Dirk Kroese

Dirk Kroese's research interests are in: Monte Carlo methods, rare-event simulation, the cross-entropy method, applied probability, and randomised optimisation.

Dirk Kroese is a professor of Mathematics and Statistics at the School of Mathematics and Physics of the University of Queensland. He has held teaching and research positions at The University of Texas at Austin, Princeton University, the University of Twente, the University of Melbourne, and the University of Adelaide. His research interests include Monte Carlo methods, adaptive importance sampling, randomized optimization, and rare-event simulation. He has over 120 peer-reviewed publications, including six monographs:

• Rubinstein, R.Y., Kroese, D.P. (2004). The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation, and Machine Learning, Springer, New York.
• Rubinstein, R. Y. , Kroese, D. P. (2007). Simulation and the Monte Carlo Method, 2nd edition, John Wiley & Sons.
• Kroese, D.P., Taimre, T., and Botev, Z.I. (2011). Handbook of Monte Carlo Methods, Wiley Series in Probability and Statistics, John Wiley & Sons, New York.
• Kroese, D.P. and Chan, J.C.C. (2014). Statistical Modeling and Computation, Springer, New York.
• Rubinstein, R. Y. , Kroese, D. P. (2017). Simulation and the Monte Carlo Method, 3rd edition, John Wiley & Sons.
• Kroese, D.P., Botev, Z.I., Taimre, T and Vaisman, R. (2019) Data Science and Machine Learning: Mathematical and Statistical Methods, Chapman & Hill/CRC.
• Kroese, D.P. and Botev, Z.I. (2023). An Advanced Course in Probability and Stochastic Processes, Chapman & Hill/CRC.