Mark Kelbert
- Research Professor:Faculty of Economic Sciences / Department of Statistics and Data Analysis
- Leading Research Fellow:Laboratory of Stochastic Analysis and its Applications
- Mark Kelbert has been at HSE University since 2014.
Education and Degrees
- 1982
Candidate of Sciences* (PhD)
- 1968
Degree
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.
Awards and Accomplishments
Winner of the HSE University Best Russian Research Paper Competition – 2022
Courses (2023/2024)
- Methodological Research Seminar (Master’s programme; Faculty of Economic Sciences; 1 year, 2, 3 module)Rus
- Past Courses
Courses (2019/2020)
- Actuarial Сalculus (Master’s programme; Faculty of Economic Sciences; 1 year, 3, 4 module)Eng
- Mathematical Methods of Insurance (Master’s programme; Faculty of Economic Sciences; 1 year, 1, 2 module)Rus
Chinese translation of the book on Information Theory
《信息论与编码理论:剑桥大学真题精解》讲解信息论与编码理论,涵盖概率和代数两个方向。书中素材来自剑桥大学本科生课程“信息论”“编码与密码学”以及几门数学方向的研究生课程。全书大的特色是例题丰富,并将Shannon等科学家的学术历程贯穿其中,在透彻讲解基础知识的同时带领读者逐步探讨深层主题。InformationTheoryandCodingbyExample出版者的话译者序前言第1章信息论基础11.1基本概念,Kraft不等式,Huffman编码11.2熵:简介111.3Shannon第一编码定理,Markov信源的熵率261.4信道,解码规则,Shannon第二编码定理381.5微分熵及其性质541.6本章附加问题60第2章编码理论简介932.1Hamming距离,码字的几何特征,码本规模的基本界932.2Shannon第二编码定理的几何证明,码本规模的精细界1042.3线性码:基本构造1192.4Hamming码,Golay码,Reed-Muller码1292.5循环码和代数多项式,BCH码简介1392.6本章附加问题158第3章编码理论的深层主题1763.1有限域入门1763.2Reed-Solomon编码,再论BCH编码1913.3再论循环码,BCH解码1973.4MacWilliams标识和线性规划界2063.5渐近好码2163.6本章附加问题224第4章信息论的深层主题2424.1Gauss信道2424.2连续时间集的渐近均分
Employment history
1993-1998 Lecturer at European Business School, Swansea University, UK
1998-2004 Reader at European Business School, Swansea University, UK
2004-2014 Reader at Department of Mathematics, Swansea University, UK
He started working at HSE in 2014.
Scientific and pedagogical experience: 49 years.
Publications48
- Article Kelbert M., Moreno-Franco H. A. A mixed singular/switching control problem with terminal cost for modulated diffusion processes // Nonlinear Analysis: Hybrid Systems. 2024. Vol. 51. Article 101439. doi
- Book Кельберт М. Я., Сухов Ю. М. Вероятность и статистика в примерах и задачах: в 3-х т.: новое издание. Основные понятия теории вероятностей и математической статистики. В 2 ч. Ч. 2. / Издание 4-е. М. : МЦНМО, 2024.
- Book Кельберт М. Я., Сухов Ю. М. Основные понятия теории вероятностей и математической статистики. Вероятностные модели Вып. 1: Вероятностные модели. М. : МЦНМО, 2024.
- Article Kasianova K., Kelbert M. Gaussian limit theorem for posterior distribution in the problem of conflicting expert opinions // Mathematical Communications. 2023. Vol. 28. No. 2. P. 203-212.
