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List of works by Dirk P. Kroese

A General Framework for Consistent Estimation of Charge Transport Properties via Random Walks in Random Environments

A Generalized Markov Sampler

A Tutorial on the Cross-Entropy Method

A critical exponent for shortest-path scaling in continuum percolation

A simulated annealing algorithm for finding consensus sequences

scientific article published in November 2002

Adaptive independence samplers

An Efficient Algorithm for Rare-event Probability Estimation, Combinatorial Optimization, and Counting

An optimal sequential procedure for a buying-selling problem with independent observations

Application of the cross-entropy method to clustering and vector quantization

scientific article published on 10 August 2006

Chromosome arm aneuploidies shape tumour evolution and drug response

scientific article published on 23 January 2020

Controlling the number of HIV infectives in a mobile population.

scientific article published on 21 March 2008

Convergence properties of the cross-entropy method for discrete optimization

scientific article published in September 2007

Cross-Entropy Method

scientific article published in 2013

Efficient Monte Carlo simulation via the generalized splitting method

article

Efficient Simulation of Markov Chains Using Segmentation

Efficient estimation of large portfolio loss probabilities in t-copula models

scientific article published in September 2010

Efficient estimation of overflow probabilities in queues with breakdowns

scientific article published in August 1999

Efficient simulation of charge transport in deep-trap media

scientific article published in December 2012

Fitting mixture importance sampling distributions via improved cross-entropy

scientific article published in December 2011

Greedy servers on a torus

scientific article published in December 2011

HEAVY TAILS, IMPORTANCE SAMPLING AND CROSS–ENTROPY

scientific article published on 9 February 2005

Handbook of Monte Carlo Methods

Handbook of Monte Carlo Methods

scientific article published on 28 February 2011

Identifying Change-Points in Biological Sequences via Sequential Importance Sampling

Improved Sampling Plans for Combinatorial Invariants of Coherent Systems

scientific article published in March 2016

Improved algorithms for rare event simulation with heavy tails

scientific article published in June 2006

Improved cross-entropy method for estimation

scientific article published on 22 September 2011

Kernel density estimation via diffusion

Monte Carlo methods

scientific article published on 7 September 2011

Network Reliability Optimization via the Cross-Entropy Method

scientific article published in June 2007

Network reliability estimation using the tree cut and merge algorithm with importance sampling

Non-asymptotic Bandwidth Selection for Density Estimation of Discrete Data

article published in 2008

Optimal generation expansion planning via the Cross-Entropy method

scientific article published in December 2009

Parallel cross-entropy optimization

Preface

scientific article published on 11 May 2010

Preface

scientific article published in February 2005

Randomized methods for solving the Winner Determination Problem in combinatorial auctions

scientific article published in December 2008

Rare event probability estimation for connectivity of large random graphs

scientific article published in December 2014

Rare-event probability estimation with conditional Monte Carlo

scientific article published on 24 March 2009

Simulation and the Monte Carlo Method

scientific article published on 3 December 2007

Single-server queues with spatially distributed arrivals

scientific article published in March 1994

Spatial Process Simulation

scientific article published on 19 August 2014

Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process

scientific article (publication date: November 2004)

Stability and performance of greedy server systems

scientific article published in July 2011

Stochastic Enumeration Method for Counting Trees

scientific article published on 16 August 2015

Stochastic models for the spread of HIV in a mobile heterosexual population.

scientific article

THE TREE CUT AND MERGE ALGORITHM FOR ESTIMATION OF NETWORK RELIABILITY

scientific article published in January 2003

The Cross-Entropy Method for Continuous Multi-Extremal Optimization

scientific article published in September 2006

The Cross-Entropy Method for Estimation

scientific article published in 2013

The Cross-Entropy Method for Network Reliability Estimation

scientific article published in February 2005

The Cross-Entropy Method for Optimization

scientific article published in 2013

The Generalized Cross Entropy Method, with Applications to Probability Density Estimation

article published in 2009

Truck fleet model for design and assessment of flexible pavements

Why the Monte Carlo method is so important today