Alexandre Belloni

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)
  
• Applications
  

• Subvector Inference in PI Models with Many Moment Inequalities, with F. Bugni and V. Chernozhukov (talks at 2017 TEC, Yale University, MMS2017, Universite de Montreal, Vanderbilt University, 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)
  
  
• Budget Constrained Procurement, G. Lopomo, L. Marx, and R. Steri (talks at INFORMS 2016, Yale Department of Economics 2017)
  
  
• Network Models with Latent Agents, with B. Ata and O. Candogan (talks at INFORMS 2017, Princeton ORFE 2017, pdf)
  

My CV is here

Some papers are available via ArXiv