Dirk P Kroese

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Zdravko BotevUNSW SydneyE-mailová adresa ověřena na: unsw.edu.au
Thomas TaimreSenior Lecturer of Mathematics and Statistics, The University of QueenslandE-mailová adresa ověřena na: uq.edu.au
Joshua ChanProfessor of Economics, Purdue UniversityE-mailová adresa ověřena na: purdue.edu
Tim BreretonPost doc, Institut für Stochastik, Universität UlmE-mailová adresa ověřena na: uni-ulm.de
Volker SchmidtUlm University, Institute of StochasticsE-mailová adresa ověřena na: uni-ulm.de
Pieter-Tjerk de BoerAssociate professor, University of TwenteE-mailová adresa ověřena na: utwente.nl
Shie MannorProfessor of Electrical Engineering @ Technion & Researcher @ NvidiaE-mailová adresa ověřena na: technion.ac.il
Jonathan KeithMonash UniversityE-mailová adresa ověřena na: monash.edu
Joseph GrotowskiProfessor of Mathematics, The University of QueenslandE-mailová adresa ověřena na: maths.uq.edu.au
Werner ScheinhardtAssistant professor, University of TwenteE-mailová adresa ověřena na: utwente.nl
Georgy SofronovAssociate Professor, School of Mathematical and Physical Sciences, Macquarie University, SydneyE-mailová adresa ověřena na: mq.edu.au
Qibin DuanSchool of Mathematical Sciences, Queensland University of TechnologyE-mailová adresa ověřena na: qut.edu.au
Pierre L'EcuyerProfessor, DIRO, University of MontrealE-mailová adresa ověřena na: iro.umontreal.ca
Radislav (Slava) VaismanSchool of Mathematics and Physics The University of QueenslandE-mailová adresa ověřena na: uq.edu.au
Søren AsmussenProfessor at Department of Mathematics, Aarhus UniversityE-mailová adresa ověřena na: imf.au.dk
Hanna KurniawatiAustralian National UniversityE-mailová adresa ověřena na: anu.edu.au
Sarat Babu MokaLecturer, The University of New South WalesE-mailová adresa ověřena na: unsw.edu.au
Bean, NigelUniversity of AdelaideE-mailová adresa ověřena na: adelaide.edu.au
Björn BaumeierEindhoven University of TechnologyE-mailová adresa ověřena na: tue.nl
Peter W. GlynnProfessor of Management Science and EngineeringE-mailová adresa ověřena na: stanford.edu

Sledovat

Dirk P Kroese

Professor of Mathematics and Statistics, The University of Queensland

E-mailová adresa ověřena na: maths.uq.edu.au - Domovská stránka

Cross-entropy Method Monte Carlo Methods Simulation Computational Statistics Randomized Optimization


Název Seřadit podle citací Seřadit podle roku Seřadit podle názvu	Citace Citace	Rok
Simulation and the Monte Carlo method RY Rubinstein, DP Kroese John Wiley and Sons, 2017	10676	2017
A tutorial on the cross-entropy method PT De Boer, DP Kroese, S Mannor, RY Rubinstein Annals of operations research 134, 19-67, 2005	3599	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	2458	2004
Kernel density estimation via diffusion ZI Botev, JF Grotowski, DP Kroese	2314	2010
Handbook of Monte Carlo Methods DP Kroese, T Taimre, ZI Botev John Wiley and Sons, 2011	1795	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	1108	2014
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	327	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	324	2013
Spatial process simulation DP Kroese, ZI Botev Stochastic geometry, spatial statistics and random fields: Models and …, 2014	208	2014
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	200	2005
Improved algorithms for rare event simulation with heavy tails S Asmussen, DP Kroese Advances in Applied Probability 38 (2), 545-558, 2006	187	2006
Monte carlo methods DP Kroese, RY Rubinstein Wiley Interdisciplinary Reviews: Computational Statistics 4 (1), 48-58, 2012	178	2012
Statistical Modeling and Computation DP Kroese, JCC Chan Springer, 2014	177*	2014
Convergence properties of the cross-entropy method for discrete optimization A Costa, OD Jones, D Kroese Operations Research Letters 35 (5), 573-580, 2007	163	2007
Efficient Monte Carlo simulation via the generalized splitting method ZI Botev, DP Kroese Statistics and Computing 22, 1-16, 2012	148	2012
The cross-entropy method for network reliability estimation KP Hui, N Bean, M Kraetzl, DP Kroese Annals of Operations Research 134, 101-118, 2005	129	2005
Data science and machine learning: mathematical and statistical methods DP Kroese, Z Botev, T Taimre Chapman and Hall/CRC, 2019	122	2019
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	117	2008
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	108	2010
A comparison of RESTART implementations MJJ Garvels, DP Kroese Winter Simulation Conference, 1998. 1, 601-608, 1998	104	1998

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