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.

I am a statistician working on the statistical and computational limits of high-dimensional estimation and testing. Much of my recent work studies how the geometry and local complexity of a parameter space determine minimax rates, and when those rates can be achieved efficiently. I am particularly interested in constrained estimation, robust statistics, nonparametric problems, and statistical-computational tradeoffs.

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 completed my PhD in biostatistics with Profs. Jun S. Liu and Tianxi Cai.

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 mathematics 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, some of which can be found here.