Vivek F. Farias

Publication Activity (10 Years)

Years Active: 2005-2024
Publications (10 Years): 35

Top Topics

Dynamic Pricing

Anomaly Detection

Matrix Completion

Top Venues

Publications

Vivek F. Farias, Joren Gijsbrechts, Aryan I. Khojandi, Tianyi Peng, Andrew Zheng
Speeding up Policy Simulation in Supply Chain RL. CoRR (2024)
Vivek F. Farias, Andrew A. Li, Tianyi Peng
Fixing Inventory Inaccuracies at Scale. Manuf. Serv. Oper. Manag. 26 (3) (2024)
Luis Costa, Vivek F. Farias, Patricio Foncea, Jingyuan (Donna) Gan, Ayush Garg, Ivo Rosa Montenegro, Kumarjit Pathak, Tianyi Peng, Dusan Popovic
Generalized Synthetic Control for TestOps at ABI: Models, Algorithms, and Infrastructure. INFORMS J. Appl. Anal. 53 (5) (2023)
Vivek F. Farias, Hao Li, Tianyi Peng, Xinyuyang Ren, Huawei Zhang, Andrew Zheng
Correcting for Interference in Experiments: A Case Study at Douyin. RecSys (2023)
Vivek F. Farias, Hao Li, Tianyi Peng, Xinyuyang Ren, Huawei Zhang, Andrew Zheng
Correcting for Interference in Experiments: A Case Study at Douyin. CoRR (2023)
Jackie Baek, Vivek F. Farias
TS-UCB: Improving on Thompson Sampling With Little to No Additional Computation. AISTATS (2023)
Jackie Baek, Justin J. Boutilier, Vivek F. Farias, Jónas Oddur Jónasson, Erez Yoeli
Policy Optimization for Personalized Interventions in Behavioral Health. CoRR (2023)
Vivek F. Farias, Andrew A. Li, Tianyi Peng
Uncertainty Quantification for Low-Rank Matrix Completion with Heterogeneous and Sub-Exponential Noise. AISTATS (2022)
Vivek F. Farias, Eli Gutin
Optimistic Gittins Indices. Oper. Res. 70 (6) (2022)
Vivek F. Farias, Andrew A. Li, Tianyi Peng, Andrew Zheng
Markovian Interference in Experiments. CoRR (2022)
Vivek F. Farias, Andrew A. Li, Tianyi Peng, Andrew Zheng
Markovian Interference in Experiments. NeurIPS (2022)
Vivek F. Farias, Ciamac Moallemi, Tianyi Peng, Andrew Zheng
Synthetically Controlled Bandits. CoRR (2022)
Vivek F. Farias, Andrew A. Li, Tianyi Peng
Near-Optimal Entrywise Anomaly Detection for Low-Rank Matrices with Sub-Exponential Noise. ICML (2021)
Vivek F. Farias, Andrew A. Li, Tianyi Peng
Uncertainty Quantification For Low-Rank Matrix Completion With Heterogeneous and Sub-Exponential Noise. CoRR (2021)
Vivek F. Farias, Andrew A. Li, Tianyi Peng
Learning Treatment Effects in Panels with General Intervention Patterns. CoRR (2021)
Ali Aouad, Vivek F. Farias, Retsef Levi
Assortment Optimization Under Consider-Then-Choose Choice Models. Manag. Sci. 67 (6) (2021)
Jackie Baek, Vivek F. Farias
Fair Exploration via Axiomatic Bargaining. NeurIPS (2021)
Jackie Baek, Vivek F. Farias
Fair Exploration via Axiomatic Bargaining. CoRR (2021)
Jackie Baek, Vivek F. Farias, Andreea Georgescu, Retsef Levi, Tianyi Peng, Deeksha Sinha, Joshua Wilde, Andrew Zheng
The Limits to Learning a Diffusion Model. EC (2021)
Vivek F. Farias, Andrew A. Li, Tianyi Peng
Learning Treatment Effects in Panels with General Intervention Patterns. NeurIPS (2021)
Jackie Baek, Vivek F. Farias, Andreea Georgescu, Retsef Levi, Tianyi Peng, Deeksha Sinha, Joshua Wilde, Andrew Zheng
The Limits to Learning an SIR Process: Granular Forecasting for Covid-19. CoRR (2020)
Vivek F. Farias, Andrew A. Li, Tianyi Peng
Solving the Phantom Inventory Problem: Near-optimal Entry-wise Anomaly Detection. CoRR (2020)
Vivek F. Farias, Andrew A. Li, Deeksha Sinha
Optimizing Offer Sets in Sub-Linear Time. CoRR (2020)
Jackie Baek, Vivek F. Farias
TS-UCB: Improving on Thompson Sampling With Little to No Additional Computation. CoRR (2020)
Vivek F. Farias, Andrew A. Li, Deeksha Sinha
Optimizing Offer Sets in Sub-Linear Time. EC (2020)
Nikhil Bhat, Vivek F. Farias, Ciamac C. Moallemi, Deeksha Sinha
Near-Optimal A-B Testing. Manag. Sci. 66 (10) (2020)
Vivek F. Farias, Andrew A. Li
Learning Preferences with Side Information. Manag. Sci. 65 (7) (2019)
