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2015 Journal Article Spatial process simulationKroese, Dirk P and Botev, Zdravko I (2015). Spatial process simulation. Lecture Notes in Mathematics, 2120, 369-404. doi: 10.1007/978-3-319-10064-7_12 |
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2014 Journal Article A critical exponent for shortest-path scaling in continuum percolationBrereton, Tim, Hirsch, Christian, Schmidt, Volker and Kroese, Dirk (2014). A critical exponent for shortest-path scaling in continuum percolation. Journal of Physics A: Mathematical and Theoretical, 47 (50) 505003, 1-12. doi: 10.1088/1751-8113/47/50/505003 |
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2014 Journal Article Automated state-dependent importance sampling for Markov jump processes via sampling from the zero-variance distributionGrace, Adam W., Kroese, Dirk P. and Sandmann, Werner (2014). Automated state-dependent importance sampling for Markov jump processes via sampling from the zero-variance distribution. Journal of Applied Probability, 51 (3), 741-755. doi: 10.1239/jap/1409932671 |
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2014 Journal Article Inverting Laguerre tessellationsDuan, Qibin, Kroese, Dirk P., Brereton, Tim, Spettl, Aaron and Schmidt, Volker (2014). Inverting Laguerre tessellations. The Computer Journal, 57 (9), 1431-1440. doi: 10.1093/comjnl/bxu029 |
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2014 Journal Article Why the Monte Carlo method is so important todayKroese, Dirk P., Brereton, Tim, Taimre, Thomas and Botev, Zdravko I. (2014). Why the Monte Carlo method is so important today. Wiley Interdisciplinary Reviews: Computational Statistics, 6 (6), 386-392. doi: 10.1002/wics.1314 |
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2014 Journal Article Efficient simulation of Markov chains using segmentationBrereton, Tim, Stenzel, Ole, Baumeier, Bjorn, Andrienko, Denis, Schmidt, Volker and Kroese, Dirk (2014). Efficient simulation of Markov chains using segmentation. Methodology and Computing in Applied Probability, 16 (2), 465-484. doi: 10.1007/s11009-013-9327-x |
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2014 Journal Article A general framework for consistent estimation of charge transport properties via random walks in random environmentsStenzel, Ole, Hirsch, Christian, Brereton, Tim, Baumeier, Bjoern, Andrienko, Denis, Kroese, Dirk and Schmidt, Volker (2014). A general framework for consistent estimation of charge transport properties via random walks in random environments. Multiscale Modeling and Simulation, 12 (3), 1108-1134. doi: 10.1137/130942504 |
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2013 Journal Article Graph-based simulated annealing: a hybrid approach to stochastic modeling of complex microstructuresStenzel, O., Westhoff, D., Manke, I., Kasper, M., Kroese, D. P. and Schmidt, V. (2013). Graph-based simulated annealing: a hybrid approach to stochastic modeling of complex microstructures. Modelling and Simulation in Materials Science and Engineering, 21 (5) 055004, 055004.1-055004.18. doi: 10.1088/0965-0393/21/5/055004 |
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2012 Journal Article Efficient Monte Carlo simulation via the generalized splitting methodBotev, Zdravko I. and Kroese, Dirk P. (2012). Efficient Monte Carlo simulation via the generalized splitting method. Statistics and Computing, 22 (1), 171-16. doi: 10.1007/s11222-010-9201-4 |
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2012 Journal Article Monte Carlo methodsKroese, Dirk P. and Rubinstein, Reuven Y. (2012). Monte Carlo methods. Wiley Interdisciplinary Reviews: Computational Statistics, 4 (1), 48-58. doi: 10.1002/wics.194 |
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2012 Journal Article Improved cross-entropy method for estimationChan, Joshua C.C. and Kroese, Dirk P. (2012). Improved cross-entropy method for estimation. Statistics and Computing, 22 (5), 1031-1040. doi: 10.1007/s11222-011-9275-7 |
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2011 Journal Article Rare-event probability estimation with conditional Monte CarloChan, Joshua C. C. and Kroese, Dirk P. (2011). Rare-event probability estimation with conditional Monte Carlo. Annals of Operations Research, 189 (1), 43-61. doi: 10.1007/s10479-009-0539-y |
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2011 Journal Article PrefaceKroese, Dirk, Shimkin, Namhum, Kreimer, Joseph and Juneja, Sandeep (2011). Preface. Annals of Operations Research, 189 (1), 1-3. doi: 10.1007/s10479-010-0745-7 |
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2011 Journal Article Stability and performance of greedy server systems: A review and open problemsRojas-Nandayapa, Leonardo, Foss, Sergey and Kroese, Dirk P. (2011). Stability and performance of greedy server systems: A review and open problems. Queueing Systems: Theory and Applications, 68 (3-4), 221-227. doi: 10.1007/s11134-011-9235-0 |
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2011 Journal Article The generalized cross entropy method, with applications to probability density estimationBotev, Zdravko I. and Kroese, Dirk P. (2011). The generalized cross entropy method, with applications to probability density estimation. Methodology and Computing in Applied Probability, 13 (1), 1-27. doi: 10.1007/s11009-009-9133-7 |
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2011 Journal Article A comparison of cross-entropy and variance minimization strategiesChan, Joshua. C., Glynn, Peter W. and Kroese, Dirk P. (2011). A comparison of cross-entropy and variance minimization strategies. Journal of Applied Probability, 48 A (A), 1-15. doi: 10.1239/jap/1318940464 |
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2011 Journal Article Estimating change-points in biological sequences via the cross-entropy methodEvans, G. E., Sofronov, G. Y., Keith, J. M. and Kroese, D. P. (2011). Estimating change-points in biological sequences via the cross-entropy method. Annals of Operations Research, 189 (1), 155-165. doi: 10.1007/s10479-010-0687-0 |
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2010 Journal Article Kernel density estimation via diffusionBotev, Z. I., Grotowski, J. F. and Kroese, D. P. (2010). Kernel density estimation via diffusion. Annals of Statistics, 38 (5), 2916-2957. doi: 10.1214/10-AOS799 |
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2010 Journal Article Efficient estimation of large portfolio loss probabilities in t-copula modelsChan, Joshua C. C. and Kroese, Dirk P. (2010). Efficient estimation of large portfolio loss probabilities in t-copula models. European Journal of Operational Research, 205 (2), 361-367. doi: 10.1016/j.ejor.2010.01.003 |
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2009 Journal Article Identifying Change-Points in Biological Sequences via Sequential Importance SamplingSofronov, George Yu., Evans, Gareth E., Keith, Jonathan M. and Kroese, Dirk P (2009). Identifying Change-Points in Biological Sequences via Sequential Importance Sampling. Environmental Modeling & Assessment, 14 (5), 577-584. doi: 10.1007/s10666-008-9160-8 |
