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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.

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. 


Conference "Foundations of Modern Statistics (Moscow edition)" on the occasion of Vladimir Spokoiny's 60th birthday, November 30, 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.

Structural Inference in High-Dimensional Models 2, Pushkin, August 26-30, 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.

Second Joint Olympiad in Statistical Learning Theory

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.

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.

Eric Moulines published a monograph "Markov Chains" at Springer

Markov Chains, authors: Douc, R., Moulines, E., Priouret, P., Soulier, P.

We are hiring!

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

Acedemic advisor of the HDI Lab, prof. Eric Moulines, gave a mini-course "Introduction to Markov chains and Markov processes"

HSE Opens New Laboratory of Stochastic Algorithms and High-Dimensional Inference

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.

Mini-course by Professor Steve Oudot (INRIA, Ecole Polytechnique)

On September 10 Steve Oudot, Professor at Ecole Polytechnique and Researcher at INRIA, gave a mini-course "Statistics and Learning with topological descriptors".

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.

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