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Regular version of the site

Research

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

Scientific grants

  • 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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