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Dirk P Kroese
Dirk P Kroese
Professor of Mathematics and Statistics, The University of Queensland
Verified email at maths.uq.edu.au - Homepage
Title
Cited by
Cited by
Year
Simulation and the Monte Carlo method
RY Rubinstein, DP Kroese
John Wiley and Sons, 2017
102122017
A tutorial on the cross-entropy method
PT De Boer, DP Kroese, S Mannor, RY Rubinstein
Annals of operations research 134, 19-67, 2005
31142005
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
23112004
Kernel density estimation via diffusion
ZI Botev, JF Grotowski, DP Kroese
21582010
Handbook of Monte Carlo Methods
DP Kroese, T Taimre, ZI Botev
John Wiley and Sons, 2011
16532011
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
9272014
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
3122006
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
2622013
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
1882005
Improved algorithms for rare event simulation with heavy tails
S Asmussen, DP Kroese
Advances in Applied Probability 38 (2), 545-558, 2006
1782006
Statistical Modeling and Computation
DP Kroese, JCC Chan
Springer, 2014
1672014
Convergence properties of the cross-entropy method for discrete optimization
A Costa, OD Jones, D Kroese
Operations Research Letters 35 (5), 573-580, 2007
1542007
Monte carlo methods
DP Kroese, RY Rubinstein
Wiley Interdisciplinary Reviews: Computational Statistics 4 (1), 48-58, 2012
1462012
Efficient Monte Carlo simulation via the generalized splitting method
ZI Botev, DP Kroese
Statistics and Computing 22, 1-16, 2012
1402012
Spatial process simulation
DP Kroese, ZI Botev
Stochastic geometry, spatial statistics and random fields: Models and …, 2014
1292014
The cross-entropy method for network reliability estimation
KP Hui, N Bean, M Kraetzl, DP Kroese
Annals of Operations Research 134, 101-118, 2005
1292005
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
1102008
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
1022010
A comparison of RESTART implementations
MJJ Garvels, DP Kroese
Winter Simulation Conference, 1998. 1, 601-608, 1998
1001998
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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