290 citations · 1.8k across the 59 of their papers we have counts for
7 papers · 1 filter
Balancing Gaussian vectors in high dimension
Paxton Turner, Raghu Meka, Philippe Rigollet
Motivated by problems in controlled experiments, we study the discrepancy of random matrices with continuous entries where the number of columns is much larger than the number…
Power analysis of knockoff filters for correlated designs
Jingbo Liu, Philippe Rigollet
The knockoff filter introduced by Barber and Candès 2016 is an elegant framework for controlling the false discovery rate in variable selection. While empirical results indicate th…
Estimation of Wasserstein distances in the Spiked Transport Model
Jonathan Niles-Weed, Philippe Rigollet
We propose a new statistical model, the spiked transport model, which formalizes the assumption that two probability distributions differ only on a low-dimensional subspace. We stu…
Fast convergence of empirical barycenters in Alexandrov spaces and the Wasserstein space
Thibaut Le Gouic, Quentin Paris, Philippe Rigollet +1
This work establishes fast rates of convergence for empirical barycenters over a large class of geodesic spaces with curvature bounds in the sense of Alexandrov. More specifically,…
Estimation Rates for Sparse Linear Cyclic Causal Models
Jan-Christian Hütter, Philippe Rigollet
Causal models are important tools to understand complex phenomena and predict the outcome of controlled experiments, also known as interventions. In this work, we present statistic…
Minimax estimation of smooth optimal transport maps
Jan-Christian Hütter, Philippe Rigollet
Brenier's theorem is a cornerstone of optimal transport that guarantees the existence of an optimal transport map between two probability distributions and over $\mathb…