- Preprint Kelbert M., Moreno-Franco H. A., Pogorelov N. P. Optimal Risk Policies and Periodic Dividend Strategies for an Insurance Company / Cornell University. Series arXiv "math". 2023. (in press)
- Article Kasianova K., Kelbert M., Mozgunov P. Response-adaptive randomization for multiarm clinical trials using context-dependent information measures // Biometrical Journal. 2023. Vol. 65. No. 8. Article 2200301. doi
- Article Kelbert M. Survey of Distances between the Most Popular Distributions // Analytics. 2023. Vol. 2. No. 1. P. 225-245. doi
- Article Kelbert M., Сухов Ю. М. Wasserstein and weighted metrics for multidimensional Gaussian distributions // Известия Саратовского университета. Новая серия. Серия: Математика. Механика. Информатика. 2023. Vol. 23. No. 4. P. 422-434. doi
- Article Kelbert M., Moreno-Franco H. A. ON A MIXED SINGULAR/SWITCHING CONTROL PROBLEM WITH MULTIPLE REGIMES // Advances in Applied Probability. 2022. Vol. 54. No. 3. P. 743-782. doi
- Article Kelbert M., Stuhl I., Suhov Y., Sekeh Y. Weighted Gaussian entropy and determinant inequalities // Aequationes Mathematicae. 2022. Vol. 96. No. 1. P. 85-114. doi
- Article Kelbert M., Suhov Y. What scientific folklore knows about the distances between the most popular distributions? // Izvestiya of Saratov University. Mathematics. Mechanics. Informatics, Saratov, RF. 2022. Vol. 22. No. 2. P. 223-240. doi
- Article Chernov A., Shemendyuk A., Kelbert M. Fair Insurance Premium Rate in Connected SEIR Model under Epidemic Outbreak // Mathematical Modelling of Natural Phenomena. 2021. Vol. 16. Article 34. doi
- Article Kasianova K., Kelbert M., Mozgunov P. Response Adaptive Designs for Phase II Trials with Binary Endpoint Based on Context-Dependent Information Measures // Computational Statistics & Data Analysis. 2021. Vol. 158. Article 107187. doi
- Article Kasianova K., Kelbert M., Mozgunov P. Response adaptive designs for Phase II trials with binary endpoint based on context-dependent information measures // Computational Statistics & Data Analysis. 2021. No. 158. Article 107187. doi
- Book Кельберт М. Я., Сухов Ю. М. Вероятность и статистика в примерах и задачах: в 3 т. Т. 2: Марковские цепи как отправная точка теории случайных процессов и их приложения. Ч. 1. М. : МЦНМО, 2021.
- Book Кельберт М. Я., Сухов Ю. М. Вероятность и статистика в примерах и задачах: в 3 т. Т. 2: Марковские цепи как отправная точка теории случайных процессов и их приложения. Ч. 2. МЦНМО, 2021.
- Article Grabchak M., Kelbert M., Paris Q. On the occupancy problem for a regime switching model // Journal of Applied Probability. 2020. Vol. 57. No. 1. P. 53-77. doi
- Article Chernov A., Kelbert M., Shemendyuk A. Optimal vaccine allocation during the mumps outbreak in two SIR centres // Mathematical Medicine and Biology. 2020. Vol. 37. No. 3. P. 303-312. doi
- Article Kelbert M., Suhov Y., Stuhl I. The Feynman–Kac Representation and Dobrushin–Lanford–Ruelle States of a Quantum Bose-Gas // Mathematics. 2020. Vol. 8. P. 1683. doi
- Article Kelbert M., Sazonov I., Bocharov G., Grebennikov D., Meyerhans A. Viral Infection Dynamics Model Based on a MarkovProcess with Time Delay between Cell Infection and Progeny Production // Mathematics. 2020. Vol. 8. No. 8. P. 1207. doi
- Preprint Kelbert M., Chernov A., Shemendyuk A. Fair insurance premium level in connected SIR model under epidemic outbreak / Cornell University. Series "Working papers by Cornell University". 2019. No. 1910.04809v1.
- Article Kelbert M., Moreno-Franco H. A. HJB equations with gradient constraint associated with controlled jump-diffusion processes // SIAM Journal on Control and Optimization. 2019. Vol. 57. No. 3. P. 2185-2213. doi
- Article Kelbert M., Karpikov I. Survey on Scale Functions for Spectrally Negative Lévy Processes // Science and Business: Ways of Development. 2018. Vol. 79. No. 1. P. 56-68.
- Article Kelbert M., Suhov Y., Stuhl I. Weighted entropy and optimal portfolios for risk-averse Kelly investments // Aequationes Mathematicae. 2018. Vol. 92. No. 1. P. 165-200. doi
- Book Кельберт М. Я., Сухов Ю. М. Основные понятия теории вероятностей и математической статистики. МЦНМО, 2018.
