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2008 Journal Article Controlling the number of HIV infectives in a mobile populationSani, A. and Kroese, D. P. (2008). Controlling the number of HIV infectives in a mobile population. Mathematical Biosciences, 213 (2), 103-112. doi: 10.1016/j.mbs.2008.03.003 |
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2008 Journal Article Adaptive independence samplersKeith, J. M., Kroese, D. P. and Sofronov, G. Y. (2008). Adaptive independence samplers. Statistics and Computing, 18 (4), 409-420. doi: 10.1007/s11222-008-9070-2 |
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2008 Journal Article Truck fleet model for design and assessment of flexible pavementsBelay, A., O'Brien, E. and Kroese, D. P. (2008). Truck fleet model for design and assessment of flexible pavements. Journal of Sound and Vibration, 311 (3-5), 1161-1174. doi: 10.1016/j.jsv.2007.10.019 |
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2008 Journal Article Non-asymptotic bandwidth selection for density estimation of discrete dataBotev, Z. I. and Kroese, D. P. (2008). Non-asymptotic bandwidth selection for density estimation of discrete data. Methodology And Computing In Applied Probability, 10 (3), 435-451. doi: 10.1007/s11009-007-9057-z |
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2008 Journal Article An efficient algorithm for rare-event probability estimation, combinatorial optimization, and countingBotev, Z. I. and Kroese, D. P. (2008). An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting. Methodology And Computing In Applied Probability, 10 (4), 471-505. doi: 10.1007/s11009-008-9073-7 |
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2007 Journal Article Applications of the cross-entropy method in reliabilityKroese, Dirk P. and Hui, Kin-Ping (2007). Applications of the cross-entropy method in reliability. Studies in Computational Intelligence, 40, 37-82. doi: 10.1007/978-3-540-37372-8_3 |
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2007 Journal Article Network reliability optimization via the cross-entropy methodKroese, D. P., Hui, K. P. and Nariai, S. (2007). Network reliability optimization via the cross-entropy method. IEEE Transactions on Reliability, 56 (2), 275-287. doi: 10.1109/TR.2007.895303 |
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2007 Journal Article Convergence properties of the cross-entropy method for discrete optimizationCosta, A., Jones, O. D. and Kroese, D. P. (2007). Convergence properties of the cross-entropy method for discrete optimization. Operations Research Letters, 35 (5), 573-580. doi: 10.1016/j.orl.2006.11.005 |
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2007 Journal Article Generalized cross-entropy methods with applications to rare-event simulation and optimizationBotev, Z. I., Kroese, D. P. and Taimre, T. (2007). Generalized cross-entropy methods with applications to rare-event simulation and optimization. Simulation, 83 (11), 785-806. doi: 10.1177/0037549707087067 |
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2007 Journal Article Stochastic models for the spread of HIV in a mobile heterosexual populationSani, A., Kroese, D. P. and Pollett, P. K. (2007). Stochastic models for the spread of HIV in a mobile heterosexual population. Mathematical Biosciences, 208 (1), 98-124. doi: 10.1016/j.mbs.2006.09.024 |
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2007 Journal Article Estimating the number of s-t paths in a graphRoberts, B. and Kroese, D. P. (2007). Estimating the number of s-t paths in a graph. Journal of Graph Algorithms and Applications, 11 (1), 195-214. doi: 10.7155/jgaa.00142 |
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2007 Journal Article Application of the cross-entropy method to clustering and vector quantizationKroese, Dirk P., Rubinstein, Reuven Y. and Taimre, Thomas (2007). Application of the cross-entropy method to clustering and vector quantization. Journal of Global Optimization, 37 (1), 137-157. doi: 10.1007/s10898-006-9041-0 |
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2006 Journal Article An optimal sequential procedure for a buying-selling problem with independent observationsSofronov, G, Keith, JM and Kroese, DP (2006). An optimal sequential procedure for a buying-selling problem with independent observations. Journal of Applied Probability, 43 (2), 454-462. doi: 10.1239/jap/1152413734 |
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2006 Journal Article Improved algorithms for rare event simulation with heavy tailsAsmussen, Søren and Kroese, Dirk P. (2006). Improved algorithms for rare event simulation with heavy tails. Advances In Applied Probability, 38 (2), 545-558. doi: 10.1239/aap/1151337084 |
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2006 Journal Article The cross-entropy method for continuous multi-extremal optimizationKroese, Dirk P., Porotsky, Sergey and Rubinstein, Reuven Y. (2006). The cross-entropy method for continuous multi-extremal optimization. Methodology and Computing In Applied Probability, 8 (3), 383-407. doi: 10.1007/s11009-006-9753-0 |
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2005 Journal Article Heavy tails, importance sampling and cross-entropyAsmussen, S., Kroese, D. P. and Rubinstein, R. Y. (2005). Heavy tails, importance sampling and cross-entropy. Stochastic Models, 21 (1), 57-76. doi: 10.1081/STM-200046472 |
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2005 Journal Article The cross-entropy method for network reliability estimationHui, K. P., Bean, N., Kraetzl, M. and Kroese, D. P. (2005). The cross-entropy method for network reliability estimation. Annals of Operations Research, 134 (1), 101-118. doi: 10.1007/s10479-005-5726-x |
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2005 Journal Article Application of the cross-entropy method to the buffer allocation problem in a simulation-based environmentAlon, G., Kroese, D. P., Raviv, T. and Rubinstein, R. Y. (2005). Application of the cross-entropy method to the buffer allocation problem in a simulation-based environment. Annals of Operations Research, 134 (1), 137-151. doi: 10.1007/s10479-005-5728-8 |
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2005 Journal Article Review of Kernel Methods for Pattern AnalysisKroese, D. P. (2005). Review of Kernel Methods for Pattern Analysis. Siam Review, 47 (2), 385-387. doi: 10.1137/SIREAD000047000002000367000001 |
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2005 Journal Article Preface : From the issue entitled "The Cross-Entropy Method for Combinatorial Optimization, Rare Event Simulation and Neural Computation"Kroese, Dirk P. and Rubinstein, Reuvem Y. (2005). Preface : From the issue entitled "The Cross-Entropy Method for Combinatorial Optimization, Rare Event Simulation and Neural Computation". Annals of Operations Research, 134 (1), 17-18. doi: 10.1007/s10479-005-5723-0 |
