Alexandre Belloni

Massachusetts Institute of Technology (MIT) - Operations Research Center

77 Massachusetts Avenue

Bldg. E 40-149

Cambridge, MA 02139

United States

SCHOLARLY PAPERS

13

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SSRN CITATIONS
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Top 4,326

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297

CROSSREF CITATIONS

21

Scholarly Papers (13)

1.

Lasso Methods for Gaussian Instrumental Variables Models

MIT Department of Economics Working Paper No. 11-14
Number of pages: 35 Posted: 12 Aug 2011
Alexandre Belloni, Victor Chernozhukov and Christian Hansen
Massachusetts Institute of Technology (MIT) - Operations Research Center, Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 285 (133,637)
Citation 18

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2.

Least Squares After Model Selection in High-Dimensional Sparse Models

MIT Department of Economics Working Paper No. 10-5
Number of pages: 36 Posted: 04 Apr 2010 Last Revised: 18 Aug 2011
Alexandre Belloni and Victor Chernozhukov
Massachusetts Institute of Technology (MIT) - Operations Research Center and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 217 (174,894)
Citation 65

Abstract:

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lasso, ols post lasso, post-model-selection estimators

3.

Posterior Inference in Curved Exponential Families Under Increasing Dimensions

MIT Department of Economics Working Paper No. 07-10
Number of pages: 20 Posted: 13 Mar 2007
Alexandre Belloni and Victor Chernozhukov
Massachusetts Institute of Technology (MIT) - Operations Research Center and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 182 (205,241)

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Bayesian Infrence, Frequentist Properties

4.

Inference on Treatment Effects after Selection Amongst High-Dimensional Controls

MIT Department of Economics Working Paper No. 12-13
Number of pages: 67 Posted: 05 May 2012
Alexandre Belloni, Victor Chernozhukov and Christian Hansen
Massachusetts Institute of Technology (MIT) - Operations Research Center, Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 168 (219,872)
Citation 109

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treatment effects, partially linear model, high-dimensional-sparse regression, inference under imperfect model selection, uniformly valid inference after model selection

5.

Symmetry Points of a Convex Set: Basic Properties and Computational Complexity

Number of pages: 28 Posted: 10 Aug 2004
Alexandre Belloni and Robert M. Freund
Massachusetts Institute of Technology (MIT) - Operations Research Center and affiliation not provided to SSRN
Downloads 132 (267,484)
Citation 1

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convex set, symmetry, polytope, geometry, interior-point method, computational complexity, Newton method

6.

Sparse Models and Methods for Optimal Instruments with an Application to Eminent Domain

MIT Department of Economics Working Paper No. 11-19
Number of pages: 63 Posted: 15 Aug 2011
Massachusetts Institute of Technology (MIT) - Operations Research Center, affiliation not provided to SSRN, Massachusetts Institute of Technology (MIT) - Department of Economics and University of Chicago - Booth School of Business - Econometrics and Statistics
Downloads 129 (272,087)
Citation 80

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Instrumental Variables, Optimal Instruments, LASSO, Post-LASSO, Sparsity, Eminent Domain, Data-Driven Penalty, Heteroscedasticity, Non-Gaussian Errors, Moderate Deviations for Self-Normalized Sums

7.

High Dimensional Sparse Econometric Models: An Introduction

MIT Department of Economics Working Paper No. 11-17
Number of pages: 38 Posted: 15 Aug 2011
Alexandre Belloni and Victor Chernozhukov
Massachusetts Institute of Technology (MIT) - Operations Research Center and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 114 (297,610)
Citation 21

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8.

Conditional Quantile Processes Based on Series or Many Regressors

MIT Department of Economics Working Paper No. 11-15
Number of pages: 71 Posted: 11 Aug 2011
Massachusetts Institute of Technology (MIT) - Operations Research Center, Massachusetts Institute of Technology (MIT) - Department of Economics and Boston University - Department of Economics
Downloads 93 (340,967)
Citation 13

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quantile regression series processes, uniform inference

9.

Square-Root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming

MIT Department of Economics Working Paper No. 11-16
Number of pages: 36 Posted: 17 Aug 2011 Last Revised: 09 Oct 2011
Alexandre Belloni, Victor Chernozhukov and Lie Wang
Massachusetts Institute of Technology (MIT) - Operations Research Center, Massachusetts Institute of Technology (MIT) - Department of Economics and Massachusetts Institute of Technology (MIT), Department of Mathematics
Downloads 69 (406,072)
Citation 13

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10.

On the Computational Complexity of MCMC-Based Estimators in Large Samples

MIT Department of Economics Working Paper No. 07-08
Number of pages: 38 Posted: 01 Mar 2007
Alexandre Belloni and Victor Chernozhukov
Massachusetts Institute of Technology (MIT) - Operations Research Center and Massachusetts Institute of Technology (MIT) - Department of Economics
Downloads 69 (406,072)
Citation 2

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Computational Complexity, Metropolis, Large Samples, Sampling, Integration, Exponential family, Moment restrictions

11.

An Efficient Re-Scaled Perceptron Algorithm for Conic Systems

MIT Sloan Research Paper No. 4627-06
Number of pages: 15 Posted: 17 Oct 2006
Alexandre Belloni, Robert M. Freund and Santosh Vempala
Massachusetts Institute of Technology (MIT) - Operations Research Center, affiliation not provided to SSRN and Georgia Institute of Technology
Downloads 52 (465,831)
Citation 1

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convex cone, perceptron, conic system, separation oracle

12.

A Geometric Analysis of Renegar's Condition Number, and its Interplay with Conic Curvature

MIT Sloan Research Paper No. 4643-07
Number of pages: 12 Posted: 23 Apr 2007
Alexandre Belloni and Robert M. Freund
Massachusetts Institute of Technology (MIT) - Operations Research Center and affiliation not provided to SSRN
Downloads 42 (508,430)
Citation 1

Abstract:

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Renegar's condition number

13.

Projective Pre-Conditioners for Improving the Behavior of a Homogeneous Conic Linear System

MIT Sloan Research Paper No. 4573-06
Number of pages: 28 Posted: 10 Feb 2006
Alexandre Belloni and Robert M. Freund
Massachusetts Institute of Technology (MIT) - Operations Research Center and affiliation not provided to SSRN
Downloads 34 (547,986)
Citation 3

Abstract:

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conic convex system, homogeneous conic system, projective transformation, symmetry, symmetry function, pre-conditioner, computational complexity, interior-point method, polynomial-time, random walk, probabilistic analysis