Dirk P Kroese

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Zdravko BotevUniversity of New South WalesVerified email at unsw.edu.au
Thomas TaimreSenior Lecturer of Mathematics and Statistics, The University of QueenslandVerified email at uq.edu.au
Volker SchmidtUlm University, Institute of StochasticsVerified email at uni-ulm.de
Tim BreretonPost doc, Institut für Stochastik, Universität UlmVerified email at uni-ulm.de
Jonathan KeithMonash UniversityVerified email at monash.edu
Pieter-Tjerk de BoerAssociate professor, University of TwenteVerified email at utwente.nl
Joshua ChanProfessor of Economics, Purdue UniversityVerified email at purdue.edu
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
Søren AsmussenProfessor at Department of Mathematics, Aarhus UniversityVerified email at imf.au.dk
Radislav (Slava) VaismanLecturer in in the School of Mathematics and PhysicsVerified email at uq.edu.au
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
Tal RavivTel Aviv university, Industrial EngineeringVerified email at eng.tau.ac.il
Gad AllonVerified email at wharton.upenn.edu
Björn BaumeierEindhoven University of TechnologyVerified email at tue.nl

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


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Simulation and the Monte Carlo method RY Rubinstein, DP Kroese John Wiley and Sons, 2017	8378	2017
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	1832*	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	1768	2005
Kernel density estimation via diffusion ZI Botev, JF Grotowski, DP Kroese The annals of Statistics 38 (5), 2916-2957, 2010	1592	2010
Handbook of Monte Carlo Methods DP Kroese, T Taimre, ZI Botev John Wiley and Sons, 2011	1216	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	459	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	272	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	173	2005
Improved algorithms for rare event simulation with heavy tails S Asmussen, DP Kroese Advances in Applied Probability 38 (2), 545-558, 2006	155	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	128	2007
Statistical Modeling and Computation DP Kroese, JCC Chan Springer, 2014	122*	2014
Efficient Monte Carlo simulation via the generalized splitting method ZI Botev, DP Kroese Statistics and Computing 22 (1), 1-16, 2012	121	2012
The cross-entropy method for network reliability estimation KP Hui, N Bean, M Kraetzl, DP Kroese Annals of Operations Research 134 (1), 101, 2005	105	2005
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	98	2013
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
A comparison of RESTART implementations MJJ Garvels, DP Kroese Winter Simulation Conference, 1998. 1, 601-608, 1998	96	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	94	2008
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	83	2004
Spatial process simulation DP Kroese, ZI Botev Stochastic geometry, spatial statistics and random fields, 369-404, 2015	78	2015
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	78	2010

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