skip to main content
US FlagAn official website of the United States government
dot gov icon
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
https lock icon
Secure .gov websites use HTTPS
A lock ( lock ) or https:// means you've safely connected to the .gov website. Share sensitive information only on official, secure websites.


Search for: All records

Creators/Authors contains: "Matey Neykov"

Note: When clicking on a Digital Object Identifier (DOI) number, you will be taken to an external site maintained by the publisher. Some full text articles may not yet be available without a charge during the embargo (administrative interval).
What is a DOI Number?

Some links on this page may take you to non-federal websites. Their policies may differ from this site.

  1. We determine the exact minimax rate of a Gaussian sequence model under bounded convex constraints, purely in terms of the local geometry of the given constraint set $$K$$. Our main result shows that the minimax risk (up to constant factors) under the squared $$L_2$$ loss is given by $$\epsilon^{*2} \wedge \operatorname{diam}(K)^2$$ with \begin{align*} \epsilon^* = \sup \bigg\{\epsilon : \frac{\epsilon^2}{\sigma^2} \leq \log M^{\operatorname{loc}}(\epsilon)\bigg\}, \end{align*} where $$\log M^{\operatorname{loc}}(\epsilon)$$ denotes the local entropy of the set $$K$$, and $$\sigma^2$$ is the variance of the noise. We utilize our abstract result to re-derive known minimax rates for some special sets $$K$$ such as hyperrectangles, ellipses, and more generally quadratically convex orthosymmetric sets. Finally, we extend our results to the unbounded case with known $$\sigma^2$$ to show that the minimax rate in that case is $$\epsilon^{*2}$$. 
    more » « less