|
2007 Conference Publication Identifying change-points in biological sequences via sequential importance samplingSofronov, 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. |
|
2007 Journal Article Stochastic models for the spread of HIV in a mobile heterosexual populationSani, A., Kroese, D. P. and Pollett, P. K. (2007). Stochastic models for the spread of HIV in a mobile heterosexual population. Mathematical Biosciences, 208 (1), 98-124. doi: 10.1016/j.mbs.2006.09.024 |
|
2007 Journal Article Generalized cross-entropy methods with applications to rare-event simulation and optimizationBotev, Z. I., Kroese, D. P. and Taimre, T. (2007). Generalized cross-entropy methods with applications to rare-event simulation and optimization. Simulation, 83 (11), 785-806. doi: 10.1177/0037549707087067 |
|
2007 Book Simulation and the Monte Carlo Method: Solutions Manual to AccompanyKroese, Dirk P., Taimre, Thomas, Botev, Zdravko I. and Rubinstein, Rueven Y. (2007). Simulation and the Monte Carlo Method: Solutions Manual to Accompany. Hoboken, NJ, United States: John Wiley & Sons. doi: 10.1002/9780470285312 |
|
2007 Journal Article Estimating the number of s-t paths in a graphRoberts, B. and Kroese, D. P. (2007). Estimating the number of s-t paths in a graph. Journal of Graph Algorithms and Applications, 11 (1), 195-214. doi: 10.7155/jgaa.00142 |
|
2007 Conference Publication Parallel Cross-Entropy optimizationEvans, 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. |
|
2007 Conference Publication Optimal epidemic intervention of HIV spread using the cross-entropy methodSani, 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. |
|
2007 Book Chapter Applications of the cross-entropy method in reliabilityKroese, 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 |
|
2007 Journal Article Application of the cross-entropy method to clustering and vector quantizationKroese, Dirk P., Rubinstein, Reuven Y. and Taimre, Thomas (2007). Application of the cross-entropy method to clustering and vector quantization. Journal of Global Optimization, 37 (1), 137-157. doi: 10.1007/s10898-006-9041-0 |
|
2007 Book Solutions manual to accompany simulation and the Monte Carlo MethodKroese, Dirk P., Taimre, Thomas, Botev, Zdravko I. and Rubinstein, Reuven Y. (2007). Solutions manual to accompany simulation and the Monte Carlo Method. 2nd ed. Hoboken, N.J., U.S.A.: Wiley-Interscience. |
|
2007 Journal Article Network reliability optimization via the cross-entropy methodKroese, D. P., Hui, K. P. and Nariai, S. (2007). Network reliability optimization via the cross-entropy method. IEEE Transactions on Reliability, 56 (2), 275-287. doi: 10.1109/TR.2007.895303 |
|
2007 Conference Publication Parallel cross-entropy optimizationEvans, 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 |
|
2007 Journal Article Convergence properties of the cross-entropy method for discrete optimizationCosta, A., Jones, O. D. and Kroese, D. P. (2007). Convergence properties of the cross-entropy method for discrete optimization. Operations Research Letters, 35 (5), 573-580. doi: 10.1016/j.orl.2006.11.005 |
|
2006 Conference Publication Generalized cross-entropy methods for rare events and optimizationBotev, 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. |
|
2006 Journal Article Improved algorithms for rare event simulation with heavy tailsAsmussen, Søren and Kroese, Dirk P. (2006). Improved algorithms for rare event simulation with heavy tails. Advances In Applied Probability, 38 (2), 545-558. doi: 10.1239/aap/1151337084 |
|
2006 Journal Article The cross-entropy method for continuous multi-extremal optimizationKroese, Dirk P., Porotsky, Sergey and Rubinstein, Reuven Y. (2006). The cross-entropy method for continuous multi-extremal optimization. Methodology and Computing In Applied Probability, 8 (3), 383-407. doi: 10.1007/s11009-006-9753-0 |
|
2006 Journal Article An optimal sequential procedure for a buying-selling problem with independent observationsSofronov, G, Keith, JM and Kroese, DP (2006). An optimal sequential procedure for a buying-selling problem with independent observations. Journal of Applied Probability, 43 (2), 454-462. doi: 10.1239/jap/1152413734 |
|
2005 Conference Publication On the Design of Multi-type Networks via the Cross-Entropy MethodNariai, 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 |
|
2005 Journal Article A tutorial on the cross-entropy methodDe Boer, Pieter-Tjerk, Kroese, Dirk P., Mannor, Shie and Rubinstein, Reuven Y. (2005). A tutorial on the cross-entropy method. Annals of Operations Research, 134 (1), 19-67. doi: 10.1007/s10479-005-5724-z |
|
2005 Journal Article Heavy tails, importance sampling and cross-entropyAsmussen, S., Kroese, D. P. and Rubinstein, R. Y. (2005). Heavy tails, importance sampling and cross-entropy. Stochastic Models, 21 (1), 57-76. doi: 10.1081/STM-200046472 |
