A. Belloni

发表

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

A. Belloni, V. Chernozhukov, Lie Wang, 2010, 1009.5689.

On the Behrens–Fisher problem: A globally convergent algorithm and a finite-sample study of the Wald, LR and LM tests

A. Belloni, G. Didier, 2008, 0811.0672.

Linear and conic programming estimators in high dimensional errors‐in‐variables models

A. Tsybakov, A. Belloni, M. Rosenbaum, 2014, 1408.0241.

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

A. Belloni, V. Chernozhukov, 2007, 0704.2167.

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

A. Belloni, V. Chernozhukov, Lie Wang, 2011 .

Inference for High-Dimensional Sparse Econometric Models

A. Belloni, V. Chernozhukov, Christian Hansen, 2011, 1201.0220.

Program evaluation and causal inference with high-dimensional data

A. Belloni, V. Chernozhukov, Christian Hansen, 2013, 1311.2645.

Inference on Treatment Effects after Selection Amongst High-Dimensional Controls

A. Belloni, V. Chernozhukov, Christian Hansen, 2011, 1201.0224.

PIVOTAL ESTIMATION OF NONPARAMETRIC FUNCTIONS VIA SQUARE-ROOT LASSO

A. Belloni, V. Chernozhukov, Lie Wang, 2011 .

Robust inference in high-dimensional approximately sparse quantile regression models

Kengo Kato, A. Belloni, V. Chernozhukov, 2013 .

Uniform post selection inference for LAD regression and other z-estimation problems

Kengo Kato, A. Belloni, V. Chernozhukov, 2013 .

Honest Confidence Regions for Logistic Regression with a Large Number of Controls

A. Belloni, V. Chernozhukov, Ying Wei, 2013 .

Uniform post selection inference for LAD regression models

Kengo Kato, A. Belloni, V. Chernozhukov, 2013 .

Least Squares After Model Selection in High-Dimensional Sparse Models

A. Belloni, V. Chernozhukov, 2009, 1001.0188.

Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models

Kengo Kato, A. Belloni, V. Chernozhukov, 2013, Journal of the American Statistical Association.

SPARSE MODELS AND METHODS FOR OPTIMAL INSTRUMENTS WITH AN APPLICATION TO EMINENT DOMAIN

A. Belloni, V. Chernozhukov, Christian Hansen, 2012 .

Lecture Notes for IAP 2005 Course Introduction to Bundle Methods

A. Belloni, 2005 .

L1-Penalized Quantile Regression in High Dimensional Sparse Models

A. Belloni, V. Chernozhukov, 2009, 0904.2931.

L1-Penalised quantile regression in high-dimensional sparse models

A. Belloni, V. Chernozhukov, 2009 .

Escaping the Local Minima via Simulated Annealing: Optimization of Approximately Convex Functions

Hariharan Narayanan, Tengyuan Liang, Alexander Rakhlin, 2015, COLT.

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

A. Belloni, V. Chernozhukov, 2007 .

Pivotal estimation via square-root Lasso in nonparametric regression

A. Belloni, V. Chernozhukov, Lie Wang, 2011, 1105.1475.

Least Squares After Model Selection in High-Dimensional Sparse Models

A. Belloni, V. Chernozhukov, 2009 .

Some new asymptotic theory for least squares series: Pointwise and uniform results

Kengo Kato, A. Belloni, V. Chernozhukov, 2012, 1212.0442.

Choosing Customized Marketing Offers to Attract a Desirable Mix of Customers

A. Belloni, R. Staelin, William Boulding, 2010 .

On multivariate quantiles under partial orders

R. L. Winkler, A. Belloni, 2009, 0912.5489.

Quantile graphical models: prediction and conditional independence with applications to systemic risk

A. Belloni, V. Chernozhukov, Mingli Chen, 2016, 1607.00286.

Program evaluation with high-dimensional data

A. Belloni, V. Chernozhukov, C. Hansen, 2013 .

An Efficient Re-Scaled Perceptron Algorithm for Conic Systems

S. Vempala, A. Belloni, R. Freund, 2006, Mathematics of Operations Research.

Post-Selection Inference for Generalized Linear Models With Many Controls

Victor Chernozhukov, Alexandre Belloni, Ying Wei, 2013, 1304.3969.

Lasso Methods for Gaussian Instrumental Variables Models

Christian Hansen, Victor Chernozhukov, Alexandre Belloni, 2010, 1012.1297.

Pivotal estimation via square-root Lasso in nonparametric regression

Victor Chernozhukov, Alexandre Belloni, A. Belloni, 2014 .

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

Robert M. Freund, Alexandre Belloni, A. Belloni, 2006 .

OPERATIONS RESEARCH CENTER Working Paper MASSACHUSETTS INSTITUTE OF TECHNOLOGY by PROJECTIVE PRE-CONDITIONERS FOR IMPROVING THE BEHAVIOR OF A HOMOGENEOUS CONIC LINEAR SYSTEM OR 375-05

A. Belloni, R. Freund, 2005 .

Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems

Victor Chernozhukov, Alexandre Belloni, Kengo Kato, 2013, 1304.0282.

