IBM Research

About me  

Alexandre Belloni

Alexandre Belloni

Professor of Decision Sciences
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)
  • 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:

  • Program Evaluation with High-Dimensional Data, with Victor Chernozhukov, Ivan Fernandez-Val and Chris Hansen (pdf)

  • 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)

  • 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

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