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Regular version of the site

International Laboratory of Stochastic Algorithms and High-Dimensional Inference

Asymptotic Analysis of Random Walks: Light-Tailed Distributions

Боровков А.

Cambridge University Press, 2020.

Simultaneous approximation of a smooth function and its derivatives by deep neural networks with piecewise-polynomial activations

Belomestny D., Naumov A., Puchkin N. et al.

Neural Networks. 2023. Vol. 161. P. 242-253.

Book chapter
Optimistic Posterior Sampling for Reinforcement Learning with Few Samples and Tight Guarantees

Tiapkin D., Belomestny D., Calandriello D. et al.

In bk.: Thirty-Sixth Conference on Neural Information Processing Systems : NeurIPS 2022. Curran Associates, Inc., 2022. P. 10737-10751.

Working paper
Statistical inference for scale mixture models via Mellin transform approach

Belomestny D., Morozova E., Panov V.

stat.ME. arXiv.org. Cornell University, 2022. No. 2211.01799.

The International Laboratory of Stochastic Algorithms and High-Dimensional Inference was created in April 2018 and is part of the Faculty of Computer Science at HSE.

Russian and international researchers work at the laboratory at the intersection of numerous mathematical disciplines, including modern statistics, optimisation, probability theory and theory of computation. Its main aim is to develop new probability and statistical approaches to current problems in the field of data analysis. 



November 24, 2022

Darina Dvinskikh has been working at the Faculty of Computer Science since September. She has been hired via the tenure track programme. Darina told us how her choice of research topic for the master's thesis determined her path in science and where the Wasserstein barycenters can be useful.

November 16, 2022

On November 1st-3rd, 2022 the International Laboratory of Stochastic Algorithms and High-Dimensional Inference of the HSE Faculty of Computer Science and the Laboratory of Methods for Big Data Analysis with the support of HSE AI Centre and the Russian Science Foundation organized the first autumn school and conference on artificial intelligence ‘Fall into ML’. The new format of the event included a school for students and young researchers.

June 10, 2022

HSE's Faculty of Computer Science and the Skolkovo Institute of Science and Technology have held the Mathematics of Machine Learning Olympiad for the fifth time. The participants competed for prizes and the opportunity to matriculate at two universities without exams by enrolling in the HSE and Skoltech joint master's programme in Math of Machine Learning.

November 04, 2021

On October 26-30, Statistics, Artificial Intelligence, Machine Learning, Probability, Learning Theory Event (SAMPLE) conference took place in Gelendzhik, Russia.

February 24, 2021

Until April 20, you can apply to take part in the Math of Machine Learning 2021 contest. The winners of the contest will be able to enrol into HSE University's Math of Machine Learning master's programme and  Skoltech's Data Science master's programme (Math of Machine Learning track) without entrance exams.

January 12, 2021

We are proud to announce that in 2020 eight candidates of computer science defended their theses at the Faculty. There have been six candidate defences in 2019. Prior to 2018, there were only degrees of candidate and doctor of technical or physical-mathematical sciences in Russia. Degrees in computer science have become possible due to HSE University's ability to grant its own degrees.

January 11, 2021

Upon successfully defending his dissertation before HSE Dissertation Council in Computer Science, Pavel Dvurechensky became the first Doctor of Computer Science in Russia. This was possible thanks to the fact that, starting in 2018, HSE University received the right to award its own academic degrees.

October 26, 2019

Foundations of Modern Statistics Workshop will be held at HSE University (Pokrovsky Boulevard, 11, R504) on November 30, 2019. The topics include, but not limited to: Mathematical statistics, Optimization, Econometrics, Stochastic analysis.

September 11, 2019

On August 26–30, 2019, the International Laboratory of Stochastic Algorithms and High Dimensional Inference (HDI Lab) held the Second Annual Conference ‘Structural Inference in High-Dimensional Models’. The focus of the event this year was on the following topics:
– High-dimensional probability and statistics;
– Statistical and computational optimal transport;
– Markov Chain Monte-Carlo (MCMC);
– Deep-network mathematics.

January 28, 2019

HSE's Faculty of Computer Science and Skoltech are pleased to announce the launch of the second joint Olympiad in Statistical Learning Theory (SLT). The competition will be open to undergraduate and graduate students specializing in fields related to Applied Mathematics and Informatics. Following a pre-selection phase (application details below), the Olympiad finals will be held at Skoltech on April 6-7, 2019.