Alexandre Belloni | Scholars@Duke

Alexandre Belloni
Westgate Distinguished Professor of Descision Sciences

Alexandre Belloni is a Professor of Decision Sciences at the Fuqua School of Business at Duke University. He received his Ph.D. in Operations Research from the Massachusetts Institute of Technology (2006) and a M.Sc. in Mathematical Economics from IMPA (2002). He deferred the offer to join the faculty at Duke University to accept the IBM Herman Goldstein Postdoctoral Fellowship (2006-2007).

Professor Belloni’s research interests are on statistics and optimization and on their applications to Economics and Business. His current research focuses on developing and analyzing methods for model selection in Econometric problems, and for solving Mechanism Design problems. He became 2014-2016 F.M. Kirby Research Fellow, and received the 2007 Young Researchers Competition in Continuous Optimization Award and the second prize at the INFORMS 2006 George Nicholson Student Paper Award.

His research papers have appeared in journals such as Econometrica, Review of Economic Studies, Annals of Statistics, Marketing Science, Management Science and Operations Research. He has received a grant from the National Science Foundation and has held visiting appointments in other prestigious institutes. He has consulted with the electrical energy industry in Brazil. His recent teaching has been the an elective Daytime MBA on Data Analytics, the core Daytime MBA Statistics course and the Weekend MBA Statistics course.

Current Appointments & Affiliations

Westgate Distinguished Professor of Descision Sciences, Fuqua School of Business, Duke University 2022
Professor of Business Administration, Fuqua School of Business, Duke University 2015
Professor of Statistical Science, Statistical Science, Trinity College of Arts & Sciences 2016

Contact Information

Box 90120, Durham, NC 27708-0120
W312 Fuqua School of Business, Durham, NC 27708
alexandre.belloni@duke.edu (919) 660-3791
Fuqua Faculty Profile

