630 citations · 1.9k across the 32 of their papers we have counts for
19 papers · 1 filter
Adversarial Estimation of Binary Configuration Probabilities under Sparse Dependence
Alexandre Belloni, Yan Chen, Matthew Harding
We consider the problem of estimating binary configuration probabilities, which is common in operations management applications, including product bundling, advertising, etc. Exist…
Anti-Concentration Inequalities for the Difference of Maxima of Gaussian Random Vectors
Alexandre Belloni, Ethan X. Fang, Shuting Shen
We derive novel anti-concentration bounds for the difference between the maximal values of two Gaussian random vectors across various settings. Our bounds are dimension-free, scali…
A high dimensional Central Limit Theorem for martingales, with applications to context tree models
Alexandre Belloni, Roberto I. Oliveira
We establish a central limit theorem for (a sequence of) multivariate martingales which dimension potentially grows with the length of the martingale. A consequence of the resu…
Subvector Inference in Partially Identified Models with Many Moment Inequalities
Alexandre Belloni, Federico Bugni, Victor Chernozhukov
This paper considers inference for a function of a parameter vector in a partially identified model with many moment inequalities. This framework allows the number of moment condit…
High-Dimensional Econometrics and Regularized GMM
Alexandre Belloni, Victor Chernozhukov, Denis Chetverikov +2
This chapter presents key concepts and theoretical results for analyzing estimation and inference in high-dimensional models. High-dimensional models are characterized by having a…
Confidence Bands for Coefficients in High Dimensional Linear Models with Error-in-variables
Alexandre Belloni, Victor Chernozhukov, Abhishek Kaul
We study high-dimensional linear models with error-in-variables. Such models are motivated by various applications in econometrics, finance and genetics. These models are challengi…