HSE Lends Its Support to the Very First Conference in ‘New Frontiers in High-Dimensional Probability and Statistics’

On February 23 and 24, the Institute for Information Transmission Problems of the Russian Academy of Sciences hosted the first international mini-conference entitled ‘New frontiers in high-dimensional probability and statistics’. The event was attended by Russian and international researchers in the field of statistical methods of analysis of multidimensional data and modern stochastic algorithms. The conference was hosted by HSE, the Institute for Information Transmission Problems of the RAS and Skoltech. Organisers included HSE Faculty of Computer Science staff, Vladimir Spokoiny, Alexey Naumov, Denis Belomestny and Quentin Paris.

The conference programme included three mini-courses (consisting of two lectures of 75 minutes each) held by leading scientists from France, Israel and Russia, as well as ten presentations by young researchers and graduate students from HSE, Skoltech, the Institute for Information Transmission Problems of the RAS, Moscow State University and MIPT.

The lecturer of the first mini-course is a member of the French Academy of Sciences, Professor Eric Moulin (École Polytechnique, France). He explained modern Monte Carlo methods based on Markov chains, and also talked about a series of unanswered questions in this field.

The second mini-course was given by Professor Alexander Goldenschluger, (University of Haifa, Israel) and was devoted to the statistical analysis of queueing theory and various applications in the analysis of internet traffic and biological systems.

Alexander Goldenschluger, University of Haifa, Israel

Dmitry Zaporozhets, Senior Research Fellow at the Laboratory of Statistical Methods (St. Petersburg Department of Steklov Mathematical Institute) delivered the third mini-course on polyhedra in high dimensions.

Dmitry Zaporozhets, Senior Research Fellow at the Laboratory of Statistical Methods, St. Petersburg Department of Steklov Mathematical Institute

The presentations are available on the conference website.

Following the successful event, organizers are planning to hold the ‘New frontiers in high-dimensional probability and statistics’ conference annually. Furthermore, it was an opportunity to discuss bilateral cooperation with international colleagues, including representatives of the École Polytechnique, France. This cooperation will enable student exchange programs for graduate and undergraduate students, internships for researchers, and an annual Paris-Moscow conference. The first proposals for academic exchange will be available in the near future.

As Eric Moulin noted, ‘Firstly, I would like to recognise the large number of young participants in this mini-conference who are all actively engaged in research in the field of multidimensional probability theory and mathematical statistics. Presentations were accompanied by active discussion and excellent questions. I would also like to acknowledge the outstanding conference organization. I am certain that future cooperation between the École Polytechnique and the Higher School of Economics will result in more joint conferences between Moscow and Paris.’