Background
Education, Training, & Certifications
- Ph.D., Massachusetts Institute of Technology 2006
- M.S., Institute for Pure and Applied Mathematics (Brazil) 2002
- B.S.E.E., Catholic University of Rio De Janeiro (Brazil) 1999
Previous Appointments & Affiliations
- John D. Forsyth Distinguished Professor of Business Administration, Fuqua School of Business, Duke University 2018 - 2022
- Associate Professor of Business Adminstration, Fuqua School of Business, Duke University 2012 - 2015
- Associate Professor of Business Adminstration, Fuqua School of Business, Duke University 2011 - 2012
- Assistant Professor of Business Administration, Fuqua School of Business, Duke University 2007 - 2011
Expertise
Global Scholarship
- Expertise
  - Brazil (Country)
- Research
  - Brazil (Country)
Research
Selected Grants
- Applied Mechanism Design awarded by National Science Foundation 2009 - 2011
External Relationships
- Amazon
- The University of Hong Kong
Publications & Artistic Works
Selected Publications
- Academic Articles
  - Belloni, A., M. Chen, O. H. M. Padilla, and Z. Wang. “HIGH-DIMENSIONAL LATENT PANEL QUANTILE REGRESSION WITH AN APPLICATION TO ASSET PRICING.” Annals of Statistics 51, no. 1 (February 1, 2023): 96–121. https://doi.org/10.1214/22-AOS2223.
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  - Belloni, A., C. Hansen, and W. Newey. “High-dimensional linear models with many endogenous variables.” Journal of Econometrics 228, no. 1 (May 1, 2022): 4–26. https://doi.org/10.1016/j.jeconom.2021.06.011.
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  - Belloni, A., V. Chernozhukov, D. Chetverikov, and I. Fernández-Val. “Conditional quantile processes based on series or many regressors.” Journal of Econometrics 213, no. 1 (November 1, 2019): 4–29. https://doi.org/10.1016/j.jeconom.2019.04.003.
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  - Belloni, A., V. Chernozhukov, and K. Kato. “Valid Post-Selection Inference in High-Dimensional Approximately Sparse Quantile Regression Models.” Journal of the American Statistical Association 114, no. 526 (April 3, 2019): 749–58. https://doi.org/10.1080/01621459.2018.1442339.
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  - Belloni, Alexandre, Victor Chernozhukov, Denis Chetverikov, and Ying Wei. “UNIFORMLY VALID POST-REGULARIZATION CONFIDENCE REGIONS FOR MANY FUNCTIONAL PARAMETERS IN Z-ESTIMATION FRAMEWORK.” Annals of Statistics 46, no. 6B (December 2018): 3643–75. https://doi.org/10.1214/17-aos1671.
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  - Belloni, A., G. Lopomo, and S. Wang. “Resource allocation under demand uncertainty and private information.” Management Science 63, no. 12 (December 1, 2017): 4219–35. https://doi.org/10.1287/mnsc.2016.2574.
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  - Belloni, A., M. Rosenbaum, and A. B. Tsybakov. “Linear and conic programming estimators in high dimensional errors-in-variables models.” Journal of the Royal Statistical Society. Series B: Statistical Methodology 79, no. 3 (June 1, 2017): 939–56. https://doi.org/10.1111/rssb.12196.
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  - Belloni, A., C. Deng, and S. Pekeč. “Mechanism and network design with private negative externalities.” Operations Research 65, no. 3 (May 1, 2017): 577–94. https://doi.org/10.1287/opre.2016.1585.
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  - Belloni, A., and R. I. Oliveira. “Approximate group context tree.” Annals of Statistics 45, no. 1 (February 1, 2017): 355–85. https://doi.org/10.1214/16-AOS1455.
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  - Belloni, A., V. Chernozhukov, I. Fernández-Val, and C. Hansen. “Program Evaluation and Causal Inference With High-Dimensional Data.” Econometrica 85, no. 1 (January 1, 2017): 233–98. https://doi.org/10.3982/ECTA12723.
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  - Belloni, A., V. Chernozhukov, C. Hansen, and D. Kozbur. “Inference in High-Dimensional Panel Models With an Application to Gun Control.” Journal of Business and Economic Statistics 34, no. 4 (October 1, 2016): 590–605. https://doi.org/10.1080/07350015.2015.1102733.
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  - Belloni, A., V. Chernozhukov, and Y. Wei. “Post-Selection Inference for Generalized Linear Models With Many Controls.” Journal of Business and Economic Statistics 34, no. 4 (October 1, 2016): 606–19. https://doi.org/10.1080/07350015.2016.1166116.
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  - Belloni, A., M. Rosenbaum, and A. B. Tsybakov. “An {ℓ1, ℓ2, ℓ∞}-regularization approach to high-dimensional errors-in-variables models.” Electronic Journal of Statistics 10, no. 2 (January 1, 2016): 1729–50. https://doi.org/10.1214/15-EJS1095.
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  - Lipsitz, M., A. Belloni, V. Chernozhukov, and I. Fernández-Val. “Quantreg.nonpar: An r package for performing nonparametric series quantile regression.” R Journal 8, no. 2 (January 1, 2016): 371–82. https://doi.org/10.32614/rj-2016-052.
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  - Belloni, A., and V. Chernozhukov. “Comment.” Journal of the American Statistical Association 110, no. 512 (October 2, 2015): 1449–51. https://doi.org/10.1080/01621459.2015.1098545.
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  - Belloni, A., V. Chernozhukov, D. Chetverikov, and K. Kato. “Some new asymptotic theory for least squares series: Pointwise and uniform results.” Journal of Econometrics 186, no. 2 (June 1, 2015): 345–66. https://doi.org/10.1016/j.jeconom.2015.02.014.
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  - Belloni, A., V. Chernozhukov, and K. Kato. “Uniform post-selection inference for least absolute deviation regression and other Z-estimation problems.” Biometrika 102, no. 1 (March 1, 2015): 77–94. https://doi.org/10.1093/biomet/asu056.
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  - Belloni, A., V. Chernozhukov, and C. Hansen. “High-dimensional methods and inference on structural and treatment effects.” Journal of Economic Perspectives 28, no. 2 (January 1, 2014): 29–50. https://doi.org/10.1257/jep.28.2.29.
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  - Belloni, A., V. Chernozhukov, and L. Wang. “Pivotal estimation via square-root lasso in nonparametric regression.” Annals of Statistics 42, no. 2 (January 1, 2014): 757–88. https://doi.org/10.1214/14-AOS1204.
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  - Belloni, A., and V. Chernozhukov. “Posterior inference in curved exponential families under increasing dimensions.” Econometrics Journal 17, no. 2 (January 1, 2014). https://doi.org/10.1111/ectj.12027.
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  - Belloni, A., V. Chernozhukov, and C. Hansen. “Inference on treatment effects after selection among high-dimensional controls.” Review of Economic Studies 81, no. 2 (January 1, 2013): 608–50. https://doi.org/10.1093/restud/rdt044.