Does Private Information about Inventories Matter

A. Belloni, Giuseppe Lopomo, Shouqiang Wang, 2011 .

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

A. Belloni, R. Freund, 2004 .

Post-l1-penalized estimators in high-dimensional linear regression models

A. Belloni, V. Chernozhukov, 2010 .

-penalized Quantile Regression in High-dimensional Sparse Models 1

A. Belloni, V. Chernozhukov, 2011 .

PENALIZED QUANTILE REGRESSION IN SPARSE HIGH-DIMENSIONAL MODELS

A. Belloni, V. Chernozhukov, 2008 .

Please , provide the mansucript number ! ) Does Private Information about Inventories Matter ?

A. Belloni, Giuseppe Lopomo, Shouqiang Wang, 2011 .

High Dimensional Sparse Econometric Models : An

Victor Chernozhukov, Alexandre Belloni, A. Belloni, 2011 .

APPROXIMATE GROUP CONTEXT TREE: APPLICATIONS TO DYNAMIC PROGRAMMING AND DYNAMIC CHOICE MODELS

R. Oliveira, A. Belloni, 2011 .

Confidence bands for coefficients in high dimensional linear models with error-in-variables

A. Belloni, V. Chernozhukov, A. Kaul, 2017, 1703.00469.

Posterior Inference in Curved Exponential Families Under Increasing Dimensions

A. Belloni, V. Chernozhukov, 2007 .

High-dimensional latent panel quantile regression with an application to asset pricing

Oscar Hernan Madrid Padilla, A. Belloni, Mingli Chen, 2019, The Annals of Statistics.

Approximate group context tree

R. Oliveira, A. Belloni, 2011, 1107.0312.

Subvector inference in PI models with many moment inequalities

Federico A. Bugni, A. Belloni, V. Chernozhukov, 2019 .

Comment

A. Belloni, V. Chernozhukov, 2015 .

ℓ[subscript 1]-penalized quantile regression in high-dimensional sparse models

A. Belloni, V. Chernozhukov, 2011 .

Neighborhood Adaptive Estimators for Causal Inference under Network Interference

A. Belloni, A. Volfovsky, Fei Fang, 2022, ArXiv.

Optimal Admission and Scholarship Decisions: Choosing Customized Marketing Offers to Attract a Desirable Mix of Customers

Mitchell J. Lovett, Alexandre Belloni, Richard Staelin, 2012, Mark. Sci..

E ] 3 1 D ec 2 01 1 INFERENCE FOR HIGH-DIMENSIONAL SPARSE ECONOMETRIC MODELS

A. Belloni, V. Chernozhukov, C. Hansen, 2012 .

High-dimensional linear models with many endogenous variables

Christian Hansen, Whitney Newey, Victor Chernozhukov, 2017, Journal of Econometrics.

High-Dimensional Methods and Inference on Structural and Treatment Effects

Christian Hansen, Victor Chernozhukov, Alexandre Belloni, 2013 .

High-dimensional econometrics and regularized GMM

Christian Hansen, Victor Chernozhukov, Alexandre Belloni, 2018, 1806.01888.

Inference in High-Dimensional Panel Models With an Application to Gun Control

Christian Hansen, Victor Chernozhukov, Alexandre Belloni, 2014, 1411.6507.

Series ^-PENALIZED QUANTILE REGRESSION IN HIGH-DIMENSIONAL SPARSE MODELS

A. Belloni, 2022 .

Pivotal Estimation Via Self-Normalization for High-Dimensional Linear Models with Errors in Variables

Victor Chernozhukov, Abhishek Kaul, Alexandre B. Tsybakov, 2017, 1708.08353.

Conditional Quantile Processes Based on Series or Many Regressors

Victor Chernozhukov, Alexandre Belloni, Denis Chetverikov, 2011, Journal of Econometrics.

Projective re-normalization for improving the behavior of a homogeneous conic linear system

Robert M. Freund, Alexandre Belloni, A. Belloni, 2009, Math. Program..

Mechanism and Network Design with Private Negative Externalities

Alexandre Belloni, Changrong Deng, Sasa Pekec, 2017, Oper. Res..

HONEST CONFIDENCE REGIONS FOR A REGRESSION PARAMETER IN LOGISTIC REGRESSION WITH A LARGE NUMBER OF CONTROLS

A. Belloni, V. Chernozhukov, Ying Wei, 2013 .

Resource Allocation Under Demand Uncertainty and Private Information

Alexandre Belloni, Shouqiang Wang, Giuseppe Lopomo, 2017, Manag. Sci..

Optimizing Product Line Designs: Efficient Methods and Comparisons

Robert M. Freund, Duncan Simester, Alexandre Belloni, 2008, Manag. Sci..

Latent Agents in Networks: Estimation and Pricing pdf

Ozan Candogan, Alexandre Belloni, Baris Ata, 2018, ArXiv.

Estimation of treatment effects with high-dimensional controls

A. Belloni, V. Chernozhukov, C. Hansen, 2011 .

Posterior Inference in Curved Exponential Families Under Increasing Dimensions

Victor Chernozhukov, Alexandre Belloni, A. Belloni, 2007, 0904.3132.

