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2005 Journal Article The cross-entropy method for network reliability estimationHui, K. P., Bean, N., Kraetzl, M. and Kroese, D. P. (2005). The cross-entropy method for network reliability estimation. Annals of Operations Research, 134 (1), 101-118. doi: 10.1007/s10479-005-5726-x |
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2005 Edited Outputs Annals of Operations ResearchAnnals of Operations Research. (2005). 134 (1) |
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2005 Conference Publication Designing an optimal network using the cross-entropy methodNariai, 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 |
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2005 Journal Article Review of Kernel Methods for Pattern AnalysisKroese, D. P. (2005). Review of Kernel Methods for Pattern Analysis. Siam Review, 47 (2), 385-387. doi: 10.1137/SIREAD000047000002000367000001 |
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2005 Journal Article Preface : From the issue entitled "The Cross-Entropy Method for Combinatorial Optimization, Rare Event Simulation and Neural Computation"Kroese, Dirk P. and Rubinstein, Reuvem Y. (2005). Preface : From the issue entitled "The Cross-Entropy Method for Combinatorial Optimization, Rare Event Simulation and Neural Computation". Annals of Operations Research, 134 (1), 17-18. doi: 10.1007/s10479-005-5723-0 |
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2005 Journal Article Application of the cross-entropy method to the buffer allocation problem in a simulation-based environmentAlon, G., Kroese, D. P., Raviv, T. and Rubinstein, R. Y. (2005). Application of the cross-entropy method to the buffer allocation problem in a simulation-based environment. Annals of Operations Research, 134 (1), 137-151. doi: 10.1007/s10479-005-5728-8 |
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2004 Journal Article Erratum: A generalised Markov sampler (Methodology and Computing in Applied Probability 6:1 (29-53))Keith, , Kroese, and Bryant, (2004). Erratum: A generalised Markov sampler (Methodology and Computing in Applied Probability 6:1 (29-53)). Methodology and Computing in Applied Probability, 6 (3). doi: 10.1023/B:MCAP.0000026605.65154.56 |
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2004 Conference Publication Global likelihood optimization via the cross-entropy method with an application to mixture modelsBotev, Zdravko and Kroese, Dirk P. (2004). Global likelihood optimization via the cross-entropy method with an application to mixture models. |
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2004 Journal Article A fast cross-entropy method for estimating buffer overflows in queuing networksDe Boer, P. T., Kroese, D. P. and Rubinstein, R. Y. (2004). A fast cross-entropy method for estimating buffer overflows in queuing networks. Management Science, 50 (7), 883-895. doi: 10.1287/mnsc.1030.0139 |
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2004 Journal Article A generalized Markov samplerKeith, Jonathan M., Kroese, Dirk P. and Bryant, Darryn (2004). A generalized Markov sampler. Methodology And Computing In Applied Probability, 6 (1), 29-53. doi: 10.1023/B:MCAP.0000012414.14405.15 |
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2004 Book The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine LearningRubinstein, R.Y. and Kroese, D. P. (2004). The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning. New York: Springer. doi: 10.1007/978-1-4757-4321-0 |
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2004 Conference Publication The transform likelihood ratio method for rare event simulation with heavy tailsKroese, 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 |
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2004 Conference Publication Global Likelihood Optimization Via The Cross-Entropy Method With An Application To Mixture ModelsBotev, 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. |
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2004 Journal Article Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death processKroese, D. P., Scheinhardt, W. R. W. and Taylor, P. J. (2004). Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process. Annals of Applied Probability, 14 (4), 2057-2089. doi: 10.1214/105051604000000477 |
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2004 Other Outputs Heavy Tails, Importance Sampling and Cross-EntropyAsmussen, S., Kroese, D. P. and Rubinstein, R. Y. (2004). Heavy Tails, Importance Sampling and Cross-Entropy. |
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2003 Journal Article The tree cut and merge algorithm for estimation of network reliabilityHui, KP, Bean, N, Kraetzl, M and Kroese, D (2003). The tree cut and merge algorithm for estimation of network reliability. Probability In The Engineering And Informational Sciences, 17 (1), 23-45. doi: 10.1017/S0269964803171021 |
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2003 Conference Publication Network reliability estimation using the tree cut and merge algorithm with importance samplingHui, 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 |
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2002 Journal Article On the importance function in splitting simulationGarvels, Marnix J. J., van Ommeren, Jan- Kees C. W. and Kroese, Dirk P. (2002). On the importance function in splitting simulation. European Transactions on Telecommunications, 13 (4), 363-371. doi: 10.1002/ett.4460130408 |
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2002 Conference Publication Sequence alignment by rare event simulationKeith, 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 |
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2002 Journal Article Efficient simulation of a Tandem Jackson NetworkKroese, D. P. and Nicola, V. F. (2002). Efficient simulation of a Tandem Jackson Network. ACM Transactions on Modeling and Computer Simulation, 12 (2), 119-141. doi: 10.1145/566392.566395 |
