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Language Proficiency
English
Contacts
Phone:
27248
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Address: 11 Pokrovsky Bulvar, Pokrovka Complex, room T926
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SPIN-RSCI: 8388-9010
ORCID: 0000-0002-0203-2028
ResearcherID: AAL-6404-2020
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Supervisors
A. Naumov
V. V. Podolskii
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Sergey Samsonov

  • Sergey Samsonov has been at HSE University since 2018.

Education

2017

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

Professional Interests

Awards and Accomplishments

Young Faculty Support Program (Group of Young Academic Professionals)
Category "New Researchers" (2020)

Postgraduate Studies

2nd year of study
Approved topic of thesis: Concentration inequalities for functionals of Markov chains and applications to variance reduction in MCMC
Academic Supervisor: Spokoiny, Vladimir

Courses (2020/2021)

Courses (2019/2020)

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

Publications5


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

Timetable for today

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