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Philippe Rigollet

Researcher at Massachusetts Institute of Technology

Publications -  132
Citations -  5238

Philippe Rigollet is an academic researcher from Massachusetts Institute of Technology. The author has contributed to research in topics: Minimax & Estimator. The author has an hindex of 36, co-authored 123 publications receiving 4269 citations. Previous affiliations of Philippe Rigollet include Georgia Institute of Technology & University of Paris.

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Proceedings Article

Complexity Theoretic Lower Bounds for Sparse Principal Component Detection

TL;DR: The performance of a test is measured by the smallest signal strength that it can detect and a computationally efficient method based on semidefinite programming is proposed and it is proved that the statistical performance of this test cannot be strictly improved by any computationallyefficient method.
Proceedings Article

Near-linear time approximation algorithms for optimal transport via Sinkhorn iteration

TL;DR: In this article, a new analysis of Sinkhorn iterations is presented, which also directly suggests a new greedy coordinate descent algorithm Greenkhorn with the same theoretical guarantees, which is shown to significantly outperform the classical sinkhorn algorithm in practice.
Journal ArticleDOI

Optimal detection of sparse principal components in high dimension

TL;DR: In this paper, a finite sample analysis of the detection levels for sparse principal components of a high-dimensional covariance matrix is performed, based on a sparse eigenvalue statistic.
Journal ArticleDOI

Optimal detection of sparse principal components in high dimension

TL;DR: In this article, a finite sample analysis of the detection levels for sparse principal components of a high-dimensional covariance matrix is performed, based on a sparse eigenvalue statistic.