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
Joshua ChanProfessor of Economics, Purdue UniversityVerified email at purdue.edu
Pieter-Tjerk de BoerAssociate professor, University of TwenteVerified email at utwente.nl
Shie MannorProfessor of Electrical Engineering @ Technion & Researcher @ Nvidia ResearchVerified email at technion.ac.il
Jonathan KeithMonash UniversityVerified email at monash.edu
Radislav (Slava) VaismanLecturer in in the School of Mathematics and PhysicsVerified email at uq.edu.au
Joseph GrotowskiProfessor of Mathematics, The University of QueenslandVerified email at maths.uq.edu.au
Werner ScheinhardtAssistant professor, University of TwenteVerified email at utwente.nl
Georgy SofronovAssociate Professor, School of Mathematical and Physical Sciences, Macquarie University, SydneyVerified email at mq.edu.au
Qibin DuanSchool of Mathematical Sciences, Queensland University of TechnologyVerified email at qut.edu.au
Pierre L'EcuyerProfessor, DIRO, University of MontrealVerified email at iro.umontreal.ca
Søren AsmussenProfessor at Department of Mathematics, Aarhus UniversityVerified email at imf.au.dk
Hanna KurniawatiAustralian National UniversityVerified email at anu.edu.au
Bean, NigelUniversity of AdelaideVerified email at adelaide.edu.au
Sarat Babu MokaLecturer, The University of New South WalesVerified email at unsw.edu.au
Peter W. GlynnProfessor of Management Science and EngineeringVerified email at stanford.edu
Björn BaumeierEindhoven University of TechnologyVerified email at tue.nl

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


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Simulation and the Monte Carlo method RY Rubinstein, DP Kroese John Wiley and Sons, 2017	10073	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	2989	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	2281	2004
Kernel density estimation via diffusion ZI Botev, JF Grotowski, DP Kroese	2120	2010
Handbook of Monte Carlo Methods DP Kroese, T Taimre, ZI Botev John Wiley and Sons, 2011	1613	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	873	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	307	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	241	2013
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	186	2005
Improved algorithms for rare event simulation with heavy tails S Asmussen, DP Kroese Advances in Applied Probability 38 (2), 545-558, 2006	173	2006
Statistical Modeling and Computation DP Kroese, JCC Chan Springer, 2014	163	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	152	2007
Efficient Monte Carlo simulation via the generalized splitting method ZI Botev, DP Kroese Statistics and Computing 22, 1-16, 2012	140	2012
Monte carlo methods DP Kroese, RY Rubinstein Wiley Interdisciplinary Reviews: Computational Statistics 4 (1), 48-58, 2012	137	2012
Spatial process simulation DP Kroese, ZI Botev Stochastic geometry, spatial statistics and random fields: Models and …, 2014	127	2014
The cross-entropy method for network reliability estimation KP Hui, N Bean, M Kraetzl, DP Kroese Annals of Operations Research 134, 101-118, 2005	127	2005
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	107	2008
A comparison of RESTART implementations MJJ Garvels, DP Kroese Winter Simulation Conference, 1998. 1, 601-608, 1998	100	1998
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	98	2010
On the importance function in splitting simulation MJJ Garvels, JKCW Van Ommeren, DP Kroese European Transactions on Telecommunications 13 (4), 363-371, 2002	96	2002

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