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2024

Journal Article

Adaptive discretization using Voronoi trees for continuous pOMDPs

Hoerger, Marcus, Kurniawati, Hanna, Kroese, Dirk and Ye, Nan (2024). Adaptive discretization using Voronoi trees for continuous pOMDPs. The International Journal of Robotics Research, 43 (9), 1283-1298. doi: 10.1177/02783649231188984

Adaptive discretization using Voronoi trees for continuous pOMDPs

2024

Conference Publication

A surprisingly simple continuous-action POMDP solver: lazy cross-entropy search over policy trees

Hoerger, Marcus, Kurniawati, Hanna, Kroese, Dirk and Ye, Nan (2024). A surprisingly simple continuous-action POMDP solver: lazy cross-entropy search over policy trees. 38th AAAI Conference on Artificial Intelligence (AAAI) / 36th Conference on Innovative Applications of Artificial Intelligence / 14th Symposium on Educational Advances in Artificial Intelligence, Vancouver, Canada, 20-27 February 2024. Palo Alto, CA, United States: Association for the Advancement of Artificial Intelligence. doi: 10.1609/aaai.v38i18.29992

A surprisingly simple continuous-action POMDP solver: lazy cross-entropy search over policy trees

2023

Book

An advanced course in probability and stochastic processes

Kroese, Dirk P. and Botev, Zdravko I. (2023). An advanced course in probability and stochastic processes. New York, NY United States: Chapman and Hall. doi: 10.1201/9781003315018

An advanced course in probability and stochastic processes

2023

Journal Article

Detailed estimation of grid-side current and its oscillations caused by adjustable speed drive systems

Moradi, Arash, Farajizadeh, Farzad, Zare, Firuz, Kumar, Dinesh, Rathnayake, Hansika, Sharma, Rahul and Kroese, Dirk (2023). Detailed estimation of grid-side current and its oscillations caused by adjustable speed drive systems. IEEE Transactions on Industrial Electronics, PP (99), 1-10. doi: 10.1109/tie.2022.3206695

Detailed estimation of grid-side current and its oscillations caused by adjustable speed drive systems

2023

Journal Article

Model‐based offline reinforcement learning for sustainable fishery management

Ju, Jun, Kurniawati, Hanna, Kroese, Dirk and Ye, Nan (2023). Model‐based offline reinforcement learning for sustainable fishery management. Expert Systems, 42 (1) e13324. doi: 10.1111/exsy.13324

Model‐based offline reinforcement learning for sustainable fishery management

2022

Conference Publication

Adaptive Discretization Using Voronoi Trees for Continuous-Action POMDPs

Hoerger, Marcus, Kurniawati, Hanna, Kroese, Dirk and Ye, Nan (2022). Adaptive Discretization Using Voronoi Trees for Continuous-Action POMDPs. Fifteenth Workshop on the Algorithmic Foundations of Robotics WAFR 2022, College Park, MD United States, 22-24 June 2022. Cham, Switzerland: Springer. doi: 10.1007/978-3-031-21090-7_11

Adaptive Discretization Using Voronoi Trees for Continuous-Action POMDPs

2022

Journal Article

Current harmonics generated by multiple adjustable speed drives in distribution networks in the frequency range of 2-9 kHz

Moradi, Arash, Zare, Firuz, Kumar, Dinesh, Yaghoobi, Jalil, Sharma, Rahul and Kroese, Dirk (2022). Current harmonics generated by multiple adjustable speed drives in distribution networks in the frequency range of 2-9 kHz. IEEE Transactions on Industry Applications, 58 (4), 1-1. doi: 10.1109/tia.2022.3172024

Current harmonics generated by multiple adjustable speed drives in distribution networks in the frequency range of 2-9 kHz

2022

Journal Article

Simulating rare events in queues via neural networks

Kroese, Dirk P. and Gibson, Lachlan J. (2022). Simulating rare events in queues via neural networks. Queueing Systems, 100 (3-4), 537-539. doi: 10.1007/s11134-022-09751-0

Simulating rare events in queues via neural networks

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

2021

Conference Publication

Shadow Manifold Hamiltonian Monte Carlo

van der Heide, Chris, Hodgkinson, Liam, Roosta, Fred and Kroese, Dirk (2021). Shadow Manifold Hamiltonian Monte Carlo. International Conference on Artificial Intelligence and Statistics, Online, 27-30- July 2021. Tempe, AZ United States: ML Research Press.