UNIFORMLY VALID POST-REGULARIZATION CONFIDENCE REGIONS FOR MANY FUNCTIONAL PARAMETERS IN Z-ESTIMATION FRAMEWORK.

Victor Chernozhukov, Alexandre Belloni, Ying Wei, 2015, Annals of statistics.

Bundle Relaxation and Primal Recovery in Unit Commitment Problems. The Brazilian Case

Claudia A. Sagastizábal, Alexandre Belloni, Maria Elvira Piñeiro Maceira, 2003, Ann. Oper. Res..

A geometric analysis of Renegar’s condition number, and its interplay with conic curvature

Robert M. Freund, Alexandre Belloni, A. Belloni, 2007, Math. Program..

On the Second-Order Feasibility Cone: Primal-Dual Representation and Efficient Projection

Robert M. Freund, Alexandre Belloni, A. Belloni, 2008, SIAM J. Optim..

An Efficient Re-Scaled Perceptron Algorithm for Conic Systems

Santosh S. Vempala, Robert M. Freund, Alexandre Belloni, 2006, Math. Oper. Res..

High Dimensional Sparse Econometric Models: An Introduction

Victor Chernozhukov, Alexandre Belloni, A. Belloni, 2011, 1106.5242.

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

A. Belloni, V. Chernozhukov, Christian Hansen, 2010, 1010.4345.

Massachusetts Institute of Technology Department of Economics Working Paper Series Least Squares after Model Selection in High-dimensional Sparse Models Least Squares after Model Selection in High-dimensional Sparse Models

A. Belloni, V. Chernozhukov, 2022 .

Quantile graphical models : prediction and conditional independence with applications to financial risk management

Victor Chernozhukov, Alexandre Belloni, Mingli Chen, 2016 .

Dynamic bundle methods

Claudia A. Sagastizábal, Alexandre Belloni, A. Belloni, 2009, Math. Program..

Dynamic Bundle Methods: Application to Combinatorial Optimization

Claudia Sagastizábal, Alexandre Belloni, A. Belloni, 2004 .

On the symmetry function of a convex set

A. Belloni, R. Freund, 2008 .

On the symmetry function of a convex set

A. Belloni, R. Freund, Alexandre Belloni, 2007, Math. Program..

A high dimensional Central Limit Theorem for martingales, with applications to context tree models

Alexandre Belloni, Roberto I. Oliveira, R. Oliveira, 2018, 1809.02741.

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

A. Belloni, V. Chernozhukov, Christian Hansen, 2010 .

Working Paper Series CONDITIONAL QUANTILE PROCESSES BASED ON SERIES OR MANY REGRESSORS

A. Belloni, V. Chernozhukov, R. Koenker, 2011 .

Lasso Methods for Gaussian Instrumental Variables Models

A. Belloni, V. Chernozhukov, Christian Hansen, 2011 .

Massachusetts Institute of Technology Department of Economics Working Paper Series High Dimensional Sparse Econometric Models: an Introduction High Dimensional Sparse Econometric Models: an Introduction 1 the High Dimensional Sparse Econometric Model

A. Belloni, V. Chernozhukov, 2022 .

quantreg.nonpar: An R Package for Performing Nonparametric Series Quantile Regression

A. Belloni, V. Chernozhukov, Iv'an Fern'andez-Val, 2016, R J..

Latent Agents in Networks: Estimation and Targeting

A. Belloni, B. Ata, Ozan Candogan, 2018, Operations Research.

Technical Appendix : Optimizing Product Line Designs : Efficient Methods and Comparisons

A. Belloni, R. Freund, Matthew Selove, 2007 .

UNIFORMLY VALID POST-REGULARIZATION CONFIDENCE REGIONS FOR MANY FUNCTIONAL PARAMETERS IN Z-ESTIMATION FRAMEWORK.

A. Belloni, V. Chernozhukov, D. Chetverikov, 2015, Annals of statistics.

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

A. Belloni, V. Chernozhukov, Christian Hansen, 2012 .

Least Squares After Model Selection in High-Dimensional Sparse Models

A. Belloni, V. Chernozhukov, 2009, 1001.0188.

Nonparametric Series Quantile Regression : Modeling , Estimation and Inference 1

A. Belloni, 2013 .

Massachusetts Institute of Technology Department of Economics Working Paper Series Square-root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming Square-root Lasso: Pivotal Recovery of Sparse Signals via Conic Programming

A. Belloni, V. Chernozhukov, I. Fernández‐Val, 2022 .

Subvector Inference in Partially Identified Models with Many Moment Inequalities

Federico A. Bugni, A. Belloni, V. Chernozhukov, 2018, 1806.11466.

Advances in Economics and Econometrics: Inference for High-Dimensional Sparse Econometric Models

A. Belloni, V. Chernozhukov, Christian Hansen, 2013 .

Latent Agents in Networks: Estimation and Targeting

A. Belloni, B. Ata, Ozan Candogan, 2023, Oper. Res..