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Dirk P Kroese
Dirk P Kroese
Professor of Mathematics and Statistics, The University of Queensland
Bestätigte E-Mail-Adresse bei maths.uq.edu.au - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Simulation and the Monte Carlo method
RY Rubinstein, DP Kroese
John Wiley and Sons, 2017
100662017
A tutorial on the cross-entropy method
PT De Boer, DP Kroese, S Mannor, RY Rubinstein
Annals of operations research 134, 19-67, 2005
29832005
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
22782004
Kernel density estimation via diffusion
ZI Botev, JF Grotowski, DP Kroese
21172010
Handbook of Monte Carlo Methods
DP Kroese, T Taimre, ZI Botev
John Wiley and Sons, 2011
16102011
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
8712014
The cross-entropy method for continuous multi-extremal optimization
DP Kroese, S Porotsky, RY Rubinstein
Methodology and Computing in Applied Probability 8, 383-407, 2006
3072006
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
2392013
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, 137-151, 2005
1862005
Improved algorithms for rare event simulation with heavy tails
S Asmussen, DP Kroese
Advances in Applied Probability 38 (2), 545-558, 2006
1732006
Statistical Modeling and Computation
DP Kroese, JCC Chan
Springer, 2014
1632014
Convergence properties of the cross-entropy method for discrete optimization
A Costa, OD Jones, D Kroese
Operations Research Letters 35 (5), 573-580, 2007
1522007
Efficient Monte Carlo simulation via the generalized splitting method
ZI Botev, DP Kroese
Statistics and Computing 22, 1-16, 2012
1402012
Monte carlo methods
DP Kroese, RY Rubinstein
Wiley Interdisciplinary Reviews: Computational Statistics 4 (1), 48-58, 2012
1372012
The cross-entropy method for network reliability estimation
KP Hui, N Bean, M Kraetzl, DP Kroese
Annals of Operations Research 134, 101-118, 2005
1272005
Spatial process simulation
DP Kroese, ZI Botev
Stochastic geometry, spatial statistics and random fields: Models and …, 2014
1252014
An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting
ZI Botev, DP Kroese
Methodology and Computing in Applied Probability 10, 471-505, 2008
1072008
A comparison of RESTART implementations
MJJ Garvels, DP Kroese
Winter Simulation Conference, 1998. 1, 601-608, 1998
991998
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
972010
On the importance function in splitting simulation
MJJ Garvels, JKCW Van Ommeren, DP Kroese
European Transactions on Telecommunications 13 (4), 363-371, 2002
962002
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