Alexandre Belloni

Massachusetts Institute of Technology (MIT) - Operations Research Center

77 Massachusetts Avenue

Bldg. E 40-149

Cambridge, MA 02139

United States

  • Massachusetts Institute of Technology (MIT) - Operations Research Center

SCHOLARLY PAPERS

13

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Top 3,336

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439

Scholarly Papers (13)

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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 377 (165,596)
Citation 21

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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 254 (251,590)
Citation 100

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

3.

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 251 (254,631)
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

4.

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 201 (315,023)

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Bayesian Infrence, Frequentist Properties

5.

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
Alexandre Belloni, Daniel Chen, Victor Chernozhukov and Christian Hansen
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 171 (364,583)
Citation 149

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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

6.

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 164 (378,099)
Citation 1

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

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 145 (418,736)
Citation 26

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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
Alexandre Belloni, Victor Chernozhukov and Iván Fernández‐Val
Massachusetts Institute of Technology (MIT) - Operations Research Center, Massachusetts Institute of Technology (MIT) - Department of Economics and Boston University - Department of Economics
Downloads 126 (467,967)
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 111 (515,259)
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 106 (532,943)
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 73 (670,052)
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 62 (729,241)
Citation 1

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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 57 (759,430)
Citation 3

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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