Philippe Rigollet
Princeton University
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.
Support
National Science Foundation
Grant DMS-1317308
CAREER award DMS-1053987