In search of local optima in the highly non-convex Bryce canyon

Hi and welcome to my website! My name is Matey Neykov (cyrillic: Матей Нейков) and I am an assistant professor in the Department of Statistics and Data Science at Northwestern University. Prior to joining Northwestern, I was on the faculty of the Department of Statistics & Data Science at Carnegie Mellon University. Before CMU, I was a postdoctoral researcher at Princeton working with Prof. Han Liu. Prior to that I spent five wonderful years at Harvard, where I did my PhD in biostatistics with Profs. Jun S. Liu and Tianxi Cai.

I am passionate about statistics, and my research interests span the areas of statistical machine learning, high-dimensional inference and dimension reduction. I was born and raised in the city of Sofia, capital of Bulgaria. There I attended the Sofia High School of Mathematics, and obtained my bachelor’s degree in applied math from Sofia University. In my free time I enjoy swimming, traveling and hiking. I like to take a lot of pictures from the places I visit and some of them can be found here.