IBM Research


About me  

Alexandre Belloni

Alexandre Belloni

Associate Professor of Decision Sciences
Fuqua School of Business
Duke University


(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

Recent Papers and Current Research:

  • Honest Confidence Regions for a Regression Parameter in Logistic Regression with a Large Number of Controls, with Victor Chernozhukov and Ying Wei (pdf)

  • Uniform Post Selection Inference for LAD Regression Models and other Z-estimators, with Victor Chernozhukov and Kengo Kato (pdf)

  • Inference on Treatment Effects After Selection Amongst High-Dimensional Controls, with Victor Chernozhukov and Christian Hansen (pdf, previous version: Estimation of Treatment Effects with High-Dimensional Controls)

  • Conditional Quantile Processes based on Series or Many Regressors, with Victor Chernozhukov and Ivan Fernandez-Val (submitted, pdf)

  • Approximate group context tree: applications to dynamic programming and dynamic choice models, with Roberto I. Oliveiria (submitted, pdf)

 
Additional information  

    My CV is here

    Some papers are available via ArXiv

    Thanks for stopping by

    eXTReMe Tracker


        Publications TeachingProfessional ExperienceConferences Links