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Regular version of the site

International Laboratory of Stochastic Algorithms and High-Dimensional Inference

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.

Book chapter
Computational Optimal Transport: Complexity by Accelerated Gradient Descent Is Better Than by Sinkhorn’s Algorithm

Dvurechensky P., Gasnikov A., Kroshnin A.

In bk.: Proceedings of Machine Learning Research. Vol. 80: Proceedings of the International Conference on Machine Learning (ICML 2018). PMLR, 2018. P. 1367-1376.

Working paper
Mass transportation functionals on the sphere with applications to the logarithmic Minkowski problem

Kolesnikov A.

math. arxive. Cornell University, 2018


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.

January 25, 2019

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

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

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.