Sergey Samsonov
- Laboratory Head: Faculty of Computer Science / AI and Digital Science Institute / International Laboratory of Stochastic Algorithms and High-Dimensional Inference
- Senior Lecturer: Faculty of Computer Science / Big Data and Information Retrieval School / Joint Department with the Kharkevich Institute for Information Transmission Problems (RAS)
- Sergey Samsonov has been at HSE University since 2018.
Education and Degrees
Lomonosov Moscow State University
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.
Awards and Accomplishments
Best Teacher — 2024, 2022, 2020
Young Faculty Support Programme (Group of Young Academic Professionals)
Category "New Researchers" (2020–2021)
Courses (2024/2025)
- Fundamentals of Matrix Computations (Bachelor’s programme; Faculty of Economic Sciences field of study Applied Mathematics and Information Science, Economics; 2 year, 3, 4 module)Rus
- Fundamentals of Matrix Computations (Bachelor’s programme; Faculty of Computer Science field of study Applied Mathematics and Information Science; 2 year, 3, 4 module)Rus
- Fundamentals of Matrix Computations (Master’s programme; Faculty of Computer Science field of study Applied Mathematics and Informatics; 1 year, 3, 4 module)Rus
- Fundamentals of Matrix Computations (Mago-Lego; 3, 4 module)Rus
- Markov Chains (Master’s programme; Faculty of Computer Science field of study Applied Mathematics and Informatics; 1 year, 2, 3 module)Eng
- Markov Chains (Mago-Lego; 2, 3 module)Rus
- Mathematical Statistics 1 (advanced course) (Bachelor’s programme; Faculty of Computer Science field of study Applied Mathematics and Information Science; 2 year, 4 module)Rus
- Past Courses
Courses (2023/2024)
- Additional Topics in Probability Theory (Mago-Lego; 1 module)Eng
- Additional Topics in Probability Theory (Master’s programme; Faculty of Computer Science field of study Applied Mathematics and Informatics; 1 year, 1 module)Eng
- Fundamentals of Matrix Computations (Bachelor’s programme; Faculty of Computer Science field of study Applied Mathematics and Information Science; 2 year, 3, 4 module)Rus
- Fundamentals of Matrix Computations (Bachelor’s programme; Faculty of Economic Sciences field of study Applied Mathematics and Information Science; 2 year, 3, 4 module)Rus
- Markov Chains (Mago-Lego; 2, 3 module)Eng
- Markov Chains (Master’s programme; Faculty of Computer Science field of study Applied Mathematics and Informatics; 1 year, 2, 3 module)Eng
- Mathematical Statistics (advanced course) (Bachelor’s programme; Faculty of Computer Science field of study Applied Mathematics and Information Science; 2 year, 3, 4 module)Rus
Courses (2022/2023)
- Additional Topics in Probability Theory (Mago-Lego; 1 module)Eng
- Additional Topics in Probability Theory (Master’s programme; Faculty of Computer Science field of study Applied Mathematics and Informatics; 1 year, 1 module)Eng
- Fundamentals of Matrix Computations (Bachelor’s programme; Faculty of Computer Science field of study Applied Mathematics and Information Science; 2 year, 3, 4 module)Rus
- Markov Chains (Mago-Lego; 2, 3 module)Eng
- Markov Chains (Master’s programme; Faculty of Computer Science field of study Applied Mathematics and Informatics; 1 year, 2, 3 module)Eng
- Mathematical Foundations of Reinforcement learning (Mago-Lego; 2 module)Eng
- Mathematical Foundations of Reinforcement learning (Master’s programme; Faculty of Computer Science field of study Applied Mathematics and Informatics; 2 year, 2 module)Eng
- Mathematical Statistics (advanced course) (Bachelor’s programme; Faculty of Computer Science field of study Applied Mathematics and Information Science; 2 year, 3, 4 module)Rus
Courses (2021/2022)
- Calculus 2 (Bachelor’s programme; Faculty of Computer Science field of study Applied Mathematics and Information Science; 2 year, 1-4 module)Rus
- Mathematical Foundations of Reinforcement learning (Master’s programme; Faculty of Computer Science field of study Applied Mathematics and Informatics; 2 year, 2 module)Eng
- Modern Methods of Data Analysis: Stochastic Calculus (Master’s programme; Faculty of Computer Science field of study Applied Mathematics and Informatics; 1 year, 1, 2 module)Eng
Courses (2020/2021)
- Calculus 2 (Bachelor’s programme; Faculty of Computer Science field of study Applied Mathematics and Information Science; 2 year, 1-4 module)Rus
- Modern Methods of Data Analysis: Stochastic Calculus (Master’s programme; Faculty of Computer Science field of study Applied Mathematics and Informatics; 1 year, 1, 2 module)Eng
Conferences
- 2020
Math of Machine Learning (HDI Lab Summer School) (Sochi). Presentation: Variance reduction for MCMC methods via martingale representations
- 2019
New frontiers in high-dimensional probability and statistics 2 (Москва). Presentation: Concentration Inequalities for Functionals of Markov Chains with Applications to Variance Reduction
Structural Inference in High-Dimensional Models 2 (Пушкин). Presentation: Variance Reduction for Dependent Sequences via Empirical Variance Minimisation
SDEs/SPDEs: Theory, Numerics and their interplay with Data Science (Ираклион). Presentation: Variance reduction for dependent sequences via empirical variance minimisation
‘Every Article on NeurIPS Is Considered a Significant Result’
Staff members of the HSE Faculty of Computer Science will present 12 of their works at the 37th Conference and Workshop on Neural Information Processing Systems (NeurIPS), one of the most significant events in the field of artificial intelligence and machine learning. This year it will be held on December 10–16 in New Orleans (USA).
Three HSE Researchers Receive Ilya Segalovich Award
Three researchers of the HSE Faculty of Computer Science are among the winners of the 2022 Ilya Segalovich Award: Research Professor Dmitry Vetrov, Associate Professor Alexey Naumov and doctoral student Sergey Samsonov. The award, established by Yandex in 2019, is aimed at supporting young researchers and the scientific community in the field of IT in Russia, Belarus and Kazakhstan.
17 Articles by Researchers of HSE Faculty of Computer Science Accepted at NeurIPS
In 2022, 17 articles by the researchers of HSE Faculty of Computer Science were accepted at the NeurIPS (Conference and Workshop on Neural Information Processing Systems), one of the world’s most prestigious events in the field of machine learning and artificial intelligence. The 36th conference will be held in a hybrid format from November 28th to December 9th in New Orleans (USA).
HSE Faculty of Computer Science and Skoltech Hold Math of Machine Learning Olympiad 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.
Faculty Submits Ten Papers to NeurIPS 2021
35th Conference on Neural Information Processing Systems (NeurIPS 2021) is one of the world's largest conferences on machine learning and neural networks. It takes place on December 6-14, 2021.