Research Projects

MCMC, Markov Chains, and related topics

 Adaptive Metropolis-Hastings techniques without analytic expression for proposal density (Contact persons: Sergey Samsonov svsamsonov@hse.ru)

 Adaptive MCMC with diffusion-based models (Contact persons: Sergey Samsonov svsamsonov@hse.ru)

 Extensive study of practical performance of CV VR method (Contact person: Artur Goldman, art-gold1579@yandex.ru)

Reinforcement Learning and Stochastic Approximation

Reinforcement Learning with Tensor Decomposition (Contact person: Daniil Tiapkin, dtyapkin@hse.ru)

 Two timescale linear stochastic approximation (Contact person: Sergey Samsonov, svsamsonov@hse.ru)

Audio Processing

Knowledge Distillation with applications in audio processing (Contact person: Ilya Levin, ivlevin@hse.ru)

Enumerating 2-distance sets in R8

Enumerating 2-distance sets in R8 (Contact person: Fedor Noskov, fnoskov@hse.ru)

Optimization and related questions

Finite-time deviation bounds for variational inequalitites (Contact person: Sergey Samsonov, svsamsonov@hse.ru)

Optimal decentralized algorithms on time-varying graphs (Contact person: Darina Dvinskikh, dmdvinskikh@gmail.com)

Statistics and statistical learning theory topics

 Beyond realizable setting in the empirical risk minimizaton with dependent data (Contact person: Sergey Samsonov, svsamsonov@hse.ru)

 Optimal estimation in Mixed-Membership Stochastic Block Model (Contact person: Fedor Noskov, fnoskov@hse.ru)

 Approximation properties of quantized neural networks (Contact person: Nikita Puchkin, npuchkin@hse.ru)

 Online change point detection (Contact person: Nikita Puchkin, npuchkin@hse.ru)

 Covariance estimation via Bures-Wasserstein barycenters (Contact person: Nikita Puchkin, npuchkin@hse.ru)

Probability and related topics

 Rosenthal-type inequalities for random matrices with Markovian dependence (Contact person: Sergey Samsonov, svsamsonov@hse.ru)

 Poincare and log-Sobolev inequalities from the Gardner-Zvavitch theorem (Contact person: Nikita-Pushkin, npuchkin@hse.ru)

 Projection property (Contact person: Egor Kosov, ked 2006@mail.ru)

 Distances between norms of Gaussian vectors (Contact person: Egor Kosov, ked 2006@mail.ru)