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2007

Conference Publication

Identifying change-points in biological sequences via sequential importance sampling

Sofronov, G. Y., Evans, G. E., Keith, J. M. and Kroese, D. P. (2007). Identifying change-points in biological sequences via sequential importance sampling. 17th Biennial Congress on Modelling and Simulation (MODSIM07), Christchurch, New Zealand, 10-13 December, 2007. Christchurch, New Zealand: Modelling and Simulation Society of Australia and New Zealand.

Identifying change-points in biological sequences via sequential importance sampling

2007

Conference Publication

Optimal epidemic intervention of HIV spread using the cross-entropy method

Sani, A. and Kroese, D. P. (2007). Optimal epidemic intervention of HIV spread using the cross-entropy method. 17th Biennial Congress on Modelling and Simulation (MODSIM07), Christchurch, New Zealand, 10-13 December, 2007. Christchurch, New Zealand: Modelling and Simulation Society of Australia and New Zealand.

Optimal epidemic intervention of HIV spread using the cross-entropy method

2007

Conference Publication

Parallel cross-entropy optimization

Evans, G. E., Keith, J. M. and Kroese, D. P. (2007). Parallel cross-entropy optimization. 2007 Winter Simulation Conference, Washington, 9-12 December, 2007. Washington: IEEE. doi: 10.1145/1360000/1351930/p2196-evans.pdf?key1=1351930

Parallel cross-entropy optimization

2007

Conference Publication

Parallel Cross-Entropy optimization

Evans, Gareth E., Keith, Jonathan M. and Kroese, Dirk P. (2007). Parallel Cross-Entropy optimization. 2007 Winter Simulation Conference, Washington Dc, Dec 09-12, 2007. NEW YORK: IEEE.

Parallel Cross-Entropy optimization

2006

Conference Publication

Generalized cross-entropy methods for rare events and optimization

Botev, Z. I., Kroese, D. P. and Taimre, T. (2006). Generalized cross-entropy methods for rare events and optimization. 6th International Workshop on Rare Event Simulation (RESIM 2006), Bamberg, Germany, 8-10 October, 2006.

Generalized cross-entropy methods for rare events and optimization

2005

Conference Publication

Designing an optimal network using the cross-entropy method

Nariai, Sho, Hui, Kin-Ping and Kroese, Dirk P. (2005). Designing an optimal network using the cross-entropy method. Sixth International Conference on Intelligent Data Engineering and Automated Learning (IDEAL 2005), Brisbane, Australia, 6-8 July 2005. Heidelberg, Germany: Springer. doi: 10.1007/11508069_30

Designing an optimal network using the cross-entropy method

2005

Conference Publication

On the Design of Multi-type Networks via the Cross-Entropy Method

Nariai, S. and Kroese, D. P. (2005). On the Design of Multi-type Networks via the Cross-Entropy Method. DRCN 2005, Naples, Italy, 16-19 October 2005. Italy: IEEE. doi: 10.1109/DRCN.2005.1563852

On the Design of Multi-type Networks via the Cross-Entropy Method

2004

Conference Publication

Global likelihood optimization via the cross-entropy method with an application to mixture models

Botev, Zdravko and Kroese, Dirk P. (2004). Global likelihood optimization via the cross-entropy method with an application to mixture models.

Global likelihood optimization via the cross-entropy method with an application to mixture models

2004

Conference Publication

The transform likelihood ratio method for rare event simulation with heavy tails

Kroese, D. P. and Rubinstein, R. Y. (2004). The transform likelihood ratio method for rare event simulation with heavy tails. United States: Springer New York LLC. doi: 10.1023/B:QUES.0000027989.97672.be

The transform likelihood ratio method for rare event simulation with heavy tails

2004

Conference Publication

Global Likelihood Optimization Via The Cross-Entropy Method With An Application To Mixture Models

Botev, Z. I. and Kroese, D. P. (2004). Global Likelihood Optimization Via The Cross-Entropy Method With An Application To Mixture Models. 2004 Winter Simulation Conference, Washington, USA, 5-8 December, 2004. Washington: Board of Winter Simulation Conference.

Global Likelihood Optimization Via The Cross-Entropy Method With An Application To Mixture Models

2003

Conference Publication

Network reliability estimation using the tree cut and merge algorithm with importance sampling

Hui, K.-P., Bean, N.G., Kraetzl, M. and Kroese, D. P. (2003). Network reliability estimation using the tree cut and merge algorithm with importance sampling. DRCN2003, Banff, Canada, 19-22 October 2003. Canada: The Institute of Electrical & Electronics Engineers, Inc. doi: 10.1109/DRCN.2003.1275364

Network reliability estimation using the tree cut and merge algorithm with importance sampling

2002

Conference Publication

Estimating buffer overflows in three stages using cross-entropy

de Boer, P.T., Kroese, D. P. and Rubinstein, R.Y. (2002). Estimating buffer overflows in three stages using cross-entropy. 35th Winter Simulation Conference (ERA Rank B), San Diego, USA, 3-11 December 2002. United States: IEEE - Computer Society. doi: 10.1109/WSC.2002.1172899

Estimating buffer overflows in three stages using cross-entropy

2002

Conference Publication

Sequence alignment by rare event simulation

Keith, Jonathan and Kroese, Dirk P. (2002). Sequence alignment by rare event simulation. 35th 2002 Winter Simulation Conference (ERA Rank B), San Diego, CA, U.S.A., 8-11 December 2002. United States: IEEE - Computer Society. doi: 10.1109/WSC.2002.1172901

Sequence alignment by rare event simulation

1999

Conference Publication

Efficient simulation of a tandem Jackson network

Kroese, Dirk P. and Nicola, Victor F. (1999). Efficient simulation of a tandem Jackson network. 1999 Winter Simulation Conference Proceedings (WSC), , , December 5, 1999-December 8, 1999.

Efficient simulation of a tandem Jackson network

1998

Conference Publication

Comparison of RESTART implementations

Garvels, Marnix J J and Kroese, Dirk P. (1998). Comparison of RESTART implementations. Proceedings of the 1998 Winter Simulation Conference, WSC. Part 1 (of 2), , , December 13, 1998-December 16, 1998. IEEE.

Comparison of RESTART implementations

1998

Conference Publication

Efficient simulation of backlogs in fluid flow lines

Kroese, DP and Nicola, VF (1998). Efficient simulation of backlogs in fluid flow lines. Workshop on Rare Event Simulation, Aachen Germany, Aug 28-29, 1997. JENA: GUSTAV FISCHER VERLAG.

Efficient simulation of backlogs in fluid flow lines

1998

Conference Publication

A comparison of RESTART implementations

Garvels, M. J. J . and Kroese, D. P. (1998). A comparison of RESTART implementations. Winter Simulation Conference, Washington, DC, United States, 13-16 Dec 1998.

A comparison of RESTART implementations