Philippe Rigollet
Princeton University
Publications

2014. Aggregation of Affine Estimators
With Dong Dai, Lucy Xia and Tong Zhang
Electon. J. Stat., 8, 302-327.

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2014. Optimal learning with Q-aggregation
With Guillaume Lecue
Ann. Statist., 42(1), 211-224.

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2013. Complexity Theoretic Lower Bounds for Sparse Principal Component Detection
With Quentin Berthet
J. Mach. Learn. Res. W&CP, 30, 1046-1066
Best Paper Award.

Video @ COLT 2013.

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2013. Bounded regret in stochastic multi-armed bandits
With Sebastien Bubeck and Vianney Perchet
J. Mach. Learn. Res. W&CP, 30, 122-134
Video @ COLT 2013.

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2013. Optimal detection of sparse principal components in high dimension
With Quentin Berthet
Ann. Statist., 41(1), 1780-1815.

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2013. The multi-armed bandit problem with covariates
With Vianney Perchet
Ann. Statist., 41(2), 693-721

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2012. Sparse estimation by exponential weighting
With Alexandre Tsybakov
Statist. Sci., 27(4), 558-575

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2012. Estimation of Covariance Matrices under Sparsity Constraints
With Alexandre Tsybakov
Statist. Sinica, 22(4), 1319-1378.

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2012. Deviation Optimal Learning using Greedy Q-aggregation
With Dong Dai and Tong Zhang
Ann. Statist., 40(3), 1878-1905

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2012. Kullback-Leibler aggregation and misspecified generalized linear models
Ann. Statist., 40(2), 639-665.

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2011. Neyman-Pearson classification, convexity and stochastic constraints
With Xin Tong
J. Mach. Learn. Res., 12(Oct):2831-2855

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2011. Exponential Screening and optimal rates of sparse estimation
With Alexandre Tsybakov
Ann. Statist., 39(2), 731-771.

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2011. Neyman-Pearson classification under a strict constraint
With Xin Tong
Proceedings of the 24th Annual Conference on Learning Theory June 9-11, 2011, Budapest, Hungary. J. Mach. Learn. Res., W&CP, 19:595-614.

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2010. Optimal rates of sparse estimation and universal aggregation
With Alexandre Tsybakov
Oberwolfach reports, 7(1), 924-927
In: Modern Nonparametric Statistics: Going Beyond Asymptotic Minimax, Mar.-Apr. 2010

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2010. Nonparametric Bandits with Covariates
With Assaf Zeevi
In COLT (A. T. Kalai and M. Mohri, eds.). Omnipress, 54-66.

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2009. Optimal rates for plug-in estimators of density level sets
With Régis Vert
Bernoulli, 15(4), 1154-1178.

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2009. Learning by mirror averaging
With Anatoli Juditsky and Alexandre Tsybakov
Ann. Statist., 36(5), 2183-2206.

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2007. Generalization error bounds in semi-supervised classification under the cluster assumption
J. Mach. Learn. Res., 8(Jul), 1369-1392

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2007. Linear and convex aggregation of density estimators
With Alexandre Tsybakov
Math. Methods of Statist., 15(3), 260-280

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2006. Adaptive density estimation using the blockwise Stein method
Bernoulli, 12(2), 351-370

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2005. Mirror averaging, aggregation and model selection
With Anatoli Juditsky and Alexandre Tsybakov
Oberwolfach reports, 2(4), 2688-2691
In: Meeting on Statistical and Probabilistic Methods of Model Selection, October 2005

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2005. Oracle inequalities for probability density estimations - French
C. R. Math. Acad. Sci. Paris, 340(1), 59-62

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Preprints

2014. Estimation of Functionals of Sparse Covariance Matrices
With Jianqing Fan and Weichen Wang
arXiv:1408.5087

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2013. Computational Lower Bounds for Sparse PCA
With Quentin Berthet
arXiv:1304.0828

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