Ayvazyan, Sergey Arutyunovich

Born June 24, 1934 in Moscow.

In 1952, he graduated from the 186th secondary school in Moscow with a gold medal . In 1957 he graduated from the Faculty of Mechanics and Mathematics of Moscow State University .

From 1957 to 1969, he was a junior researcher at the V. A. Steklov Mathematical Institute of the USSR Academy of Sciences .

In 1967 he defended his thesis for the degree of candidate of physical and mathematical sciences (supervisor - academician Yu. V. Prokhorov ).

From 1969 to the present, he is the organizer and head of the created laboratory of probabilistic-statistical methods and models in economics, and at the same time is the deputy director of the CEMI RAS for scientific work (since 1985).

In 1975 he defended his doctoral dissertation in the specialty 01.01.09 ("Mathematical Cybernetics"). In 1976 he was awarded the academic title of professor .

In 2008, he was elected a foreign member of the National Academy of Sciences of the Republic of Armenia (in the Department of Mathematics).

He died on March 12, 2019 ^[1] .

Research interests: theoretical and applied econometrics, multivariate statistical analysis, probabilistic-statistical modeling of mechanisms of socio-economic phenomena and processes (analysis and measurement of latent synthetic categories of the quality of life of the population, distribution relations in society, intercountry and interregional econometric analysis).

The main scientific results:

• a comparative analysis of the optimal properties of the classical Neumann-Pearson criterion and the Wald sequential criterion in the problem of distinguishing hypotheses about the type of distribution is carried out: asymptotic (by approximation of hypotheses) general formulas for the average number of observations necessary to distinguish hypotheses with given errors of the 1st and 2nd kind (1959-1965)
• proved (together with Yu. A. Rozanov) the asymptotic efficiency of the estimates of the method of least squares of the regression coefficients with a fairly general character of the interdependence of regression residues (1964).
• an expert-statistical method for constructing an unknown objective function in the presence of different types of expert training information was proposed (1974)
• a system of models was developed to describe the mechanism of formation of distributive relations in society; methods for identifying these models were proposed (1976)
• investigated (together with N. M. Rimashevskaya ) the problem of typology of consumption: methods of empirical identification of the main types of consumer behavior and determination of the main type-forming socio-demographic and territorial signs (1978) are proposed
• developed (together with V. M. Buchstaber ) an approach to the construction of a general theory of automatic classification (AK): in the proposed approach, the whole variety of AK algorithms is presented in the form of a hierarchical structure; at the upper level there is a universal mathematical model, the components of which form a means for a uniform statement of the AK problem, a description of the algorithms for their solution, and the study of their properties (1986-1989)
• a method of parametric cluster analysis based on a model of a mixture of multidimensional distributions and the procedure of “focused projection” (Projection Pursuit) of multidimensional data (1996) is proposed
• the mechanism of formation of the distribution of the Russian population by average per capita expenditures in a transition economy has been studied and modeled: it is shown that under these conditions the classical lognormal model is transformed into a mixture of lognormal distributions; the results are used to analyze poverty and differentiation by expenditures of the Russian population in the 1990s (2000-2001)
• a methodology has been developed for measuring latent synthetic categories of quality and lifestyle of the population, which does not appeal to subjective expert assessments of the degree of importance of each component of the analyzed synthetic category; a scheme is proposed for using this methodology in the task of evaluating the effectiveness of policies (1997-2008)

Scientific, organizational and pedagogical activity

• Supervisor of the Department of Econometrics and Applied Statistics, as well as the Laboratory of Probabilistic and Statistical Methods and Models in Economics, CEMI RAS
• Head of the Department of Econometrics and Mathematical Methods of Economics, Moscow School of Economics, Moscow State University
• Head of the Department of Econometrics, Moscow Finance and Industry Academy
• Chairman of the Dissertation Council D 002.013.02 for the defense of dissertations for the degree of doctor and candidate of physical and mathematical sciences
• editor-in-chief of Applied Econometrics magazine, deputy editor-in-chief of Economics and Mathematical Methods journal, member of the editorial board of Probability Theory and its Applications
• since 1969, the supervisor of the ongoing workshop "Multidimensional statistical analysis and probabilistic modeling of real processes"
• Professor of the Russian School of Economics (1992-2004)
• Professor, State University - Higher School of Economics
• Visiting Professor, Institute of Economics and Mathematics, University of Dijon (France, 1980) and London Holloway, Queen's University (1996-1998)

• Prize of the Council of Ministers of the USSR (1986)
• Honored Scientist of the Russian Federation (2002)
• L.V. Kantorovich Prize (2017) - for the monograph “Analysis of the quality and lifestyle of the population. Econometric approach "
• Prize and medal of the French National Congress of Statisticians (1986)
• Medal of the European Econometric Society (1988)
• Prize of the International Scientific Foundation for Economic Research named after N.P. Fedorenko - "For Outstanding Contribution to the Development of the Economic Science of Russia" (2007)
• Honorary Professor of the Russian-Armenian (Slavic) State University (2005)
• Certificate of Honor from the Higher School of Economics (December 2012, July 2014)

• Profile of Sergey Arutyunovich Ayvazyan on the official website of the NAS RA
• Ayvazyan Sergey Artemievich (neopr.) . cemi.rssi.ru. Date of treatment May 10, 2017.
• Archived copy of the page on the HSE website