Sample 2026

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.

Lectures and Seminars

• [1] - Lectures and seminars from current academic year (videos)

• [2] - Lectures from 2024-2025 academic year, slightly different topics

• [3] - Lectures from 2023-2024 academic year, slightly different topics

• [4] - Seminars from 2023-2024 academic year, slightly different topics

• [5] - Lectures and seminars notes (last update: 06.12.2025)

Homeworks

To submit homework, join Google classroom — invite code w5anjhzk

Homework solution file should be readable and well-organized.

• HW 1, deadline: 26.11.2025, 23:59
• HW 2, deadline: 08.12.2025, 23:59
• HW 3, deadline: 20.12.2025, 23:59

Homework results:

• link

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.