Dirk P. Kroese

According to our database, Dirk P. Kroese authored at least 61 papers between 1989 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2024

A Surprisingly Simple Continuous-Action POMDP Solver: Lazy Cross-Entropy Search Over Policy Trees.

Marcus Hörger, Hanna Kurniawati, Dirk P. Kroese, Nan Ye

Proceedings of the Thirty-Eighth AAAI Conference on Artificial Intelligence, 2024

2023

A Flow-Based Generative Model for Rare-Event Simulation.

Lachlan Gibson, Marcus Hörger, Dirk P. Kroese

CoRR, 2023

Adaptive Discretization using Voronoi Trees for Continuous POMDPs.

Marcus Hörger, Hanna Kurniawati, Dirk P. Kroese, Nan Ye

CoRR, 2023

2022

Simulating rare events in queues via neural networks.

Dirk P. Kroese, Lachlan J. Gibson

Queueing Syst. Theory Appl., 2022

Adaptive Discretization Using Voronoi Trees for Continuous-Action POMDPs.

Marcus Hörger, Hanna Kurniawati, Dirk P. Kroese, Nan Ye

Proceedings of the Algorithmic Foundations of Robotics XV, 2022

2019

Unbiased Estimation of The Reciprocal Mean For Non-Negative Random Variables.

Sarat Babu Moka, Dirk P. Kroese, Sandeep Juneja

Proceedings of the 2019 Winter Simulation Conference, 2019

2018

Without-replacement sampling for particle methods on finite state spaces.

Rohan Shah, Dirk P. Kroese

Stat. Comput., 2018

On the analysis of independent sets via multilevel splitting.

Radislav Vaisman, Dirk P. Kroese

Networks, 2018

On a generalized splitting method for Sampling from a Conditional Distribution.

Pierre L'Ecuyer, Zdravko I. Botev, Dirk P. Kroese

Proceedings of the 2018 Winter Simulation Conference, 2018

Exact posterior simulation from the linear Lasso Regression.

Zdravko I. Botev, Yi-Lung Chen, Pierre L'Ecuyer, Shev MacNamara, Dirk P. Kroese

Proceedings of the 2018 Winter Simulation Conference, 2018

An On-Line Planner for POMDPs with Large Discrete Action Space: A Quantile-Based Approach.

Erli Wang, Hanna Kurniawati, Dirk P. Kroese

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.

Erli Wang, Hanna Kurniawati, Dirk P. Kroese

Proceedings of the Artificial Life and Computational Intelligence, 2017

2016

Improved Sampling Plans for Combinatorial Invariants of Coherent Systems.

Radislav Vaisman, Dirk P. Kroese, Ilya B. Gertsbakh

IEEE Trans. Reliab., 2016

Splitting for optimization.

Qibin Duan, Dirk P. Kroese

Comput. Oper. Res., 2016

Efficient estimation of tail probabilities of the typical distance in preferential attachment models.

Morgan R. Grant, Dirk P. Kroese

Proceedings of the Winter Simulation Conference, 2016

2014

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

Ole Stenzel, Christian Hirsch, Tim J. Brereton, Björn Baumeier, Denis Andrienko, Dirk P. Kroese, Volker Schmidt

Multiscale Model. Simul., 2014

Automated State-Dependent Importance Sampling for Markov Jump Processes via Sampling from the Zero-Variance Distribution.

Adam W. Grace, Dirk P. Kroese, Werner Sandmann

J. Appl. Probab., 2014

Inverting Laguerre Tessellations.

Qibin Duan, Dirk P. Kroese, Tim J. Brereton, Aaron Spettl, Volker Schmidt

Comput. J., 2014

Rare event probability estimation for connectivity of large random graphs.

Rohan Shah, Christian Hirsch, Dirk P. Kroese, Volker Schmidt

Proceedings of the 2014 Winter Simulation Conference, 2014

2012

Improved cross-entropy method for estimation.

Joshua C. C. