IBM Research

About me  

Alexandre Belloni

Alexandre Belloni

Professor of Decision Sciences and Statistical Science
F.M. Kirby Research Fellow
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, model selection, quantiles)
  • Mathematical Programming (continuous optimization)
  • Mechanism Design (multivariate, dynamics, externalities)
  • Probabilistic Methods (concentration of measure, empirical processes)
  • Complexity Theory (polynomial time algorithms, convexity)
  • Applications

Selected Working Papers:

  • Uniformly Valid Post-Regularization Confidence Regions for Many Functional Parameters in Z-Estimation Framework, with Victor Chernozhukov, Denis Chetverikov, and Ying Wei (pdf)

  • Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management with Mingli Chen, Victor Chernozhukov (pdf)

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

Additional information  

    My CV is here

    Some papers are available via ArXiv

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