- Laboratory Head:Faculty of Computer Science / International Laboratory of Stochastic Algorithms and High-Dimensional Inference
- Associate Professor:Faculty of Computer Science / Department of Technologies for Complex System Modelling
- Alexey Naumov has been at HSE since 2016.
Education and Degrees
Candidate of Sciences* (PhD)
Lomonosov Moscow State University
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.
First award on 39-th competition of your scientists of Moscow State University, 2015.
- Modern Methods of Data Analysis: Stochastic Calculus (Master’s programme; Faculty of Computer Science; programme "Statistical Learning Theory"; 1 year, 1, 2 module)Eng
- Preprint Naumov A.A., Spokoiny V., Ulyanov V. V. Bootstrap confidence sets for spectral projectors of sample covariance / Cornell University. Series arxive "math". 2018. No. 1703.00871.
- Preprint Naumov A.A., Spokoiny V., Ulyanov V. V., Goetze F. Large ball probability, Gaussian comparison and anti-concentration / Cornell University. Series arxive "math". 2018. No. 1708.08663.
- Article Naumov A.A., Goetze F., Tikhomirov A. N. On the local semicircular law for Wigner ensembles // Bernoulli: a journal of mathematical statistics and probability. 2018. Vol. 24. No. 3. P. 2358-2400. doi
- Article Naumov A.A., Goetze F., Tikhomirov A. N. Distribution of linear statistics of singular values of the product of random matrices // Bernoulli: a journal of mathematical statistics and probability. 2017. Vol. 23. No. 4B. P. 3067-3113. doi
- Article Naumov A.A., Goetze F., Tikhomirov A. N. On minimal singular values of random matrices with correlated entries // Random Matrices-Theory and Applications. 2015. Vol. 4. No. 2 doi
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)
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
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.