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Dirk P. Kroese
2010 – today
- 2012
[j26]Zdravko I. Botev, Dirk P. Kroese: Efficient Monte Carlo simulation via the generalized splitting method. Statistics and Computing 22(1): 1-16 (2012)- [j25]Joshua C. C. Chan, Dirk P. Kroese: Improved cross-entropy method for estimation. Statistics and Computing 22(5): 1031-1040 (2012)
- [c12]Tim J. Brereton, Dirk P. Kroese, Ole Stenzel, Volker Schmidt, Björn Baumeier: Efficient simulation of charge transport in deep-trap media. Winter Simulation Conference 2012: 230
- 2011
- [j24]Dirk P. Kroese, Nahum Shimkin, Joseph Kreimer, Sandeep Juneja: Preface. Annals OR 189(1): 1-3 (2011)
- [j23]Joshua C. C. Chan, Dirk P. Kroese: Rare-event probability estimation with conditional Monte Carlo. Annals OR 189(1): 43-61 (2011)
- [j22]Gareth E. Evans, George Y. Sofronov, Jonathan M. Keith, Dirk P. Kroese: Estimating change-points in biological sequences via the cross-entropy method. Annals OR 189(1): 155-165 (2011)
- [j21]Leonardo Rojas-Nandayapa, Sergey Foss, Dirk P. Kroese: Stability and performance of greedy server systems - A review and open problems. Queueing Syst. 68(3-4): 221-227 (2011)
- [c11]Karl W. Stacey, Dirk P. Kroese: Greedy servers on a torus. Winter Simulation Conference 2011: 369-380
- [c10]Tim J. Brereton, Joshua C. C. Chan, Dirk P. Kroese: Fitting mixture importance sampling distributions via improved cross-entropy. Winter Simulation Conference 2011: 422-428
- 2010
- [j20]Joshua C. C. Chan, Dirk P. Kroese: Efficient estimation of large portfolio loss probabilities in t-copula models. European Journal of Operational Research 205(2): 361-367 (2010)
2000 – 2009
- 2009
- [c9]Rishabh P. Kothari, Dirk P. Kroese: Optimal Generation Expansion Planning via the Cross-Entropy Method. Winter Simulation Conference 2009: 1482-1491
- 2008
- [j19]Jonathan M. Keith, Dirk P. Kroese, George Y. Sofronov: Adaptive independence samplers. Statistics and Computing 18(4): 409-420 (2008)
- [c8]Joshua C. C. Chan, Dirk P. Kroese: Randomized methods for solving the Winner Determination Problem in combinatorial auctions. Winter Simulation Conference 2008: 1344-1349
- 2007
- [j18]Ben Roberts, Dirk P. Kroese: Estimating the Number of s-t Paths in a Graph. J. Graph Algorithms Appl. 11(1): 195-214 (2007)
- [j17]Dirk P. Kroese, Reuven Y. Rubinstein, Thomas Taimre: Application of the cross-entropy method to clustering and vector quantization. J. Global Optimization 37(1): 137-157 (2007)
- [j16]Andre Costa, Owen Dafydd Jones, Dirk P. Kroese: Convergence properties of the cross-entropy method for discrete optimization. Oper. Res. Lett. 35(5): 573-580 (2007)
- [j15]Zdravko I. Botev, Dirk P. Kroese, Thomas Taimre: Generalized Cross-entropy Methods with Applications to Rare-event Simulation and Optimization. Simulation 83(11): 785-806 (2007)
- [j14]Dirk P. Kroese, Kin-Ping Hui, Sho Nariai: Network Reliability Optimization via the Cross-Entropy Method. IEEE Transactions on Reliability 56(2): 275-287 (2007)
- [c7]Gareth E. Evans, Jonathan M. Keith, Dirk P. Kroese: Parallel cross-entropy optimization. Winter Simulation Conference 2007: 2196-2202
- [p1]Dirk P. Kroese, Kin-Ping Hui: Applications of the Cross-Entropy Method in Reliability. Intelligence in Reliability Engineering 2007: 37-82
