Dirk P Kroese

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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
Joshua ChanProfessor of Economics, Purdue UniversityVerified email at purdue.edu
Jonathan KeithMonash UniversityVerified email at monash.edu
Pieter-Tjerk de BoerAssociate professor, University of TwenteVerified email at utwente.nl
Shie MannorProfessor of Electrical Engineering @ Technion & Researcher @ Nvidia ResearchVerified email at technion.ac.il
Werner ScheinhardtAssistant professor, University of TwenteVerified email at utwente.nl
Joseph GrotowskiProfessor of Mathematics, The University of QueenslandVerified email at maths.uq.edu.au
Georgy SofronovAssociate Professor, Department of Mathematics and Statistics, Macquarie University, SydneyVerified email at mq.edu.au
Qibin DuanSchool of Mathematical Sciences, Queensland University of TechnologyVerified email at qut.edu.au
Radislav (Slava) VaismanLecturer in in the School of Mathematics and PhysicsVerified email at uq.edu.au
Søren AsmussenProfessor at Department of Mathematics, Aarhus UniversityVerified email at imf.au.dk
Bean, NigelUniversity of AdelaideVerified email at adelaide.edu.au
Pierre L'EcuyerProfessor, DIRO, University of MontrealVerified email at iro.umontreal.ca
Christian HirschUniversity of GroningenVerified email at rug.nl
Sarat Babu MokaResearch Fellow, Macquarie UniversityVerified email at mq.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	8830	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	1981	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	1945	2004
Kernel density estimation via diffusion ZI Botev, JF Grotowski, DP Kroese The annals of Statistics 38 (5), 2916-2957, 2010	1694	2010
Handbook of Monte Carlo Methods DP Kroese, T Taimre, ZI Botev John Wiley and Sons, 2011	1300	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	524	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	279	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	180	2005
Improved algorithms for rare event simulation with heavy tails S Asmussen, DP Kroese Advances in Applied Probability 38 (2), 545-558, 2006	158	2006
Convergence properties of the cross-entropy method for discrete optimization A Costa, OD Jones, D Kroese Operations Research Letters 35 (5), 573-580, 2007	138	2007
Efficient Monte Carlo simulation via the generalized splitting method ZI Botev, DP Kroese Statistics and Computing 22 (1), 1-16, 2012	131	2012
Statistical Modeling and Computation DP Kroese, JCC Chan Springer, 2014	127*	2014
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	124	2013
The cross-entropy method for network reliability estimation KP Hui, N Bean, M Kraetzl, DP Kroese Annals of Operations Research 134 (1), 101, 2005	108	2005
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
A comparison of RESTART implementations MJJ Garvels, DP Kroese Winter Simulation Conference, 1998. 1, 601-608, 1998	97	1998
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
Spatial process simulation DP Kroese, ZI Botev Stochastic geometry, spatial statistics and random fields, 369-404, 2015	89	2015
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	85	2004
Efficient estimation of large portfolio loss probabilities in t--copula models JCC Chan, DP Kroese European Journal of Operational Research 205 (2), 361-367, 2010	81	2010

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