Skip to menu Skip to content Skip to footer

2022

Book Chapter

Rare-event simulation via neural networks

Gibson, Lachlan J. and Kroese, Dirk P. (2022). Rare-event simulation via neural networks. Advances in Modeling and Simulation. (pp. 151-168) edited by Botev, Zdravko, Lemieux, Christiane, Keller, Alexander and Tuffin, Bruno. Cham, Switzerland: Springer International Publishing. doi: 10.1007/978-3-031-10193-9_8

Rare-event simulation via neural networks

2019

Book Chapter

Monte Carlo Methods

Taimre, Thomas , Kroese, Dirk P. and Botev, Zdravko I. (2019). Monte Carlo Methods. Wiley StatsRef: Statistics Reference Online. (pp. 1-10) edited by N. Balakrishnan, T. Colton, B. Everitt, W. Piegorsch, F. Ruggeri and J. L. Teugels. Hoboken, NJ United States: Wiley-Blackwell. doi: 10.1002/9781118445112.stat03619.pub2

Monte Carlo Methods

2013

Book Chapter

The cross-entropy method for estimation

Kroese, Dirk P., Rubinstein, Reuven Y. and Glynn, Peter W. (2013). The cross-entropy method for estimation. Machine learning: theory and applications. (pp. 19-34) edited by Venu Govindaraju and C. R. Rao. Dordrecht, Netherlands: Elsevier. doi: 10.1016/B978-0-444-53859-8.00002-3

The cross-entropy method for estimation

2013

Book Chapter

Monte Carlo methods for portfolio credit risk

Brereton, Tim J., Kroese, Dirk P. and Chan, Joshua C. (2013). Monte Carlo methods for portfolio credit risk. Credit securitisations and derivatives: challenges for the global markets. (pp. 127-152) edited by Daniel Rösch and Harald Scheule. Chicester, United Kingdom: John Wiley & Sons. doi: 10.1002/9781118818503.ch7

Monte Carlo methods for portfolio credit risk

2013

Book Chapter

Cross-entropy method

Kroese, Dirk P., Rubinstein, Reuven Y., Cohen, Izack, Porotsky, Sergey and Taimre, Thomas (2013). Cross-entropy method. Encyclopedia of operations research and management science. (pp. 326-333) edited by Saul I. Gass and Michael C. Fu. New York, United States: Springer. doi: 10.1007/978-1-4419-1153-7_131

Cross-entropy method

2013

Book Chapter

The cross-entropy method for optimization

Botev, Zdravko, I., Kroese, Dirk P., Rubinstein, Reuven Y. and L'Ecuyer, Pierre (2013). The cross-entropy method for optimization. Machine learning: theory and applications. (pp. 35-59) edited by Venu Govindaraju and C. R. Rao. Dordrecht, Netherlands: Elsevier. doi: 10.1016/B978-0-444-53859-8.00003-5

The cross-entropy method for optimization

2010

Book Chapter

Cross-entropy method

Kroese, Dirk P. (2010). Cross-entropy method. Encyclopedia of operations research and management sciences. (pp. 1-12) New York, United States: Springer-Verlag. doi: 10.1002/9780470400531.eorms0210

Cross-entropy method

2007

Book Chapter

Applications of the cross-entropy method in reliability

Kroese, D. P. and Hui, Kin-Ping (2007). Applications of the cross-entropy method in reliability. Computational intelligence in reliability engineering. New metaheuristics, neural and fuzzy techniques in reliability. (pp. 37-82) edited by Gregory Levitin. Berlin, Germany: Springer-Verlag. doi: 10.1007/978-3-540-37372-8_3

Applications of the cross-entropy method in reliability