Teaching and supervision

Teaching


Mini-tutorials on Monte Carlo methods, Cyber-Physical Systems group, Aalto University (Oct-Nov 2024)
All materials are available in this GitHub repository, which includes slides and Python code to reproduce the examples from these tutorials:
  • Introduction to Monte Carlo and importance sampling (08/10/2024)
  • Introduction to sequential Monte Carlo (05/11/2024 and 19/11/2024)

Guest lecturer, Aalto University (2024-2025)
Lectures in Stochastic Optimal Control in the course Digital and Optimal Control. Part of the Electrical Engineering and Automation master with major in Control, Robotics, and Autonomous Systems.

Teaching Assistant, Universidad Carlos III de Madrid (2017-2019)
112 hours conducting workshops in Linear Systems.

Supervision


Co-supervision of PhD student, Aalto University (2025-2029)
Juri Voloskin will focus on Bayesian experimental design (BED) and control for prognostics in industrial applications (collaborating with ABB).

Co-supervision of B.Sc. thesis, Aalto University (Jan-Jun 2025)
Thesis title: Variational inference approaches to Bayesian optimal experimental design, Aditya Agrawal.