Alexandre Belloni

Education

(2006) Ph.D. in Operations Research, MIT.
(2002) M.S. in Mathematical Economics, IMPA.

Research Interests

• Econometrics and Statistics (high-dimensional models)
  
• Mathematical Programming (continuous optimization)
  
• Mechanism Design (multivariate private information)
  
• Probabilistic Methods (concentration of measure, empirical processes)
  
• Complexity Theory (polynomial time algorithms, convexity)
  
• Applications
  

• Conditional Quantile Processes based on Series or Many Regressors, with Victor Chernozhukov and Iván Fernández-Val (submitted, pdf)
  
  
• Approximate group context tree: applications to dynamic programming and dynamic choice models, with Roberto I. Oliveiria (submitted, pdf)
  
  
• Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain, with Daniel Chen, Victor Chernozhukov, and Chris Hansen (submitted, pdf)
  
  
• Does Private Information about Inventories Matter?, with Giuseppe Lopomo and Shouqiang Wang (submitted, pdf)
  

My CV is here

Some papers are available via ArXiv

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