- Article Kelbert M., Orsingher E. Asymptotic behaviour of non-isotropic random walks with heavy tails // Modern Stochastics: Theory and Applications. 2017. Vol. 4. No. 1. P. 79-89. doi
- Article Kelbert M., Mozgunov P. Generalization of Cram´er-Rao and Bhattacharyya inequalities for the weighted covariance matrix // Mathematical Communications. 2017. Vol. 22. No. 1. P. 25-40.
- Article Kelbert M., Sazonov I., Bocharov G., Grebennikov D. Modelling Stochastic and Deterministic Behaviours in Virus Infection Dynamics // Mathematical Modelling of Natural Phenomena. 2017. Vol. 12. No. 5. P. 63-77. doi
- Chapter Kelbert M., Suhov Y., Stuhl I. Weighted Entropy and its Use in Computer Science and Beyond, in: Analytical and Computational Methods in Probability Theory Vol. 10684: Analytical and Computational Methods in Probability Theory. Berlin : Springer, 2017. doi P. 293-308. doi
- Article Kelbert M., Suhov Y., Stuhl I. Weighted entropy: basic inequalities // Modern Stochastics: Theory and Applications. 2017. Vol. 4. No. 3. P. 233-252. doi
- Article Kelbert M., Suhov Y., Stuhl I., Sekeh S. Y. Basic inequalities for weighted entropies // Aequationes Mathematicae. 2016. P. 1-32. doi
- Article Kelbert M., Sazonov I., Gravenor M. Random migration processes between two stochastic epidemic centers // Mathematical Biosciences. 2016. Vol. 274. P. 45-57. doi
- Article Kelbert M., Konakov V., Menozzi S. Weak error for Continuous Time Markov Chains related to fractional in time P(I)DEs // Stochastic Processes and their Applications. 2016. Vol. 126. P. 1145-1183. doi
- Article Sazonov I., Kelbert M., Gravenor M. A new view on migration processes between SIR centra: an account of the different dynamics of host and guest // Journal of infectious and non infectious diseases. 2015. Vol. 1. No. 1
- Chapter Mozgunov P., Kelbert M. Asymptotic analysis of the Renyi, Tsallis and Fisher entropies in a Bayesian problem, in: Proceedings of Information Technology and Systems 2015. Sochi : ., 2015. P. 614-621.
- Article Mozgunov P., Kelbert M. Asymptotic behaviour of the weighted Renyi and Fisher entropies in a Bayesian problem // Eurasian Mathematical Journal. 2015. Vol. 6. No. 2. P. 6-17.
- Article Kelbert M., Gertsik V., Krichevets A. Earthquake forecasting: Statistics and Information // Annals of Geophysics. 2015. Vol. 58. No. 6
- Article Kelbert M., Mozgunov P. Shannon's differential entropy asymptotic analysis in a Bayesian problem // Mathematical Communications. 2015. Vol. 20. No. 2. P. 219-228.
- Article Kelbert M., Suhov Y., Yambartsev A. A Mermin-Wagner theorem on Lorentzian triangulations with quantum spins // Brazilian Journal of Probability and Statistics. 2014. Vol. 28. No. 4. P. 515-537.
- Book Kelbert M., Suhov Y. Probability and Statistics by Example, Vol. 1 Vol. 1: Basic Probability and Statistics. Cambridge : Cambridge University Press, 2014.
- Article Kelbert M., Suhov Y., Yambartsev A. A Mermin-Wagner Theorem for Gibbs States on Lorentzian Triangulations // Journal of Statistical Physics. 2013. Vol. 150. No. 4. P. 671-677.
- Article Kelbert M., Suhov Y. A quantum Mermin-Wagner theorem for a generalized Hubbard model // Advances in mathematical physics. 2013. Vol. 2013
- Article Kelbert M., Suhov Y. A quantum Mermin-Wagner theorem for quantum rotators on two-dimentional graph // Journal of Mathematical Physics. 2013. Vol. 54. No. 3
- Article Kelbert M., Gofman A. Y. An upper bound for Kullback-Leibler divergence with a small number of outliers. // Mathematical Communications. 2013. Vol. 18. No. 1. P. 75-78.
- Article Kelbert M., Leonenko N., Belitsky V. On the Bartlett spectrum of randomized Hawkes processes // Mathematical Communications. 2013. Vol. 18. No. 2. P. 393-407.