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Regular version of the site

International Laboratory of Stochastic Algorithms and High-Dimensional Inference

Primal-dual gradient methods for searching network equilibria in combined models with nested choice structure and capacity constraints

Kubentayeva M., Yarmoshik D., Persiianov M. et al.

Computational Management Science. 2024. Vol. 21.

Book chapter
Breaking the Heavy-Tailed Noise Barrier in Stochastic Optimization Problems

Puchkin N., Gorbunov E., Kutuzov N. et al.

In bk.: Proceedings of The 27th International Conference on Artificial Intelligence and Statistics (AISTATS 2024), 2-4 May 2024, Palau de Congressos, Valencia, Spain. PMLR: Volume 238. Vol. 238. Valencia: PMLR, 2024. P. 856-864.

Working paper
Decompounding under general mixing distributions

Belomestny D., Morozova E., Panov V.

math.ST. arXiv.org. Cornell University, 2024. No. 2405.05419.

The International Laboratory of Stochastic Algorithms and High-Dimensional Inference was created in April 2018.

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.


October 23, 2023

The event is dedicated to promising areas in the development of fundamental AI

April 19, 2023

VTB, CNews, and Skolkovo have announced the winners of the Data Fusion Awards 2023, a nationwide cross-industry award in the sphere of big data technology. The awards recognise the top projects in the public sector, business, and education. The English-taught Master’s programme Math of Machine Learning, implemented jointly by HSE University’s Faculty of Computer Science and the Skolkovo Institute of Science and Technology, was named the educational initiative of the year. Second place in this category was awarded to the Graduate School of Business’s Master’s programme Business Analytics and Big Data Systems.

November 24, 2022

Darina Dvinskikh has been working at the Faculty of Computer Science since September. She has been hired via the tenure track programme. Darina told us how her choice of research topic for the master's thesis determined her path in science and where the Wasserstein barycenters can be useful.

November 16, 2022

On November 1st-3rd, 2022 the International Laboratory of Stochastic Algorithms and High-Dimensional Inference of the HSE Faculty of Computer Science and the Laboratory of Methods for Big Data Analysis with the support of HSE AI Centre and the Russian Science Foundation organized the first autumn school and conference on artificial intelligence ‘Fall into ML’. The new format of the event included a school for students and young researchers.

June 10, 2022

HSE's Faculty of Computer Science and the Skolkovo Institute of Science and Technology have held the Mathematics of Machine Learning Olympiad for the fifth time. The participants competed for prizes and the opportunity to matriculate at two universities without exams by enrolling in the HSE and Skoltech joint master's programme in Math of Machine Learning.

November 04, 2021

On October 26-30, Statistics, Artificial Intelligence, Machine Learning, Probability, Learning Theory Event (SAMPLE) conference took place in Gelendzhik, Russia.

February 24, 2021

Until April 20, you can apply to take part in the Math of Machine Learning 2021 contest. The winners of the contest will be able to enrol into HSE University's Math of Machine Learning master's programme and  Skoltech's Data Science master's programme (Math of Machine Learning track) without entrance exams.

January 12, 2021

We are proud to announce that in 2020 eight candidates of computer science defended their theses at the Faculty. There have been six candidate defences in 2019. Prior to 2018, there were only degrees of candidate and doctor of technical or physical-mathematical sciences in Russia. Degrees in computer science have become possible due to HSE University's ability to grant its own degrees.

January 11, 2021

Upon successfully defending his dissertation before HSE Dissertation Council in Computer Science, Pavel Dvurechensky became the first Doctor of Computer Science in Russia. This was possible thanks to the fact that, starting in 2018, HSE University received the right to award its own academic degrees.

October 26, 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.