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  - Belloni, A., and V. Chernozhukov. “Least squares after model selection in high-dimensional sparse models.” Bernoulli 19, no. 2 (January 1, 2013): 521–47. https://doi.org/10.3150/11-BEJ410.
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  - Belloni, A., D. Chen, V. Chernozhukov, and C. Hansen. “Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain.” Econometrica 80, no. 6 (November 1, 2012): 2369–2429. https://doi.org/10.3982/ECTA9626.
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  - Belloni, A., M. J. Lovett, W. Boulding, and R. Staelin. “Optimal admission and scholarship decisions: Choosing customized marketing offers to attract a desirable mix of customers.” Marketing Science 31, no. 4 (July 1, 2012): 621–36. https://doi.org/10.1287/mksc.1120.0707.
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  - Belloni, A., V. Chernozhukov, and L. Wang. “Square-root lasso: Pivotal recovery of sparse signals via conic programming.” Biometrika 98, no. 4 (December 1, 2011): 791–806. https://doi.org/10.1093/biomet/asr043.
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  - Belloni, Alexandre, and Victor Chernozhukov. “High Dimensional Sparse Econometric Models: An Introduction.” Mit Department of Economics Working Paper, no. 11 (June 26, 2011).
  - Belloni, Alexandre, and Robert L. Winkler. “On multivariate quantiles under partial orders.” The Annals of Statistics 39, no. 2 (April 1, 2011). https://doi.org/10.1214/10-aos863.
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  - Belloni, A., and V. Chernozhukov. “Ell;1-penalized ruantile regression in high-himensional sparse models.” Annals of Statistics 39, no. 1 (February 1, 2011): 82–130. https://doi.org/10.1214/10-AOS827.
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  - Belloni, A., V. Chernozhukov, and C. B. Hansen. “Inference for high-dimensional sparse econometric models,” January 1, 2011, 245–95. https://doi.org/10.1017/CBO9781139060035.008.
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  - Belloni, A., G. Lopomo, and S. Wang. “Multidimensional mechanism design: Finite-dimensional approximations and efficient computation.” Operations Research 58, no. 4 PART 2 (July 1, 2010): 1079–89. https://doi.org/10.1287/opre.1100.0824.
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  - Belloni, A., and C. Sagastizábal. “Dynamic bundle methods.” Mathematical Programming 120, no. 2 (September 1, 2009): 289–311. https://doi.org/10.1007/s10107-008-0215-z.
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  - Belloni, A., R. M. Freund, and S. Vempala. “An Efficient Rescaled Perceptron Algorithm for Conic Systems.” Mathematics of Operations Research 34, no. 3 (August 1, 2009): 621–41. https://doi.org/10.1287/moor.1090.0388.
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  - Belloni, A., and V. Chernozhukov. “On the computational complexity of MCMC-based estimators in large samples.” Annals of Statistics 37, no. 4 (August 1, 2009): 2011–55. https://doi.org/10.1214/08-AOS634.
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  - Belloni, A., and R. M. Freund. “A geometric analysis of Renegar's condition number, and its interplay with conic curvature.” Mathematical Programming 119, no. 1 (June 1, 2009): 95–107. https://doi.org/10.1007/s10107-007-0203-8.
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  - Belloni, A., and R. M. Freund. “Projective re-normalization for improving the behavior of a homogeneous conic linear system.” Mathematical Programming 118, no. 2 (May 1, 2009): 279–99. https://doi.org/10.1007/s10107-007-0192-7.
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  - Belloni, A., and R. M. Freund. “On the second-order feasibility cone: Primal-dual representation and efficient projection.” Siam Journal on Optimization 19, no. 3 (December 1, 2008): 1073–92. https://doi.org/10.1137/06067198X.
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  - Belloni, A., and G. Didier. “On the Behrens-Fisher Problem: A globally convergent algorithm and a finite-sample study of the wald, LR and LM tests.” Annals of Statistics 36, no. 5 (October 1, 2008): 2377–2408. https://doi.org/10.1214/07-AOS528.
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  - Belloni, A., R. Freund, M. Selove, and D. Simester. “Optimizing product line designs: Efficient methods and comparisons.” Management Science 54, no. 9 (September 1, 2008): 1544–52. https://doi.org/10.1287/mnsc.1080.0864.
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  - Belloni, A. “Norm-induced densities and testing the boundedness of a convex set.” Mathematics of Operations Research 33, no. 1 (February 1, 2008): 235–56. https://doi.org/10.1287/moor.1070.0292.
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  - Belloni, A., and R. M. Freund. “On the symmetry function of a convex set.” Mathematical Programming 111, no. 1–2 (January 1, 2008): 57–93. https://doi.org/10.1007/s10107-006-0074-4.
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  - Belloni, A., R. M. Freund, and S. S. Vempala. “An efficient re-scaled perceptron algorithm for conic systems.” Lecture Notes in Computer Science (Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) 4539 LNAI (January 1, 2007): 393–408. https://doi.org/10.1007/978-3-540-72927-3_29.
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  - Belloni, A., A. L. Diniz Souto Lima, M. E. Piñeiro Maceira, and C. A. Sagastizábal. “Bundle Relaxation and Primal Recovery in Unit Commitment Problems. The Brazilian Case.” Annals of Operations Research 120, no. 1–4 (April 1, 2003): 21–44. https://doi.org/10.1023/A:1023314026477.
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- Book Sections
  - Belloni, A., V. Chernozhukov, and K. Kato. “High-dimensional quantile regression.” In Handbook of Quantile Regression, 253–72, 2017. https://doi.org/10.1201/9781315120256.
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  - Belloni, A., and A. Lucena. “Lagrangian Heuristics for the Linear Ordering Problem.” In Metaheuristics: Computer Decision-Making, edited by M. G. C. Resende, J. P. de Sousa, and A. Viana, 86:37–64. Boston, MA: Kluwer Academic Publishers, 2004.
- Conference Papers
  - Belloni, A., T. Liang, H. Narayanan, and A. Rakhlin. “Escaping the local minima via simulated annealing: Optimization of approximately convex functions.” In Journal of Machine Learning Research, Vol. 40, 2015.
Teaching & Mentoring
Recent Courses

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Education, Training, & Certifications

Previous Appointments & Affiliations

Global Scholarship

Expertise

Research

Selected Grants

External Relationships

Selected Publications

Academic Articles

Book Sections

Conference Papers

Recent Courses