Dirk P Kroese

Cited by

	All	Since 2017
Citations	22112	9284
h-index	42	27
i10-index	87	58

1900

950

475

1425

19871988198919901991199219931994199519961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202272 74 82 70 86 104 108 120 124 176 132 162 174 163 160 163 196 292 369 388 450 492 636 661 915 1035 1198 1279 1214 1323 1349 1635 1707 1639 1817 1137

Public access

View all

34 articles

3 articles

available

not available

Based on funding mandates

Co-authors

Zdravko BotevUNSW SydneyVerified email at unsw.edu.au
Thomas TaimreSenior Lecturer of Mathematics and Statistics, The University of QueenslandVerified email at uq.edu.au
Tim BreretonPost doc, Institut für Stochastik, Universität UlmVerified email at uni-ulm.de
Volker SchmidtUlm University, Institute of StochasticsVerified email at uni-ulm.de
Pieter-Tjerk de BoerAssociate professor, University of TwenteVerified email at utwente.nl
Jonathan KeithMonash UniversityVerified email at monash.edu
Shie MannorProfessor of Electrical Engineering @ Technion & Researcher @ Nvidia ResearchVerified email at technion.ac.il
Joshua ChanProfessor of Economics, Purdue UniversityVerified email at purdue.edu
Werner ScheinhardtAssistant professor, University of TwenteVerified email at utwente.nl
Joseph GrotowskiProfessor of Mathematics, The University of QueenslandVerified email at maths.uq.edu.au
Radislav (Slava) VaismanLecturer in in the School of Mathematics and PhysicsVerified email at uq.edu.au
Georgy SofronovAssociate Professor, School of Mathematical and Physical Sciences, Macquarie University, SydneyVerified email at mq.edu.au
Qibin DuanSchool of Mathematical Sciences, Queensland University of TechnologyVerified email at qut.edu.au
Søren AsmussenProfessor at Department of Mathematics, Aarhus UniversityVerified email at imf.au.dk
Pierre L'EcuyerProfessor, DIRO, University of MontrealVerified email at iro.umontreal.ca
Bean, NigelUniversity of AdelaideVerified email at adelaide.edu.au
Sarat Babu MokaResearch Fellow, Macquarie UniversityVerified email at mq.edu.au
Hanna KurniawatiAustralian National UniversityVerified email at anu.edu.au
Björn BaumeierEindhoven University of TechnologyVerified email at tue.nl
Tal RavivTel Aviv university, Industrial EngineeringVerified email at eng.tau.ac.il

Dirk P Kroese

Professor of Mathematics and Statistics, The University of Queensland

Verified email at maths.uq.edu.au - Homepage

Cross-entropy Method Monte Carlo Methods Simulation Computational Statistics Randomized Optimization


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Simulation and the Monte Carlo method RY Rubinstein, DP Kroese John Wiley and Sons, 2017	9224	2017
A tutorial on the cross-entropy method PT De Boer, DP Kroese, S Mannor, RY Rubinstein Annals of operations research 134 (1), 19-67, 2005	2340	2005
The cross-entropy method: a unified approach to combinatorial optimization, Monte-Carlo simulation and machine learning RY Rubinstein, DP Kroese Springer Science & Business Media, 2004	2103	2004
Kernel density estimation via diffusion ZI Botev, JF Grotowski, DP Kroese The annals of Statistics 38 (5), 2916-2957, 2010	1861	2010
Handbook of Monte Carlo Methods DP Kroese, T Taimre, ZI Botev John Wiley and Sons, 2011	1421	2011
Why the Monte Carlo method is so important today DP Kroese, T Brereton, T Taimre, ZI Botev Wiley Interdisciplinary Reviews: Computational Statistics 6 (6), 386-392, 2014	654	2014
The cross-entropy method for continuous multi-extremal optimization DP Kroese, S Porotsky, RY Rubinstein Methodology and Computing in Applied Probability 8 (3), 383-407, 2006	289	2006
Application of the cross-entropy method to the buffer allocation problem in a simulation-based environment G Alon, DP Kroese, T Raviv, RY Rubinstein Annals of Operations Research 134 (1), 137-151, 2005	184	2005
Improved algorithms for rare event simulation with heavy tails S Asmussen, DP Kroese Advances in Applied Probability 38 (2), 545-558, 2006	165	2006
The cross-entropy method for optimization ZI Botev, DP Kroese, Rubinstein, R.Y, P L'Ecuyer Handbook of Statistics: Machine Learning: Theory and Applications 31, 35, 2013	162	2013
Statistical Modeling and Computation DP Kroese, JCC Chan Springer, 2014	149*	2014
Convergence properties of the cross-entropy method for discrete optimization A Costa, OD Jones, D Kroese Operations Research Letters 35 (5), 573-580, 2007	145	2007
Efficient Monte Carlo simulation via the generalized splitting method ZI Botev, DP Kroese Statistics and Computing 22 (1), 1-16, 2012	136	2012
The cross-entropy method for network reliability estimation KP Hui, N Bean, M Kraetzl, DP Kroese Annals of Operations Research 134 (1), 101-118, 2005	115	2005
Spatial process simulation DP Kroese, ZI Botev Stochastic geometry, spatial statistics and random fields, 369-404, 2015	104	2015
A comparison of RESTART implementations MJJ Garvels, DP Kroese Winter Simulation Conference, 1998. 1, 601-608, 1998	102	1998
An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting ZI Botev, DP Kroese Methodology and Computing in Applied Probability 10 (4), 471-505, 2008	98	2008
On the importance function in splitting simulation MJJ Garvels, JKCW Van Ommeren, DP Kroese European Transactions on Telecommunications 13 (4), 363-371, 2002	96	2002
Monte carlo methods DP Kroese, RY Rubinstein Wiley Interdisciplinary Reviews: Computational Statistics 4 (1), 48-58, 2012	88	2012
Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process DP Kroese, WRW Scheinhardt, PG Taylor The Annals of Applied Probability 14 (4), 2057-2089, 2004	88	2004

The system can't perform the operation now. Try again later.

Articles 1–20

Citations per year

Duplicate citations

Merged citations

Add co-authorsCo-authors

Follow

Cited by

Co-authors