Yiwei Chen, Vivek F. Farias, Nikolaos Trichakis
On the Efficacy of Static Prices for Revenue Management in the Face of Strategic Customers. Manag. Sci. 65 (12) (2019)
John M. Andrews, Vivek F. Farias, Aryan I. Khojandi, Chad M. Yan
Primal-Dual Algorithms for Order Fulfillment at Urban Outfitters, Inc. INFORMS J. Appl. Anal. 49 (5) (2019)
Ali Aouad, Vivek F. Farias, Retsef Levi, Danny Segev
The Approximability of Assortment Optimization Under Ranking Preferences. Oper. Res. 66 (6) (2018)
Yiwei Chen, Vivek F. Farias
Robust Dynamic Pricing with Strategic Customers. Math. Oper. Res. 43 (4) (2018)
Carri W. Chan, Vivek F. Farias, Gabriel J. Escobar
The Impact of Delays on Service Times in the Intensive Care Unit. Manag. Sci. 63 (7) (2017)
Vivek F. Farias, Andrew A. Li
Optimal Recovery of Tensor Slices. AISTATS (2017)
Eli Gutin, Vivek F. Farias
Optimistic Gittins Indices. NIPS (2016)
Yiwei Chen, Vivek F. Farias
On the Efficacy of Static Prices for Revenue Management in the Face of Strategic Customers. EC (2016)
Yiwei Chen, Vivek F. Farias
Robust Dynamic Pricing With Strategic Customers. EC (2015)
Yiwei Chen, Vivek F. Farias
Simple Policies for Dynamic Pricing with Imperfect Forecasts. Oper. Res. 61 (3) (2013)
Vivek F. Farias, Srikanth Jagabathula, Devavrat Shah
A Nonparametric Approach to Modeling Choice with Limited Data. Manag. Sci. 59 (2) (2013)
Dimitris Bertsimas, Vivek F. Farias, Nikolaos Trichakis
Fairness, Efficiency, and Flexibility in Organ Allocation for Kidney Transplantation. Oper. Res. 61 (1) (2013)
Dragos Florin Ciocan, Vivek F. Farias
Model Predictive Control for Dynamic Resource Allocation. Math. Oper. Res. 37 (3) (2012)
Nikhil Bhat, Ciamac C. Moallemi, Vivek F. Farias
Non-parametric Approximate Dynamic Programming via the Kernel Method. NIPS (2012)
Vivek F. Farias, Srikanth Jagabathula, Devavrat Shah
Sparse choice models. CISS (2012)
Vijay V. Desai, Vivek F. Farias, Ciamac Cyrus Moallemi
Pathwise Optimization for Optimal Stopping Problems. Manag. Sci. 58 (12) (2012)
Vijay V. Desai, Vivek F. Farias, Ciamac Cyrus Moallemi
Approximate Dynamic Programming via a Smoothed Linear Program. Oper. Res. 60 (3) (2012)
Dimitris Bertsimas, Vivek F. Farias, Nikolaos Trichakis
On the Efficiency-Fairness Trade-off. Manag. Sci. 58 (12) (2012)
Carri W. Chan, Vivek F. Farias, Nicholas Bambos, Gabriel J. Escobar
Optimizing Intensive Care Unit Discharge Decisions with Patient Readmissions. Oper. Res. 60 (6) (2012)
Vivek F. Farias, Ritesh Madan
The Irrevocable Multiarmed Bandit Problem. Oper. Res. 59 (2) (2011)
Dimitris Bertsimas, Vivek F. Farias, Nikolaos Trichakis
The Price of Fairness. Oper. Res. 59 (1) (2011)
Bar Ifrach, Vivek F. Farias, Gabriel Y. Weintraub
A two tiered dynamic oligopoly model. BQGT (2010)
Vivek F. Farias, Benjamin Van Roy
Dynamic Pricing with a Prior on Market Response. Oper. Res. 58 (1) (2010)
Vivek F. Farias, Ciamac Cyrus Moallemi, Benjamin Van Roy, Tsachy Weissman
Universal reinforcement learning. IEEE Trans. Inf. Theory 56 (5) (2010)
Vivek F. Farias, Srikanth Jagabathula, Devavrat Shah
A Data-Driven Approach to Modeling Choice. NIPS (2009)
Carri W. Chan, Vivek F. Farias
Stochastic Depletion Problems: Effective Myopic Policies for a Class of Dynamic Optimization Problems. Math. Oper. Res. 34 (2) (2009)
Vijay V. Desai, Vivek F. Farias, Ciamac Cyrus Moallemi
A Smoothed Approximate Linear Program. NIPS (2009)
Vivek F. Farias, Ciamac Cyrus Moallemi, Tsachy Weissman, Benjamin Van Roy
Universal Reinforcement Learning CoRR (2007)
Vivek F. Farias, Benjamin Van Roy
Approximation algorithms for dynamic resource allocation. Oper. Res. Lett. 34 (2) (2006)
Vivek F. Farias, Ciamac C. Moallemi, Balaji Prabhakar
Load balancing with migration penalties. ISIT (2005)
Vivek F. Farias, Ciamac C. Moallemi, Benjamin Van Roy, Tsachy Weissman
A universal scheme for learning. ISIT (2005)