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List of works by Zdravko I. Botev

Accurate computation of the right tail of the sum of dependent log-normal variates

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

Efficient Monte Carlo simulation via the generalized splitting method

article

Efficient probability estimation and simulation of the truncated multivariate student-t distribution

scientific article (publication date: December 2015)

Handbook of Monte Carlo Methods

Handbook of Monte Carlo Methods

scientific article published on 28 February 2011

Kernel density estimation via diffusion

Non-asymptotic Bandwidth Selection for Density Estimation of Discrete Data

article published in 2008

Simulation and the Monte Carlo Method

scientific article published on 3 December 2007

Simulation from the Normal Distribution Truncated to an Interval in the Tail

Spatial Process Simulation

scientific article published on 19 August 2014

Static Network Reliability Estimation under the Marshall-Olkin Copula

Tail distribution of the maximum of correlated Gaussian random variables

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

Variance Reduction

Why the Monte Carlo method is so important today

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