Dirk P Kroese
Dirk P Kroese
Professor of Mathematics and Statistics, The University of Queensland
Verified email at maths.uq.edu.au - Homepage
Cited by
Cited by
Simulation and the Monte Carlo method
RY Rubinstein, DP Kroese
John Wiley and Sons, 2017
Solutions manual to accompany simulation and the Monte Carlo Method
DP Kroese, T Taimre, ZI Botev, RY Rubinstein
Wiley-Interscience, 2007
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
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
Kernel density estimation via diffusion
ZI Botev, JF Grotowski, DP Kroese
The annals of Statistics 38 (5), 2916-2957, 2010
Handbook of Monte Carlo Methods
DP Kroese, T Taimre, ZI Botev
John Wiley and Sons, 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
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
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
Improved algorithms for rare event simulation with heavy tails
S Asmussen, DP Kroese
Advances in Applied Probability 38 (2), 545-558, 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
Statistical Modeling and Computation
DP Kroese, JCC Chan
Springer, 2014
Efficient Monte Carlo simulation via the generalized splitting method
ZI Botev, DP Kroese
Statistics and Computing 22 (1), 1-16, 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
A comparison of RESTART implementations
MJJ Garvels, DP Kroese
Winter Simulation Conference, 1998. 1, 601-608, 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
On the importance function in splitting simulation
MJJ Garvels, JKCW Van Ommeren, DP Kroese
European Transactions on Telecommunications 13 (4), 363-371, 2002
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
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
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
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