Matey Neykov

activity

20152026

most citedL1-Regularized Least Squares for Support Recovery of High Dimensional Single Index Models with Gaussian Designs

10 citations · 37 across the 28 of their papers we have counts for

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Showing 2025Show all

3 papers · 1 filter

math.ST2025

Polynomial-Time Near-Optimal Estimation over Certain Type-2 Convex Bodies

Matey Neykov

We develop polynomial-time algorithms for near-optimal minimax mean estimation under $ℓ_{2}$ -squared loss in a Gaussian sequence model under convex constraints. The parameter spac…

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 $K$ that is a star-s…

math.ST2025

Robust density estimation over star-shaped density classes

Xiaolong Liu, Matey Neykov

We establish a novel criterion for comparing the performance of two densities, $g_{1}$ and $g_{2}$ , within the context of corrupted data. Utilizing this criterion, we propose an algori…