- Expert:Faculty of Computer Science / Continuing Education Centre
- Programme Scientific Supervisor:Master of Data Science
- Leonid Iosipoi has been at HSE University since 2017.
Education and Degrees
Candidate of Sciences* (PhD)
Degree in Mathematics
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.
Young Faculty Support Program (Group of Young Academic Professionals)
Category "New Researchers" (2019-2020)
Dissertation for a degree of Candidate of Science
L. Iosipoi Variance reduction for Monte Carlo estimates
- Article Belomestny Denis, Iosipoi L., Paris Q., Zhivotovskiy N. Empirical Variance Minimization with Applications in Variance Reduction and Optimal Control // Bernoulli: a journal of mathematical statistics and probability. 2022. Vol. 28. No. 2. P. 1382-1407. doi
- Article Belomestny D., Iosipoi L. Fourier transform MCMC, heavy-tailed distributions, and geometric ergodicity // Mathematics and Computers in Simulation. 2021. No. 181. P. 351-363. doi
- Article Belomestny D., Iosipoi L., Moulines E., Naumov A., Samsonov S. Variance reduction for dependent sequences with applications to Stochastic Gradient MCMC // SIAM-ASA Journal on Uncertainty Quantification. 2021. Vol. 9. No. 2. P. 507-535. doi
- Article Belomestny D., Moulines E., Iosipoi L., Naumov A., Samsonov S. Variance reduction for Markov chains with application to MCMC // Statistics and Computing. 2020. No. 30. P. 973-997. doi
- Article Беломестный Д. В., Иосипой Л. С. Об оценке плотности распределения с помощью ряда Фурье // Управление большими системами: сборник трудов. 2019. № 82. С. 28-43. doi
- Article Belomestny D., Iosipoi L., Zhivotovskiy N. Variance Reduction in Monte Carlo Estimators via Empirical Variance Minimization // Doklady Mathematics. 2018. Vol. 98. No. 2. P. 494-497. doi
I am Head of Data Science at Sber AI Lab, Moscow and Senior Research Fellow at HDI Lab, HSE University, Moscow. My research interests are in the areas of probability, mathematical statistics, machine learning, and learning theory.
I defended my PhD thesis at HSE University in 2021 under the supervision of Denis Belomestny and Vladimir Spokoiny.
In 2022, 17 articles by the researchers of HSE Faculty of Computer Science were accepted at the NeurIPS (Conference and Workshop on Neural Information Processing Systems), one of the world’s most prestigious events in the field of machine learning and artificial intelligence. The 36th conference will be held in a hybrid format from November 28th to December 9th in New Orleans (USA).
On 19 July at 11 am an extraordinary meeting of Structural Learning Seminar was held on the Faculty of Computer Science.