Dirk P Kroese
Dirk P Kroese
Professor of Mathematics and Statistics, The University of Queensland
Verified email at maths.uq.edu.au - Homepage
TitleCited byYear
Simulation and the Monte Carlo method
RY Rubinstein, DP Kroese
John Wiley and Sons, 2017
72412017
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
1484*2004
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
12042005
Kernel density estimation via diffusion
ZI Botev, JF Grotowski, DP Kroese
The annals of Statistics 38 (5), 2916-2957, 2010
11952010
Handbook of Monte Carlo Methods
DP Kroese, T Taimre, ZI Botev
John Wiley and Sons, 2011
9192011
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
2452014
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
2192006
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
1572005
Improved algorithms for rare event simulation with heavy tails
S Asmussen, DP Kroese
Advances in Applied Probability 38 (2), 545-558, 2006
1452006
Convergence properties of the cross-entropy method for discrete optimization
A Costa, OD Jones, D Kroese
Operations Research Letters 35 (5), 573-580, 2007
1152007
Efficient Monte Carlo simulation via the generalized splitting method
ZI Botev, DP Kroese
Statistics and Computing 22 (1), 1-16, 2012
1032012
The cross-entropy method for network reliability estimation
KP Hui, N Bean, M Kraetzl, DP Kroese
Annals of Operations Research 134 (1), 101, 2005
952005
A comparison of RESTART implementations
MJJ Garvels, DP Kroese
Winter Simulation Conference, 1998. 1, 601-608, 1998
911998
Spatial process simulation
DP Kroese, ZI Botev
Stochastic geometry, spatial statistics and random fields, 369-404, 2015
89*2015
Statistical Modeling and Computation
DP Kroese, JCC Chan
Springer, 2014
842014
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
832008
On the importance function in splitting simulation
MJJ Garvels, JKCW Van Ommeren, DP Kroese
European Transactions on Telecommunications 13 (4), 363-371, 2002
832002
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
782004
Efficient simulation of a tandem Jackson network
DP Kroese, VF Nicola
ACM Transactions on Modeling and Computer Simulation (TOMACS) 12 (2), 119-141, 2002
692002
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
682010
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