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2011 Conference Publication Fitting mixture importance sampling distributions via improved cross-entropyBrereton, Tim J., Chan, Joshua C. C. and Kroese, Dirk P. (2011). Fitting mixture importance sampling distributions via improved cross-entropy. 2011 Winter Simulation Conference, Phoenix, AZ, United States, 11-14 December 2011. Piscataway, NJ, United States: IEEE. doi: 10.1109/WSC.2011.6147769 |
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2011 Journal Article Estimating change-points in biological sequences via the cross-entropy methodEvans, G. E., Sofronov, G. Y., Keith, J. M. and Kroese, D. P. (2011). Estimating change-points in biological sequences via the cross-entropy method. Annals of Operations Research, 189 (1), 155-165. doi: 10.1007/s10479-010-0687-0 |
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2011 Journal Article A comparison of cross-entropy and variance minimization strategiesChan, Joshua. C., Glynn, Peter W. and Kroese, Dirk P. (2011). A comparison of cross-entropy and variance minimization strategies. Journal of Applied Probability, 48 A (A), 1-15. doi: 10.1239/jap/1318940464 |
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2011 Conference Publication Greedy servers on a torusStacey, Karl W. and Kroese, Dirk P. (2011). Greedy servers on a torus. 2011 Winter Simulation Conference, Phoenix, AZ, United States, 11-14 December 2011. Piscataway, NJ, United States: IEEE. doi: 10.1109/WSC.2011.6147764 |
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2011 Book Handbook of Monte Carlo MethodsKroese, Dirk P., Taimre, Thomas and Botev, Zdravko I. (2011). Handbook of Monte Carlo Methods. Hoboken, NJ, U.S.A.: John Wiley & Sons. doi: 10.1002/9781118014967 |
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2010 Journal Article Kernel density estimation via diffusionBotev, Z. I., Grotowski, J. F. and Kroese, D. P. (2010). Kernel density estimation via diffusion. Annals of Statistics, 38 (5), 2916-2957. doi: 10.1214/10-AOS799 |
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2010 Journal Article Efficient estimation of large portfolio loss probabilities in t-copula modelsChan, Joshua C. C. and Kroese, Dirk P. (2010). Efficient estimation of large portfolio loss probabilities in t-copula models. European Journal of Operational Research, 205 (2), 361-367. doi: 10.1016/j.ejor.2010.01.003 |
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2010 Other Outputs Improved Cross-Entropy Method for EstimationJoshua C. C. Chan and Dirk P. Kroese (2010). Improved Cross-Entropy Method for Estimation. School of Economics, University of Queensland. |
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2010 Book Chapter Cross-entropy methodKroese, 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 |
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2009 Journal Article Identifying Change-Points in Biological Sequences via Sequential Importance SamplingSofronov, George Yu., Evans, Gareth E., Keith, Jonathan M. and Kroese, Dirk P (2009). Identifying Change-Points in Biological Sequences via Sequential Importance Sampling. Environmental Modeling & Assessment, 14 (5), 577-584. doi: 10.1007/s10666-008-9160-8 |
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2009 Conference Publication Optimal generation expansion planning via the cross-entropy methodKothari, Rishabh P. and Kroese, Dirk P. (2009). Optimal generation expansion planning via the cross-entropy method. 2009 Winter Simulation Conference (ERA Rank B), Austin, Texas, 13-16 December 2009. United States: IEEE - Inst Electrical Electronics Engineers Inc. doi: 10.1109/WSC.2009.5429296 |
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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 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 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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2008 Conference Publication The Generalized Gibbs Sampler and the Neighborhood SamplerKeith, J. M., Sofronov, G. Y. and Kroese, D. P. (2008). The Generalized Gibbs Sampler and the Neighborhood Sampler. 7th International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing, Ulm, Germany, 14-18 August, 2006. Berlin: Springer-Verlag. doi: 10.1007/978-3-540-74496-2_31 |
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2008 Conference Publication Randomized methods for solving the Winner Determination Problem in combinatorial auctionsChan, J. C. C. and Kroese, D. P. (2008). Randomized methods for solving the Winner Determination Problem in combinatorial auctions. Winter Simulation Conference 2008 (WSC 2008), Miami, United States, 7-10 December, 2008. Piscataway, NJ, U.S.A.: IEEE. doi: 10.1109/WSC.2008.4736208 |
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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 Book Simulation and the Monte Carlo MethodRubinstein, Reuven Y. and Kroese, Dirk P. (2008). Simulation and the Monte Carlo Method. 2nd ed. New York, United States: John Wiley & Sons. doi: 10.1002/9780470230381 |
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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 |
