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
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
Georgy SofronovAssociate Professor, School of Mathematical and Physical Sciences, Macquarie University, SydneyVerified email at mq.edu.au
Radislav (Slava) VaismanLecturer in in the School of Mathematics and PhysicsVerified email at uq.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
Björn BaumeierEindhoven University of TechnologyVerified email at tue.nl
Tal RavivTel Aviv university, Industrial EngineeringVerified email at eng.tau.ac.il
Gad AllonVerified email at wharton.upenn.edu

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	9134	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	2242	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	2063	2004
Kernel density estimation via diffusion ZI Botev, JF Grotowski, DP Kroese The annals of Statistics 38 (5), 2916-2957, 2010	1840	2010
Handbook of Monte Carlo Methods DP Kroese, T Taimre, ZI Botev John Wiley and Sons, 2011	1388	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	616	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	288	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	183	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	145	2013
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
Statistical Modeling and Computation DP Kroese, JCC Chan Springer, 2014	142*	2014
Efficient Monte Carlo simulation via the generalized splitting method ZI Botev, DP Kroese Statistics and Computing 22 (1), 1-16, 2012	133	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	113	2005
A comparison of RESTART implementations MJJ Garvels, DP Kroese Winter Simulation Conference, 1998. 1, 601-608, 1998	102	1998
On the importance function in splitting simulation MJJ Garvels, JKCW Van Ommeren, DP Kroese European Transactions on Telecommunications 13 (4), 363-371, 2002	97	2002
Spatial process simulation DP Kroese, ZI Botev Stochastic geometry, spatial statistics and random fields, 369-404, 2015	96	2015
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	96	2008
Monte carlo methods DP Kroese, RY Rubinstein Wiley Interdisciplinary Reviews: Computational Statistics 4 (1), 48-58, 2012	87	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	87	2004

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