Shadow Manifold Hamiltonian Monte Carlo

2021

Conference Publication

Current harmonics generated by multi-power converters in distribution networks in the frequency range of 2-9 kHz

Moradi, Arash, Yaghoobi, Jalil, Zare, Firuz, Kumar, Dinesh, Sharma, Rahul and Kroese, Dirk (2021). Current harmonics generated by multi-power converters in distribution networks in the frequency range of 2-9 kHz. IEEE 19th International Power Electronics and Motion Control Conference (PEMC), Gliwice, Poland, 25-29 April 2021. Piscataway, NJ, United States: Institute of Electrical and Electronics Engineers. doi: 10.1109/PEMC48073.2021.9432621

Current harmonics generated by multi-power converters in distribution networks in the frequency range of 2-9 kHz

2021

Journal Article

Rare events in random geometric graphs

Hirsch, Christian, Moka, Sarat B., Taimre, Thomas and Kroese, Dirk P. (2021). Rare events in random geometric graphs. Methodology and Computing in Applied Probability, 24 (3), 1367-1383. doi: 10.1007/s11009-021-09857-7

Rare events in random geometric graphs

2021

Conference Publication

MOOR: Model-based offline reinforcement learning for sustainable fishery management

Ju, Jun, Kurniawati, Hanna, Kroese, Dirk and Ye, Nan (2021). MOOR: Model-based offline reinforcement learning for sustainable fishery management. 24th International Congress on Modelling and Simulation, Sydney, NSW, Australia, 5 - 10 December 2021. Sydney, NSW, Australia: International Congress on Modelling and Simulation. doi: 10.36334/modsim.2021.M2.ju

MOOR: Model-based offline reinforcement learning for sustainable fishery management

2020

Journal Article

Perfect sampling for Gibbs point processes using partial rejection sampling

Moka, Sarat B. and Kroese, Dirk P. (2020). Perfect sampling for Gibbs point processes using partial rejection sampling. Bernoulli, 26 (3), 2082-2104. doi: 10.3150/19-BEJ1184

Perfect sampling for Gibbs point processes using partial rejection sampling

2020

Journal Article

Chromosome arm aneuploidies shape tumour evolution and drug response

Shukla, Ankit, Nguyen, Thu H. M., Moka, Sarat B., Ellis, Jonathan J., Grady, John P., Oey, Harald, Cristino, Alexandre S., Khanna, Kum Kum, Kroese, Dirk P., Krause, Lutz, Dray, Eloise, Fink, J. Lynn and Duijf, Pascal H. G. (2020). Chromosome arm aneuploidies shape tumour evolution and drug response. Nature Communications, 11 (1) 449, 449. doi: 10.1038/s41467-020-14286-0

Chromosome arm aneuploidies shape tumour evolution and drug response

2019

Book

Data science and machine learning: Mathematical and statistical methods

Kroese, Dirk P., Botev, Zdravko I., Taimre, Thomas and Vaisman, Radislav (2019). Data science and machine learning: Mathematical and statistical methods. Boca Raton, FL, United States: CRC Press. doi: 10.1201/9780367816971

Data science and machine learning: Mathematical and statistical methods

2019

Conference Publication

Exact posterior simulation from the linear lasso regression

Botev, Zdravko, Chen, Yi-Lung, L'Ecuyer, Pierre, MacNamara, Shev and Kroese, Dirk P. (2019). Exact posterior simulation from the linear lasso regression. 2018 Winter Simulation Conference, WSC 2018, Gothenburg, Sweden, 9-12 December 2018. Piscataway, NJ, United States: Institute of Electrical and Electronics Engineers. doi: 10.1109/WSC.2018.8632237

Exact posterior simulation from the linear lasso regression

2019

Conference Publication

Inventory control with partially observable states

Wang, Erli, Kurniawati, Hanna and Kroese, Dirk P. (2019). Inventory control with partially observable states. 23rd International Congress on Modelling and Simulation - Supporting Evidence-Based Decision Making: The Role of Modelling and Simulation, MODSIM 2019, Canberra, ACT, Australia, 1 - 6 December 2019. Modelling and Simulation Society of Australia and New Zealand Inc. (MSSANZ). doi: 10.36334/modsim.2019.B1.wang

Inventory control with partially observable states

2019

Conference Publication

Unbiased estimation of the reciprocal mean for non-negative random variables

Moka, Sarat Babu, Kroese, Dirk P. and Juneja, Sandeep (2019). Unbiased estimation of the reciprocal mean for non-negative random variables. 2019 Winter Simulation Conference (WSC), National Harbor, MD, United States, 8-11 December 2019. Piscataway, NJ, United States: Institute of Electrical and Electronics Engineers. doi: 10.1109/wsc40007.2019.9004815

Unbiased estimation of the reciprocal mean for non-negative random variables

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