Philippe Rigollet
Princeton University
News [8/22/2014] Estimation of Functionals of Sparse Covariance Matrices
(with J. Fan and W. Wang)

[Fall 2014] This semester I am co-teaching the Stochastic Analysis Seminar on Roots of Polynomials and probabilistic applications.

[Sep. 12, 2014] Elchanan Mossel speaks in the Blackboard Sessions.

[Dec. 2014] Meeting in Mathematical Statistics
Luminy, France.

[Jan. 2015] Optimization and Statistical Learning v2.0
Les Houches, France.

Search interests
Optimal sequential allocation
Bandit problems with side information, non-stationary bandit problems, optimal rates.
Statistical learning theory
Supervised and semi-supervised classification, sparse recovery.
Stochastic optimization
Constrained and unconstrained stochastic optimization theory and algorithms,  minimization of risk functions, aggregation, exact oracle inequalities.
Nonparametric statistics
Density estimation, minimax theory, adaptation, oracle inequalities, density level sets estimation.
National Science Foundation
Grant DMS-1317308
CAREER award DMS-1053987