This course aims at presenting and studying mathematically models from statistical learning theory, by focusing on deep learning algorithms in multi-layer neural networks. Applications to artificial intelligence will be provided. We will also present and study the basic probabilistic and statistical models of machine learning by making links with neural nets. A special emphasis will be given to deep learning processes for Boltzmann machines using methods from probability theory, statistics and statistical mechanics. Practical examples from arti cial intelligence will be considered using both theoretical and programming approaches.