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Regular version of the site
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Address: 11 Pokrovsky Bulvar, Pokrovka Complex, room T926
SPIN-RSCI: 8388-9010
ORCID: 0000-0002-0203-2028
ResearcherID: AAL-6404-2020
Google Scholar
A. Naumov
E. Sokolov
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Sergey Samsonov

  • Sergey Samsonov has been at HSE University since 2018.



Bachelor's in Applied Mathematics and Information Science
Lomonosov Moscow State University

Professional Interests

Awards and Accomplishments

Best Teacher – 2022, 2020

Young Faculty Support Programme (Group of Young Academic Professionals)
Category "New Researchers" (2020-2021)

Courses (2023/2024)

Courses (2022/2023)

Courses (2021/2022)

Courses (2020/2021)

Courses (2019/2020)

Calculus 2 (Bachelor’s programme; Faculty of Computer Science; 2 year, 1-4 module)Rus



  • 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

Timetable for today

Full timetable

‘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.