3 papers
math.ST2026
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…
math.OC2026
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,…
math.ST2025
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…