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Regular version of the site

International Laboratory of Stochastic Algorithms and High-Dimensional Inference

Publications
Publications
Article
Low-rank diffusion matrix estimation for high-dimensional time-changed Levy processes

Belomestny D., Trabs M.

Annales de l'institut Henri Poincare (B) Probability and Statistics. 2018. Vol. 54. No. 3. P. 1583-1621.

Working paper
Large ball probability, Gaussian comparison and anti-concentration

Naumov A.A., Spokoiny V., Ulyanov V. V. et al.

math. arxive. Cornell University, 2018. No. 1708.08663.

Structural Learning Seminar Summer Meeting

On 19 July at 11 am an extraordinary meeting of Structural Learning Seminar was held on the Faculty of Computer Science.

Mini-course by Professor Sergey Bobkov

On May 17 and 24 Professor at the University of Minnesota and Chief Research Fellow of HDI Lab Sergey Bobkov gave a mini-course on "Strong probability distances and limit theorems".

Laboratory Researchers Received Russian Science Foundation Grant

Team of researchers of the HSE International Laboratory of Stochastic Algorithms and High-Dimensional Inference was announced as a winner of the Russian Science Foundation Grant Competition to support fundamental and exploratory scientific research conducted by individual scientific groups and was awarded three-year grant for implementation of the project "Analysis of high dimensional random objects with applications to large scale data processing" (RSF №18-11-00132).

HSE Lends Its Support to the Very First Conference in ‘New Frontiers in High-Dimensional Probability and Statistics’

On February 23 and 24, the Institute for Information Transmission Problems of the Russian Academy of Sciences hosted the first international mini-conference entitled ‘New frontiers in high-dimensional probability and statistics’. The event was attended by Russian and international researchers in the field of statistical methods of analysis of multidimensional data and modern stochastic algorithms. The conference was hosted by HSE, the Institute for Information Transmission Problems of the RAS and Skoltech. Organisers included HSE Faculty of Computer Science staff, Vladimir Spokoiny, Alexey Naumov, Denis Belomestny and Quentin Paris.

Academic Supervisor of Laboratory Eric Moulines gave a talk «Perturbed Proximal Gradient Algorithms»

On February 22 at the Faculty of Computer Science Colloquium Academic Supervisor of Laboratory Eric Moulines gave a talk «Perturbed Proximal Gradient Algorithms».