- 2005
- [j13]
- [j12]Pieter-Tjerk de Boer, Dirk P. Kroese, Shie Mannor, Reuven Y. Rubinstein: A Tutorial on the Cross-Entropy Method. Annals OR 134(1): 19-67 (2005)
- [j11]Kin-Ping Hui, Nigel Bean, Miro Kraetzl, Dirk P. Kroese: The Cross-Entropy Method for Network Reliability Estimation. Annals OR 134(1): 101-118 (2005)
- [j10]G. Alon, Dirk P. Kroese, T. Raviv, Reuven Y. Rubinstein: Application of the Cross-Entropy Method to the Buffer Allocation Problem in a Simulation-Based Environment. Annals OR 134(1): 137-151 (2005)
- [c6]Sho Nariai, Kin-Ping Hui, Dirk P. Kroese: Designing an Optimal Network Using the Cross-Entropy Method. IDEAL 2005: 228-233
- 2004
- [j9]P. T. de Boer, Dirk P. Kroese, Reuven Y. Rubinstein: A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing Networks. Management Science 50(7): 883-895 (2004)
- [j8]Dirk P. Kroese, Reuven Y. Rubinstein: The Transform Likelihood Ratio Method for Rare Event Simulation with Heavy Tails. Queueing Syst. 46(3-4): 317-351 (2004)
- [c5]Zdravko I. Botev, Dirk P. Kroese: Global Likelihood Optimization Via the Cross-Entropy Method, with an Application to Mixture Models. Winter Simulation Conference 2004: 529-535
- 2002
- [j7]Jonathan M. Keith, Peter Adams, Darryn E. Bryant, Dirk P. Kroese, Keith R. Mitchelson, Duncan A. E. Cochran, Gita H. Lala: A simulated annealing algorithm for finding consensus sequences. Bioinformatics 18(11): 1494-1499 (2002)
- [j6]Marnix J. J. Garvels, Jan-Kees C. W. van Ommeren, Dirk P. Kroese: On the importance function in splitting simulation. European Transactions on Telecommunications 13(4): 363-371 (2002)
- [j5]Dirk P. Kroese, Victor F. Nicola: Efficient simulation of a tandem Jackson network. ACM Trans. Model. Comput. Simul. 12(2): 119-141 (2002)
- [c4]Pieter-Tjerk de Boer, Dirk P. Kroese, Reuven Y. Rubinstein: Rare event simulation and combinatorial optimization using cross entropy: estimating buffer overflows in three stages using cross-entropy. Winter Simulation Conference 2002: 301-309
- [c3]Jonathan M. Keith, Dirk P. Kroese: Rare event simulation and combinatorial optimization using cross entropy: sequence alignment by rare event simulation. Winter Simulation Conference 2002: 320-327
- 2001
- [j4]Dirk P. Kroese, Werner R. W. Scheinhardt: Joint Distributions for Interacting Fluid Queues. Queueing Syst. 37(1/3): 99-139 (2001)
1990 – 1999
- 1999
- [j3]Dirk P. Kroese, Victor F. Nicola: Efficient Estimation of Overflow Probabilities in Queues with Breakdowns. Perform. Eval. 36-37(1-4): 471-484 (1999)
- [c2]Dirk P. Kroese, Victor F. Nicola: Efficient simulation of a tandem Jackson network. Winter Simulation Conference 1999: 411-419
- 1998
- [c1]Marnix J. J. Garvels, Dirk P. Kroese: A Comparison of RESTART Implementations. Winter Simulation Conference 1998: 601-608
- 1994
- [j2]Dirk P. Kroese, Volker Schmidt: Single-server queues with spatially distributed arrivals. Queueing Syst. 17(1-2): 317-345 (1994)
- 1993
- [j1]Dirk P. Kroese, Volker Schmidt: Queueing systems on a circle. Math. Meth. of OR 37(3): 303-331 (1993)
Coauthor Index
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last updated on 2013-01-28 20:23 CET by the dblp team