Dirk P. Kroese

According to our database1, Dirk P. Kroese authored at least 54 papers between 1989 and 2019.

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Bibliography

2019
Unbiased Estimation of The Reciprocal Mean For Non-Negative Random Variables.
Proceedings of the 2019 Winter Simulation Conference, 2019

2018
Without-replacement sampling for particle methods on finite state spaces.
Stat. Comput., 2018

On the analysis of independent sets via multilevel splitting.
Networks, 2018

On a generalized splitting method for Sampling from a Conditional Distribution.
Proceedings of the 2018 Winter Simulation Conference, 2018

Exact posterior simulation from the linear Lasso Regression.
Proceedings of the 2018 Winter Simulation Conference, 2018

An On-Line Planner for POMDPs with Large Discrete Action Space: A Quantile-Based Approach.
Proceedings of the Twenty-Eighth International Conference on Automated Planning and Scheduling, 2018

2017
CEMAB: A Cross-Entropy-based Method for Large-Scale Multi-Armed Bandits.
Proceedings of the Artificial Life and Computational Intelligence, 2017

2016
Improved Sampling Plans for Combinatorial Invariants of Coherent Systems.
IEEE Trans. Reliab., 2016

Splitting for optimization.
Comput. Oper. Res., 2016

Efficient estimation of tail probabilities of the typical distance in preferential attachment models.
Proceedings of the Winter Simulation Conference, WSC 2016, 2016

2014
A General Framework for Consistent Estimation of Charge Transport Properties via Random Walks in Random Environments.
Multiscale Model. Simul., 2014

Automated State-Dependent Importance Sampling for Markov Jump Processes via Sampling from the Zero-Variance Distribution.
J. Appl. Probab., 2014

Inverting Laguerre Tessellations.
Comput. J., 2014

Rare event probability estimation for connectivity of large random graphs.
Proceedings of the 2014 Winter Simulation Conference, 2014

2012
Improved cross-entropy method for estimation.
Stat. Comput., 2012

Efficient Monte Carlo simulation via the generalized splitting method.
Stat. Comput., 2012

Efficient simulation of charge transport in deep-trap media.
Proceedings of the Winter Simulation Conference, 2012

2011
Stability and performance of greedy server systems - A review and open problems.
Queueing Syst. Theory Appl., 2011

Preface.
Ann. Oper. Res., 2011

Estimating change-points in biological sequences via the cross-entropy method.
Ann. Oper. Res., 2011

Rare-event probability estimation with conditional Monte Carlo.
Ann. Oper. Res., 2011

Greedy servers on a torus.
Proceedings of the Winter Simulation Conference 2011, 2011

Fitting mixture importance sampling distributions via improved cross-entropy.
Proceedings of the Winter Simulation Conference 2011, 2011

2010
Efficient estimation of large portfolio loss probabilities in t-copula models.
Eur. J. Oper. Res., 2010

2009
Optimal Generation Expansion Planning via the Cross-Entropy Method.
Proceedings of the 2009 Winter Simulation Conference, 2009

2008
Adaptive independence samplers.
Stat. Comput., 2008

Randomized methods for solving the Winner Determination Problem in combinatorial auctions.
Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008

2007
Applications of the Cross-Entropy Method in Reliability.
Proceedings of the Intelligence in Reliability Engineering: New Metaheuristics, 2007

Network Reliability Optimization via the Cross-Entropy Method.
IEEE Trans. Reliab., 2007

Generalized Cross-entropy Methods with Applications to Rare-event Simulation and Optimization.
Simul., 2007

Convergence properties of the cross-entropy method for discrete optimization.
Oper. Res. Lett., 2007

Application of the cross-entropy method to clustering and vector quantization.
J. Glob. Optim., 2007

Estimating the Number of s-t Paths in a Graph.
J. Graph Algorithms Appl., 2007

Parallel cross-entropy optimization.
Proceedings of the Winter Simulation Conference, WSC 2007, 2007

2005
Preface.
Ann. Oper. Res., 2005

The Cross-Entropy Method for Network Reliability Estimation.
Ann. Oper. Res., 2005

A Tutorial on the Cross-Entropy Method.
Ann. Oper. Res., 2005

Application of the Cross-Entropy Method to the Buffer Allocation Problem in a Simulation-Based Environment.
Ann. Oper. Res., 2005

Designing an Optimal Network Using the Cross-Entropy Method.
Proceedings of the Intelligent Data Engineering and Automated Learning, 2005

2004
The Transform Likelihood Ratio Method for Rare Event Simulation with Heavy Tails.
Queueing Syst. Theory Appl., 2004

A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing Networks.
Manag. Sci., 2004

Global Likelihood Optimization Via the Cross-Entropy Method, with an Application to Mixture Models.
Proceedings of the 36th conference on Winter simulation, 2004

2002
Efficient simulation of a tandem Jackson network.
ACM Trans. Model. Comput. Simul., 2002

On the importance function in splitting simulation.
Eur. Trans. Telecommun., 2002

A simulated annealing algorithm for finding consensus sequences.
Bioinform., 2002

Rare event simulation and combinatorial optimization using cross entropy: sequence alignment by rare event simulation.
Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

Rare event simulation and combinatorial optimization using cross entropy: estimating buffer overflows in three stages using cross-entropy.
Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

2001
Joint Distributions for Interacting Fluid Queues.
Queueing Syst. Theory Appl., 2001

1999
Efficient Estimation of Overflow Probabilities in Queues with Breakdowns.
Perform. Evaluation, 1999

1998
A Comparison of RESTART Implementations.
Proceedings of the 30th conference on Winter simulation, WSC 1998, 1998

1996
Light-Traffic Analysis for Queues with Spatially Distributed Arrivals.
Math. Oper. Res., 1996

1994
Single-server queues with spatially distributed arrivals.
Queueing Syst. Theory Appl., 1994

1993
Queueing systems on a circle.
ZOR Methods Model. Oper. Res., 1993

1989
Approximations to the Lifetime Distribution of <i>k</i>-Out-of-<i>n</i> Systems with Cold Standby.
Math. Oper. Res., 1989


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