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ORCID: 0000-0002-7536-4576
ResearcherID: G-6280-2015
Scopus AuthorID: 55178400400
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Working hours
Monday: 16:00 - 20:00 Friday: 10:00 - 12:30
A. Sobolevski
I. Arzhantsev
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Alexey Naumov

  • Alexey Naumov has been at HSE since 2016.

Education and Degrees

  • 2013

    Bielefeld University

  • 2013

    Candidate of Sciences* (PhD)
    Lomonosov Moscow State 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

Professional memberships

The Bernoulli Society for Mathematical Statistics and Probability (2009)

Student Term / Thesis Papers

Full list of of student term / thesis papers

Courses (2019/2020)

Courses (2018/2019)

Courses (2017/2018)

Courses (2016/2017)



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

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.