Scholar
Sergey Samsonov
Google Scholar ID: 8BwDmyMAAAAJ
HSE university, Moscow
high-dimensional probability
Markov Chains
MCMC
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Citations & Impact
All-time
Citations
391
H-index
11
i10-index
13
Publications
20
Co-authors
27
list available
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CV
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Publications
18 items
Gaussian Approximation for Asynchronous Q-learning
2026
Cited
0
Learning Shortest Paths with Generative Flow Networks
2026
Cited
0
Statistical analysis of Inverse Entropy-regularized Reinforcement Learning
2025
Cited
0
gfnx: Fast and Scalable Library for Generative Flow Networks in JAX
2025
Cited
0
Improved Central Limit Theorem and Bootstrap Approximations for Linear Stochastic Approximation
2025
Cited
0
On the Rate of Gaussian Approximation for Linear Regression Problems
2025
Cited
0
Gaussian Approximation for Two-Timescale Linear Stochastic Approximation
2025
Cited
0
High-Order Error Bounds for Markovian LSA with Richardson-Romberg Extrapolation
2025
Cited
0
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Resume (English only)
Academic Achievements
Received the badge 'Young Scientist' (December 2024)
Received a letter of gratitude from the First Vice Rector of HSE (March 2023)
Received a letter of gratitude from the Faculty of Computer Science, HSE (September 2021)
Awarded the personal bonus by the Rector (2022-2023)
Received an allowance for publications contributing significantly to the international scientific reputation of HSE (2023-2026, 2024-2027)
Received an allowance for publication in an international peer-reviewed scientific journal (2021-2022)
Recognized as the Best Teacher (2024-2025, 2022, 2020)
Listed as part of the high professional potential reserve (HSE talent pool)
Categorized as 'New Researchers' (2020-2021)
Research Experience
Has been working at the National Research University Higher School of Economics since 2018.
Scientific and pedagogical experience of 7 years.
Serves as the head of the International Laboratory of Stochastic Algorithms and High-Dimensional Data Analysis in the Faculty of Computer Science.
Holds the position of Associate Professor in the Department of Big Data and Information Retrieval, Faculty of Computer Science.
Coordinates laboratory work and conducts research in the field of machine learning.
Background
Research interests include: stochastic approximation, reinforcement learning, sampling, Markov Chain Monte Carlo (MCMC) methods, multivariate statistics.
Miscellany
Proficient in English.
Co-authors
27 total
Eric Moulines
Professeur, Ecole Polytechnique, Membre de l'Académie des Sciences
Alexey Naumov
Professor, HSE University
Prof. Dr. Denis Belomestny
Duisburg-Essen University
Alain Durmus
Ecole polytechnique
Daniil Tiapkin
École Polytechnique
Marina Sheshukova
HSE university
Nikita Puchkin
HSE University
Hoi-To Wai
Associate Professor, The Chinese University of Hong Kong
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