will have an appreciation and basic understanding of the mathematical, probabilistic, and statistical foundations of modern Computational Statistical Methods and recent developments in Machine Learning algorithms.

Computational Statistics and Machine Learning

Lecture.1. Monte Carlo Methods - A : Numerically computing integrals, the law of large numbers for Monte Carlo estimators, The Central Limit Theorem for Monte Carlo estimators.

Lecture.2. Monte Carlo Methods - B : Improving MC estimators, Importance Sampling, Control Variates to reduce variance of estimates.

Lecture.3. Lebesgue Integral and Measure - A : Difference between Riemann and Lebesgue Integral, why Lebesgue integral is required for machine learning and engineering, definition of Lebesgue integral.

Lecture.4. Lebesgue Integral and Measure - B : Definition of Lebesgue Measure, Radon-Nikodym derivative and change of measure, Measure theoretic basis of Probability (Kolmogorov), Random Variables.

Lecture.5. Markov Chain Monte Carlo - A : Definition of Markov chain and invariant distributions, presentation of the Metropolis and Hastings method.

Lecture.6. Markov Chain Monte Carlo - B : Metropolis Hastings in multiple dimensions, the Gibbs Sampler.

Lecture.7. Vector, Metric, and Banach Spaces : generalisation of Euclidean space in R^3 to infinite dimensional spaces, Completion of space and definition of Banach space of functions.

Lecture.8. Hilbert Spaces : Inner product space, definition of Hilbert space, Cauchy sequences and function approximation, Reproducing kernel Hilbert Space and function approximation.

Lecture.9. Sobolev Spaces : Definition of weak derivatives, understanding rates of convergence of function approximations based on properties of Sobolev space (smoothness)

Lecture.10. Gaussian Measure in Hilbert Space : Illustrating non-existence of Lebesgue Measure in function space, construction of finite Gaussian measure in Hilbert space, definition of Bayes rule (via Radon-Nikodym derivative) in Hilbert space employing Gaussian measure as reference - GP's.

Lecture.11. MCMC in Hilbert space : defining dimension invariant Markov transition kernel in Hilbert space and how overcomes degeneracy in high dimensions.

Lecture.12. Langevin Dynamics Simulation I - use of Langevin dynamics to simulate from a desired probability measure.

Lecture.13. Langevin Dynamics Simulation II  - use of approximate Langevin dynamics to simulate from a desired probability measure.

Lecture.14. Parallel Tempering - indtroduction to simulation from multi-modal target probability measures. 

Further notes

Machine Learning methods are having a major impact in every area of the engineering sciences. Machine Learning models and methods rely predominantly on Computational Statistics methods for model calibration, estimation, prediction and updating. Together Computational Statistics and Machine Learning are providing a revolution in the way mankind lives, works, communicates, and transacts.

Machine Learning methodology is not a magic wand that once waved will mysteriously solve long standing technical problems. There are underlying mathematical and statistical theories and principles which define these Machine Learning methods and it is important for the Machine Learning practitioner to have some understanding of them. This course is complementary to current Machine Learning modules in the Engineering Tripos.

This course will provide an overview and very basic introduction to a subset of the major theoretical and methodological ideas that underpin much of Machine Learning. It will provide the student with an appreciation of the possibilities and limitations of Machine Learning and Computational Statistics. This should be a launch pad for students wishing to gain a greater in-depth understanding of Machine Learning  as both practitioner and researcher.

Coursework

Coursework Format

Due date

& marks

Simulation Based Inference on Engineering Problem

The synthesis of both data and formal mathematical models in defining a digital twin of an engineering problem will be presented. The design of the machine learning and computational statistical methods to characterise uncertainty in predictions and forecasts from the digital twin will be the main focus of this exercise.

Learning objective:

  • To take an engineering problem and define appropriate mathematical, machine learning and data modelling strategies in studying the characteristics of the engineering system or artefact.
  • To successfully implement and deploy computational statistical methods in delivering an uncertainty quantification strategy in the specific engineering problem.

Individual Report

anonymously marked

  Wed week 9

[15/60]

 

Booklists

Shima, H. Functional Analysis for Physics and Engineering: An Introduction, CRC Press.

Biegler, L., Biros, G., Ghattas, O., Heinkenschloss, M., Keyes, D., Mallickj, B., Tenorio, L., van Bloemen Waanders, B., Willcox, K., and Marouk, Y. (2010). Large-Scale Inverse Problems and Quantification of Uncertainty. Wiley.

Brooks, S., Gelman, A., Jones, G. L., and Meng, X. (2011). Handbook of Markov Chain Monte Carlo. CRC.

Cotter, C. and Reich, S. (2015). Probabilistic Forecasting and Bayesian Data Assimilation. Cambridge University Press.

Law, K., Stuart, A., and Zygalakis, K. (2015). Data Assimilation: A Mathematical Introduction. Springer.

Rogers, S. and Girolami, M. (2016). A First Course in Machine Learning, 2nd Edition. CRC.

Sullivan, T. J. (2015). Introduction to Uncertainty Quantification. Springer.

 

Examination Guidelines

Please refer to Form & conduct of the examinations.

 
Last modified: 30/05/2023 15:35

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