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Alexey Naumov

  • Alexey Naumov has been at HSE University since 2016.

Education and Degrees

  • 2013

    Candidate of Sciences* (PhD)
    Lomonosov Moscow State University

  • 2013

    Bielefeld University

  • 2010

    Lomonosov Moscow State University

* Candidate of Sciences
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

Chinese University of Hong Kong, Department of Statistics, Hong Kong, Sep. 2015 -- Dec. 2015.
Bielefeld University, Faculty of Mathematics, Jan. 2013 -- Nov. 2013.

Awards and Accomplishments

Best Teacher – 2019, 2018

Professional memberships

The Bernoulli Society for Mathematical Statistics and Probability (2009)

Courses (2021/2022)

Courses (2020/2021)

Courses (2019/2020)

Courses (2018/2019)

Courses (2017/2018)

New technologies for providing banking services (Optional course (faculty); Faculty of Economics; 1-4 module)Rus



RSF grant № 18-11-00132, "Analysis of high dimensional random objects with applications to large-scale data processing", 2018-2020 (HSE)

Presidents of Russian Federation Grant for young scientists №  4596.2016.1, "Local laws for random matrices and universality of local spectral statistics", 2016-2017 (MSU, Skoltech)

RFBR grant 16-31-00005 ”Spectral analysis of large dimensional random matrices”, 2016–2017 (MSU, Skoltech)


Simons Foundation scholarship, 2013.
Rosgosstrakh (RGS) scholarship, 2009--2010.

Employment history

Institute for information transmission problems (IITP RAS), senior research scientist, 2015 - current

Skolkovo Institute of Science and Technology (Skoltech), senior research scientist, 2016-2018

Moscow State University, Faculty of computational mathematics and cybernetics, assistant professor, 2013 - 2016

Timetable for today

Full timetable

SAMPLE Conference Takes Place

On October 26-30, Statistics, Artificial Intelligence, Machine Learning, Probability, Learning Theory Event (SAMPLE) conference took place in Gelendzhik, Russia.

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.

HSE University Becomes the First Russian University to Confer a Doctoral Degree in Computer Science

Upon successfully defending his dissertation before HSE Dissertation Council in Computer Science, Pavel Dvurechensky became the first Doctor of Computer Science in Russia. This was possible thanks to the fact that, starting in 2018, HSE University received the right to award its own academic degrees.

Faculty of Computer Science and Skoltech Host Third Statistical Learning Theory Olympiad

HSE University’s Faculty of Computer Science and Skoltech have organised Statistical Learning Theory Olympiad for the third time. The Olympiad’s main award is admission to the HSE University and Skoltech joint master’s programme.

"I Am Impressed by the Sirius Atmosphere"

Sirius held a conference school arranged by the Talent and Success Foundation, Yandex, and the International Laboratory of Stochastic Algorithms and High-Dimensional Inference of HSE University. 

First Cohort Graduates from Master’s Programme in Statistical Learning Theory

The Master's Programme in Statistical Learning Theory was launched in 2017. It is run jointly with the Skolkovo Institute of Science and Technology (Skoltech). The programme trains future scientists to effectively carry out fundamental research and work on new challenging problems in statistical learning theory, one of the most promising fields of science. Yury Kemaev and Maxim Kaledin, from the first cohort of programme graduates, sat down with HSE News Service to talk about their studies and plans for the future.

First Cohort Graduates from Master’s Programme in Statistical Learning Theory

The Master's Programme ‘Statistical Learning Theory’ was launched in 2017, and is run jointly with the Skolkovo Institute of Science and Technology(Skoltech).

HDI Lab staff attend International Vilnius Conference on Probability Theory and Mathematical Statistics 2018

12th International Vilnius Conference on Probability Theory and Mathematical Statistics and 2018 IMS Annual Meeting on Probability and Statistics took place in Vilnius (Lithuania) on July 2-6. This is one of the world's leading conferences in the field of modern probability theory and mathematical statistics, which is held every four years since 1973. This year over 200 works were presented at the event and 500 participants from all over the globe attended it.

Structural Learning Seminar Summer Meeting

On 19 July at 11 am an extraordinary meeting of Structural Learning Seminar was held on the Faculty of Computer Science.

Laboratory Researchers Received Russian Science Foundation Grant

Team of researchers of the HSE International Laboratory of Stochastic Algorithms and High-Dimensional Inference was announced as a winner of the Russian Science Foundation Grant Competition to support fundamental and exploratory scientific research conducted by individual scientific groups and was awarded three-year grant for implementation of the project "Analysis of high dimensional random objects with applications to large scale data processing" (RSF №18-11-00132).

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.

‘Our Programme Aims to Make a Research Breakthrough at the Intersection of Mathematics and Computer Science’

In 2017, the HSE Faculty of Computer Science and Skoltech are opening admissions to the Master’s programme inStatistical Learning Theory, which will become the successor to theMathematical Methods of Optimization and Stochastics programme.Vladimir Spokoiny, the programme’s academic supervisor and professor of mathematics at Humboldt University in Berlin, told us about the research part of the new programme and the opportunities it offers to both Master’s students and undergraduate students alike.