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
- RSF grant № 18-11-00132 "Analysis of high dimensional random objects with applications to large scale data processing", grant leader: A.Naumov, PI's: V. Spokoiny, D. Belomestny
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