4 papers
Efficient Robust Constrained Signal Detection via Kolmogorov Width Approximations
Yikun Li, Matey Neykov
Robust statistical inference often faces a severe computational-statistical gap when dealing with complex parameter spaces. We investigate minimax signal detection in the Gaussian…
Real time filtering algorithms
Chang Qin, Yikun Li, Ru Qian +2
This paper presents a systematic review of recent advances in nonlinear filtering algorithms, structured into three principal categories: Kalman-type methods, Monte Carlo methods,…
Minimaxity and Efficiency in Exponential Family Regression: From Star-Shaped to Convex Constraints
Yikun Li, Guanghong Yi, Matey Neykov
This paper establishes the minimax estimation rate for nonparametric exponential family regression under star-shaped constraints. We consider a parameter space that is a star-s…
Robust Signal Detection with Quadratically Convex Orthosymmetric Constraints
Yikun Li, Matey Neykov
This paper studies the problem of robust signal detection in Gaussian noise under quadratically convex orthosymmetric (QCO) constraints. We consider a minimax testing framework whe…