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.
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January 28
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.
January 25
Mini-course "Advanced Statistical Methods" by HDI Lab Chief Research Fellow, Professor Vladimir Spokoiny
Vladimir Spokoiny (WIAS, Berlin; HSE, Moscow) will give a mini-course "Advanced Statistical Methods" on February 11, 14, 18, 21, 25, 28 and April 8, 11.
December 29, 2018
Markov Chains, authors: Douc, R., Moulines, E., Priouret, P., Soulier, P.
December 21, 2018
International laboratory of stochastic algorithms and high-dimensional inference (HDI Lab) invites applications for postdoctoral research positions in the field of high-dimensional probability and statistics as well as their fruitful applications. It is expected that the appointed candidates will take an active part in the project aimed at development and analysis of new efficient computational statistical algorithms for high-dimensional and challenging statistical problems like uncertainty quantification for MCMC algorithms, Bayesian inference, covariance estimation, estimation of barycenters etc. Particularly promising will be the research at the junction of the main topics of this project
November 21, 2018
October 09, 2018
The HSE Faculty of Computer Science has launched the International Laboratory of Stochastic Algorithms and High-Dimensional Inference (HDI Lab). The Lab’s Academic Supervisor,Eric Moulines, and Chief Research Fellow, Vladimir Spokoiny, spoke to us about the fundamental and applied aspects of research performed by the laboratory, their relations with machine learning, and Russian-French academic ties.
September 10, 2018
On September 10 Steve Oudot, Professor at Ecole Polytechnique and Researcher at INRIA, gave a mini-course "Statistics and Learning with topological descriptors".
July 19, 2018
HDI Lab staff attend International Vilnius Conference on Probability Theory and Mathematical Statistics 2018
12th International Vilnius Conference on Probability Theory and Mathematical Statistics and 2018 IMS Annual Meeting on Probability and Statistics took place in Vilnius (Lithuania) on July 2-6. This is one of the world's leading conferences in the field of modern probability theory and mathematical statistics, which is held every four years since 1973. This year over 200 works were presented at the event and 500 participants from all over the globe attended it.
July 18, 2018
On 19 July at 11 am an extraordinary meeting of Structural Learning Seminar was held on the Faculty of Computer Science.
June 05, 2018
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".
