Elena Shmileva
- Associate Professor:HSE Campus in St. Petersburg / St. Petersburg School of Physics, Mathematics, and Computer Science / Department of Mathematics
- Elena Shmileva has been at HSE University since 2015.
Education and Degrees
- 2004
Candidate of Sciences* (PhD)
Steklov Mathematical Institute of the Russian Academy of Sciences, St. Petersburg Branch - 2000
Degree in Mathematics
St Petersburg State University, Dept. of Math Thesis title: "Poisson measures transforms and their applications".
According to the International Standard Classification of Education (ISCED) 2011, Candidate of Sciences belongs to ISCED level 8 - "doctoral or equivalent", together with PhD, DPhil, D.Lit, D.Sc, LL.D, Doctorate or similar. Candidate of Sciences allows its holders to reach the level of the Associate Professor.
Continuing education / Professional retraining / Internships / Study abroad experience
1. «CERGE-EI Teaching Development Program: Teaching Principles and Practices II», from Academic Skills Center Pedagogic Mentor CERGE-EI. 3 -7 september 2018.
2. «Basics of writing an empirical research article» from Center of Academical Writing (course by prof. Natalia Smirnova), october-december 2019.
Young Faculty Support Programme (Group of Young Academic Professionals)
Category "New Lecturers" (2017)
Courses (2023/2024)
- Algebra and Analysis (Bachelor’s programme; Saint-Petersburg School of Social Sciences; 1 year, 1, 2 module)Eng
- Computational Statistics (Optional course (university); 2, 3 module)Rus
- Probability Theory and Mathematical Statistics (Bachelor’s programme; Saint-Petersburg School of Social Sciences; 1 year, 3, 4 module)Eng
- Past Courses
Courses (2022/2023)
- Algebra and Analysis (Bachelor’s programme; Saint-Petersburg School of Social Sciences; 1 year, 1, 2 module)Eng
- Computational Statistics (Optional course (university); 2, 3 module)Rus
- Probability Theory and Mathematical Statistics (Bachelor’s programme; Saint-Petersburg School of Social Sciences; 1 year, 3, 4 module)Eng
Courses (2021/2022)
- Algebra and Analysis (Bachelor’s programme; Saint-Petersburg School of Social Sciences; 1 year, 1, 2 module)Eng
- Mathematical Statistics (Optional course (faculty); Saint-Petersburg School of Social Sciences; 1, 2 module)Rus
- Probability Theory and Mathematical Statistics (Bachelor’s programme; Saint-Petersburg School of Social Sciences; 1 year, 3, 4 module)Eng
Courses (2020/2021)
- Algebra and Analysis (Bachelor’s programme; Saint-Petersburg School of Social Sciences; 1 year, 1, 2 module)Eng
- Probability Theory and Mathematical Statistics (Bachelor’s programme; Saint-Petersburg School of Social Sciences; 1 year, 3, 4 module)Eng
Courses (2019/2020)
- Computational Statistics (Master’s programme; St. Petersburg School of Physics, Mathematics, and Computer Science ; 1 year, 2, 3 module)Rus
- Probability Theory and Mathematical Statistics (Bachelor’s programme; Saint-Petersburg School of Social Sciences; 1 year, 3, 4 module)Eng
- Probability Theory and Mathematical Statistics (Bachelor’s programme; Saint-Petersburg School of Social Sciences; 2 year, 1 module)Eng
- Research Seminar "Probabilistic Models" (Master’s programme; St. Petersburg School of Physics, Mathematics, and Computer Science ; 1 year, 1-4 module)Rus
Publications7
- E.Spodarev, E. Shmileva, S.Roth, "Extrapolations of stationary random fields", http://arxiv.org/abs/1306.6205, "Stochastic Geometry, Spatial Statistics and Random Fields", Springer, Lecture Notes in Mathematics, Volume 2120, 2015, pp 321-368 http://link.springer.com/chapter/10.1007/978-3-319-10064-7_11.
- E.Shmileva, Shifted small ball probabilities and Chung LIL for symmetric alpha-stable processes. 2014, preprint, http://arxiv.org/abs/0811.2583v2.
- W. Karcher, E. Shmileva, E. Spodarev, Extrapolation of stable random fields, J. Multivar. Anal., Volume 115, March 2013, pp. 516--536.
- E. Shmileva, Small ball probabilities for jump Levy processes from the Wiener domain of attraction. Statistics and Probability Letters, Volume 76, Issue 17, 2006, pp. 1873-1881.
