Laboratory Researchers Received Russian Science Foundation Grant
Team of researchers of the HSE International Laboratory of Stochastic Algorithms and High-Dimensional Inference was announced as a winner of the Russian Science Foundation Grant Competition to support fundamental and exploratory scientific research conducted by individual scientific groups and was awarded three-year grant for implementation of the project "Analysis of high dimensional random objects with applications to large scale data processing" (RSF №18-11-00132).
The majority of theoretical and applied problems in modern mathematical physics, machine learning, computer science, numerical mathematics, processing of large data sets are naturally connected with analysis of high dimensional random objects, such as random matrices and random graphs. Active research on these topics is carried out in the largest scientific centers around the world. The current project aims to develop a common set of analytical tools and methods allowing to solve many problems naturally arising in these subjects. In particular, analysis of spectral statistics of functions of large dimensional random matrices and their applications; estimation of high-dimensional covariance matrices under noisy observations; community detections and clustering. Achieved results will be useful for a large class of applications, such as community detection in real networks, understanding the consistency, reliability, and predictability of methods from machine learning and deep networks, and analysis of the spatial dependencies of climate data.