Phebe Vayanos

Main Content

Publications

Data-Driven Decision-Making under Uncertainty

Learning under uncertainty: an adaptive optimization perspective
D. Bertsimas and P. Vayanos
Working Paper, 2015.

A constraint sampling approach for multi-stage robust optimization
P. Vayanos, D. Kuhn and B. Rustem
Automatica, 48(3):459-471, 2012.

Decision rules for information discovery in multi-stage stochastic programming
P. Vayanos, D. Kuhn, and B. Rustem
In Proceedings of the 50th IEEE Conference on Decision and Control, pp. 7368-7373, 2011.

Decision-Making in Healthcare, Education, and Energy

Robust wait time estimation in resource allocation systems with an application to kidney allocation
C. Bandi, N. Trichakis and P. Vayanos
Submitted, 2016.

Fair, stable, and efficient project allocations for executive education at the MIT Sloan School of Management
D. Bertsimas, J. Lehrich and P. Vayanos
In Preparation, 2016.

Chance-constrained optimization of refinery blending operations
Y. Yang, P. Vayanos, and P.I. Barton
Working Paper, 2015.

Hedging electricity swing options in incomplete markets
P. Vayanos, W. Wiesemann, and D. Kuhn
In Proceedings of the 18th IFAC World Congress, pp.846-853, 2011.

Dynamic Pricing

Data-driven learning in dynamic pricing using adaptive optimization
D. Bertsimas and P. Vayanos
Working Paper, 2015.

Machine Learning & Signal Processing

Characterisation of signal modality: exploiting signal nonlinearity in machine learning and signal processing
B. Jelfs, S. Javidi, P. Vayanos, and D.P. Mandic
Journal of Signal Processing Systems, 61(1):105-115, 2009.

Online detection of the modality of complex-valued real world signals
D.P. Mandic, P. Vayanos, M. Chen, and S.L. Goh
International Journal of Neural Systems, 18(2):67-74, 2008.

Online tracking of the degree of nonlinearity within complex signals
D.P. Mandic, P. Vayanos, S. Javidi, B. Jelfs, and K. Aihara
In Proceedings of the IEEE International Conference on Acoustics, Speech and Signal Processing, pp. 2061-2064, 2008.

Collaborative adaptive learning using hybrid filters
D.P. Mandic, P. Vayanos, C. Boukis, B. Jelfs, S.L. Goh, T. Gautama, and T. Rutkowski
In Proceedings of the IEEE International Conference on Acoustics, Speech and Signal Processing, 3:921-924, 2007.

Online detection of the nature of complex-valued signals
P. Vayanos, S.L. Goh, and D.P. Mandic
In Proceedings of the 16th IEEE Signal Processing Society Workshop on Machine Learning for Signal Processing, pp. 173-178, 2006.

An online method for detecting nonlinearity within a signal
B. Jelfs, P. Vayanos, M. Chen, S.L. Goh, C. Boukis, T. Gautama, T.M. Rutkowski, T. Kuh, and D.P. Mandic
In Proceedings of the 10th International Conference on Knowledge-Based & Intelligent Information & Engineering Systems, 4253:1216-1223, 2006.

Book Chapters

Collaborative adaptive filters for online knowledge extraction and information fusion
B. Jelfs, P. Vayanos, S. Javidi, S.L. Goh, and D.P. Mandic
Chapter in Signal Processing Techniques for Knowledge Extraction and Information Fusion, pp. 1-20. Springer, 2008.

Exploiting nonlinearity in adaptive signal processing
P. Vayanos, M. Chen, B. Jelfs, and D.P. Mandic Chapter in Advances in Nonlinear Speech Processing, volume 4885 of Lecture Notes in Computer Science, pp. 57-77. Springer, 2007.

PhD Thesis