About

I am a third-year Ph.D. student in the Statistics, Probability and Machine Learning Group at Universitat Pompeu Fabra, advised by David Rossell and Gábor Lugosi.

My research interests lie in statistical learning and machine learning theory, especially high-dimensional inference. I currently work on problems related to variable selection, sparse estimation, overparameterized models, and optimization in statistical learning. I am broadly interested in questions at the interface of methodology, theory, and computation.

You can reach me at maxim.fedotov@upf.edu.

Portrait of Maxim Fedotov

Projects

  • Projected Information Criteria (joint with Gábor Lugosi and David Rossell; work in progress)

Presentations

Selected talks and poster presentations.

Contributed talks

  • Projected Information Criteria for Variable Selection
    ICSDS 2025. Seville, Spain. Dec 15–18, 2025.
  • Projected Information Criteria for Variable Selection
    INRC 2025. University of Seville, Institute of Mathematics. Seville, Spain. Dec 11–12, 2025.

Campus talks

  • Projected L0 Criteria for Variable Selection in Regression Models
    Lomonosov Moscow State University, Faculty of Economics. Moscow, Russia. Jun 2025.
  • Classical Analysis of Optimization Algorithms for Smooth Non-linear Problems
    Stats Student Seminar. Universitat Pompeu Fabra. Barcelona, Spain. Oct 2022.
  • Sequential Monte Carlo for Approximate Variable Selection in Generalized Linear Models
    Stats Student Seminar. Universitat Pompeu Fabra. Barcelona, Spain. May 2022.

Posters

  • Projected and Updated L0 Criteria for Variable Selection in High-Dim. & Large-Sample Regression Models
    Bayes Comp 2025. National University of Singapore. Singapore. Jun 16–20, 2025.
  • Projected-L0 Decoder for Variable Selection in Linear Regression
    Mathematical Aspects of Learning Theory. Barcelona, Spain. Sep 9–13, 2024.
  • Projected and One-Step L0 Criteria for Variable Selection
    2024 ISBA World Meeting. Ca' Foscari University of Venice. Venice, Italy. Jul 1–7, 2024.
  • Projected and One-Step L0 Criteria for Variable Selection
    BAYSM 2024. Ca' Foscari University of Venice. Venice, Italy. Jun 29–30, 2024.
  • Sequential Monte Carlo for Approximate Variable Selection in Generalized Linear Models
    Bayes Comp 2023. Levi, Finland. Mar 15–17, 2023.