We are opening the International laboratory of stochastic algorithms and high-dimensional inference at the National Research University Higher School of Economics (HDI lab HSE) led by Eric Moulines and Alexey Naumov.

We plan to organize the first joint Moscow-Paris workshop Structural inference in high-dimensional models, September 5-8, 2018, to celebrate the creation of the HDI Lab. The preliminary information is now available on the website. We encourage you to register!

HSE – Skoltech olympiad on Statistical Learning Theory

HSE and Skoltech have launched the joint olympiad on Statistical Learning Theory. See the following link for more information.
If you are going to participate please register until April 17.

RFBR grant winners

We would like to congratulate M. Panov and N. Zhivotovskiy on receiving RFBR grants for young scientists (мол_а 2018-2019)!

M. Panov: Machine learning methods for computationally efficient and statistically optimal estimation in the problems with collective data

N. Zhivotovskiy: Minimax risk bounds for machine learning algorithms and their applications.

Report: «New frontiers in high-dimensional probability and statistics»

We publish a report on the conference «New frontiers in high-dimensional probability and statistics». Please, follow the link

Ph.D. news

Our colleagues N. Zhivotovskiy and L. Markovich have recently defended their Ph.D. dissertations. We congratulate them!

L. Markovich, “Вероятностные, информационные и корреляционные характеристики квантовых систем” (in Russian)
N. Zhivotovskiy, “Минимаксные оценки риска в задачах статистического обучения” (in Russian)

Perturbed Proximal Gradient Algorithms by E. Moulines

Eric Moulines, the key-speaker of the conference “New frontiers in high dimensional probability and statistics”, gave a talk at the Colloquium of the faculty of Computer Science Higher School of Economics. The topic of the talk was “Perturbed Proximal Gradient Algorithms”. The video is available here.