About the Laboratory
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.
Areas of Research
- Quantification of uncertainty in estimation of covariance matrices and their spectral projectors; applications of efficient dimension reduction
- Community detection and clustering
- Topological data analysis
- Data analysis based on Monge-Kantorovich spaces geometry
- Inference for discretely observed stochastic processes
- Uncertainty quantification and variance reduction for MCMC algorithms
- Statistical inference for McKean-Vlasov-SDEs
Our laboratory collaborates with researchers from the following universities and research centers.
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