- E. Shmileva, Small ball probabilities for a centered Poisson process of high intensity. Journal of Mathematical Sciences, Vol. 128, No. 1, 2005, pp. 2656-2668 (English); Zapiski Nauchnyh Seminarov POMI, 2003, 289, 288--304 (Russian).
- E. Shmileva, Small deviations and the Strassen law for Poisson process and for empirical processes. Proceedings of the International Conference "Kolmogorov and Contemporary Mathematics", 2003, Moscow.
- M.Lifshits, E. Shmileva, Poisson measures quasi-invariant with respect to multiplicative transformations. Theory Probab. Appl., 2002, 46, 4, 652--666 (English); 697--712 (Russian).
- E. Shmileva, M. Lifshits, A criterion of quasi-invariance of Poisson measures with respect to "linear" transformations of space, Russian Math. Surveys, 2001, 56, 1173--1174 (English); Uspekhi Mat. Nauk, 2001, 56, 159--160 (Russian).
- Preprint Shmileva E., Саржан В. А. Clustering of check-in sequences using the mixture Markov chain process / Cornell University. Series arXiv "math". 2021.
- Preprint Shmileva E. THE MOST PROBABLE PATHS FOR DIFFUSIONS WITH JUMPS / Vilnius University. Series e-book "Book of abstracts for 12th International Vilnius Conference on Probability Theory and Mathematical Statistics". 2018.
- Chapter Shmileva E. The most probable paths for diffusions with jumps, in: Book of abstracts of 12th International Vilnius Conference on Probability Theory and Mathematical Statistics. Publishing Company VTeX and Vilnius University, 2018.
- Book Кархер В. (., Сподарев Е. (., Шмилева Е. Ю. Геостатистические методы в экономике. [б.и.], 2018.
- Chapter Shmileva E., Spodarev E., Roth S. Extrapolations of stationary random fields, in: Stochastic Geometry, Spatial Statistics and Random Fields Extrapolations of stationary random fields Vol. 2120. Heidelberg : Springer, 2015. Ch. 11. P. 321-369. doi
- Book Shmileva E., Spodarev E., Roth S. Stochastic Geometry, Spatial Statistics and Random Fields Chapter 11: E.Spodarev, E.Shmileva, S.Roth, Extrapolations of stationary random fields Vol. 2120. Part 11. Heidelberg : Springer, 2015. doi
- Article Spodarev E., Karcher W., Shmileva E. Extrapolation of stable random fields // Journal of Multivariate Analysis. 2013. Vol. 115. P. 516-536. doi
Conferences
- 2018
12th International Vilnius Conference on Probability Theory and Mathematical Statistics and 2018 IMS Annual Meeting on Probability and Statistics (Вильнюс). Presentation: THE MOST PROBABLE PATHS FOR DIFFUSIONS WITH JUMPS
- 2017XVIII АПРЕЛЬСКАЯ МЕЖДУНАРОДНАЯ НАУЧНАЯ КОНФЕРЕНЦИЯ ПО ПРОБЛЕМАМ РАЗВИТИЯ ЭКОНОМИКИ И ОБЩЕСТВА (Москва). Presentation: Геостатистические методы в экономике
- 2016Vienna Congress on Mathematical Finance (Вена). Presentation: The most probable sample paths for some Levy processes
Grants
RFFI-DFG grant 2009-2013 "Geometry of random fields" joint project with mathematicians from the Steklov institute (Russia) and the Ulm University (Germany)
Employment history
1. Associate Professor at Higher School of Economics in St.Petersburg (2016-...)
2. Senior Lecturer at Higher School of Economics in St.Petersburg (2015-2016)
3. Researcher at the Chebyshev Laboratory, Dept. of Mathematics and Mechanics, St.Petersburg State University, Russia
(2011-2015)
4. Lecturer, St.-Petersburg Electrotechnical University "LETI"
(2002 – 2004), (2008-2011)
5. Post-doc position, Vienna Technical University, Dept. of Financial and Actuarial Mathematics, Austria
(2007 - 2008)
6. CNRS Post-Doc position, University of Rennes 1, France
(2004 - 2005)
Sociologists at Yandex: Dina Vasina Talks on her Internship in Product Management
During her studies in the Sociology and Social Informatics programme, a fourth-year student Dina Vasina got interested in disciplines related to data analysis and mathematics. In November, Dina completed her internship at Yandex within the Yandex.Poisk project where she got a chance to try her hand at product management. In this interview, the student shared with us her thoughts on studying sociology, future career plans and impressions on the internship.