109 citations · 271 across the 4 of their papers we have counts for
5 papers · 1 filter
Bounded regret in stochastic multi-armed bandits
Sébastien Bubeck, Vianney Perchet, Philippe Rigollet
We study the stochastic multi-armed bandit problem when one knows the value of an optimal arm, as a well as a positive lower bound on the smallest positive gap . W…
Estimation of Covariance Matrices under Sparsity Constraints
Philippe Rigollet, Alexandre Tsybakov
We prove optimal sparsity oracle inequalities for the estimation of covariance matrix under the Frobenius norm. In particular we explore various sparsity structures on the underlyi…
Deviation optimal learning using greedy Q-aggregation
Dong Dai, Philippe Rigollet, Tong Zhang
Given a finite family of functions, the goal of model selection aggregation is to construct a procedure that mimics the function from this family that is the closest to an unknown…
Nonparametric Bandits with Covariates
Philippe Rigollet, Assaf Zeevi
We consider a bandit problem which involves sequential sampling from two populations (arms). Each arm produces a noisy reward realization which depends on an observable random cova…
Generalization error bounds in semi-supervised classification under the cluster assumption
Philippe Rigollet
We consider semi-supervised classification when part of the available data is unlabeled. These unlabeled data can be useful for the classification problem when we make an assumptio…