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2018 Conference Publication An on-line planner for POMDPs with large discrete action space: A quantile-based approachWang, Erli, Kurniawati, Hanna and Kroese, Dirk P. (2018). An on-line planner for POMDPs with large discrete action space: A quantile-based approach. 28th International Conference on Automated Planning and Scheduling ICAPS 2018, Delft, Netherlands, 24 - 29 June 2018. Menlo Park, CA United States: AAAI Press. doi: 10.1609/icaps.v28i1.13906 |
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2018 Journal Article On the analysis of independent sets via multilevel splittingVaisman, Radislav and Kroese, Dirk P. (2018). On the analysis of independent sets via multilevel splitting. Networks, 71 (3), 281-301. doi: 10.1002/net.21805 |
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2018 Conference Publication On a generalized splitting method for sampling from a conditional distributionL'Ecuyer, Pierre, Botev, Zdravko I. and Kroese, Dirk P. (2018). On a generalized splitting method for sampling from a conditional distribution. 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.2018.8632422 |
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2017 Journal Article Splitting for Multi-objective OptimizationDuan, Qibin and Kroese, Dirk P. (2017). Splitting for Multi-objective Optimization. Methodology and Computing in Applied Probability, 20 (2), 517-533. doi: 10.1007/s11009-017-9572-5 |
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2017 Journal Article Without-replacement sampling for particle methods on finite state spacesShah, Rohan and Kroese, Dirk P. (2017). Without-replacement sampling for particle methods on finite state spaces. Statistics and Computing, 28 (3), 1-20. doi: 10.1007/s11222-017-9752-8 |
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2017 Journal Article The Multilevel Splitting algorithm for graph colouring with application to the Potts modelVaisman, Radislav, Roughan, Matthew and Kroese, Dirk P. (2017). The Multilevel Splitting algorithm for graph colouring with application to the Potts model. Philosophical Magazine, 97 (19), 1646-1673. doi: 10.1080/14786435.2017.1312023 |
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2017 Journal Article CEoptim: cross-entropy R package for optimizationBenham, Tim, Duan, Qibin, Kroese, Dirk P. and Liquet, Benoît (2017). CEoptim: cross-entropy R package for optimization. Journal of Statistical Software, 76 (1), 1-29. doi: 10.18637/jss.v076.i08 |
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2017 Conference Publication CEMAB: a cross-entropy-based method for large-scale multi-armed banditsWang, Erli, Kurniawati, Hanna and Kroese, Dirk P. (2017). CEMAB: a cross-entropy-based method for large-scale multi-armed bandits. ACALCI 2017 Australasian Conference on Artificial Life and Computational Intelligence, Geelong, VIC, Australia, 31 January – 2 February 2017. Heidelberg, Germany: Springer. doi: 10.1007/978-3-319-51691-2_30 |
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2017 Book Simulation and the Monte Carlo methodRubinstein, Reuven Y. and Kroese, Dirk P. (2017). Simulation and the Monte Carlo method. 3rd ed. Hoboken, NJ, United States: John Wiley and Sons. doi: 10.1002/9781118631980 |
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2017 Conference Publication Efficient estimation of tail probabilities of the typical distance in preferential attachment modelsGrant, Morgan R. and Kroese, Dirk P. (2017). Efficient estimation of tail probabilities of the typical distance in preferential attachment models. 2016 Winter Simulation Conference, WSC 2016, Arlington, VA, United States, 11 - 14 December 2016. Piscataway, NJ, United States: Institute of Electrical and Electronics Engineers. doi: 10.1109/WSC.2016.7822101 |
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2016 Journal Article Splitting sequential Monte Carlo for efficient unreliability estimation of highly reliable networksVaisman, Radislav, Kroese, Dirk P. and Gertsbakh, Ilya B. (2016). Splitting sequential Monte Carlo for efficient unreliability estimation of highly reliable networks. Structural Safety, 63, 1-10. doi: 10.1016/j.strusafe.2016.07.001 |
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2016 Journal Article Splitting for optimizationDuan, Qibin and Kroese, Dirk P. (2016). Splitting for optimization. Computers and Operations Research, 73, 119-131. doi: 10.1016/j.cor.2016.04.015 |
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2016 Journal Article A comparison of random walks in dependent random environmentsScheinhardt, Werner R. W. and Kroese, Dirk P. (2016). A comparison of random walks in dependent random environments. Advances in Applied Probability, 48 (1), 199-214. doi: 10.1017/apr.2015.13 |
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2016 Journal Article Improved sampling plans for combinatorial invariants of coherent systemsVaisman, Radislav, Kroese, Dirk P. and Gertsbakh, Ilya B. (2016). Improved sampling plans for combinatorial invariants of coherent systems. IEEE Transactions on Reliability, 65 (1) 7161416, 410-424. doi: 10.1109/TR.2015.2446471 |
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2016 Journal Article Fitting Laguerre tessellation approximations to tomographic image dataSpettl, A., Brereton, T., Duan, Q., Werz, T., Krill, C. E., Kroese, D. P. and Schmidt, V. (2016). Fitting Laguerre tessellation approximations to tomographic image data. Philosophical Magazine, 96 (2), 166-189. doi: 10.1080/14786435.2015.1125540 |
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2016 Conference Publication Estimating the number of vertices in convex polytopesSalomone, Robert, Vaisman, Radislav and Kroese, Dirk (2016). Estimating the number of vertices in convex polytopes. 4th Annual International Conference on Operations Research and Statistics (ORS 2016), 5th Annual Conference on Computational Mathematics, Computational Geometry & Statistics (CMCGS 2016), Singapore, Singapore, 18 - 19 January 2016. Singapore, Singapore: Global Science and Technology Forum. doi: 10.5176/2251-1938_ORS16.25 |
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2015 Journal Article Stochastic Enumeration Method for Counting TreesVaisman, Radislav and Kroese, Dirk P (2015). Stochastic Enumeration Method for Counting Trees. Methodology and Computing in Applied Probability, 19 (1), 31-73. doi: 10.1007/s11009-015-9457-4 |
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2015 Journal Article Stochastic modeling and predictive simulations for the microstructure of organic semiconductor films processed with different spin coating velocitiesWesthoff, D., Van Franeker, J. J., Brereton, T., Kroese, D. P., Janssen, R. A. J. and Schmidt, V. (2015). Stochastic modeling and predictive simulations for the microstructure of organic semiconductor films processed with different spin coating velocities. Modelling and Simulation in Materials Science and Engineering, 23 (4) 045003, 1-21. doi: 10.1088/0965-0393/23/4/045003 |
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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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2015 Conference Publication Rare event probability estimation for connectivity of large random graphsShah, Rohan, Hirsch, Christian, Kroese, Dirk P. and Schmidt, Volker (2015). Rare event probability estimation for connectivity of large random graphs. Winter Simulation Conference, WSC 2014, Savannah, GA, United States, 7-10 December 2014. Piscataway, NJ, United States: Institute of Electrical and Electronics Engineers. doi: 10.1109/WSC.2014.7019916 |
