Sample 2026

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Lecturers and Seminarists

Lecturer Sergey Samsonov [svsamsonov@hse.ru] T904
Seminarist Marina Sheshukova [msheshukova@hse.ru] T926

About the course

This page provides materials for the Sampling course (2025/2026), which is mandatory for 1st-year Master’s students in the MML program (HSE and Skoltech). Please, join the Telegram Group.

Grading

Lectures and Seminars

  • [1] - Lecture notes, current academic year
  • [2] - Lectures and seminars from the Markov chains course (videos)
  • [3] - Lectures and seminars notes, Markov chains course (last update: 06.12.2025)

Homeworks

TBD

Exam

TBD

Recommended literature

  • Leonid B. Koralov Yakov G. Sinai - Theory of Probability and Random Processes;
  • Yuri Suhov, Mark Kelbert - Probability and Statistics by Example: Volume 2;
  • Randal Douc , Eric Moulines , Pierre Priouret , Philippe Soulier - Markov Chains.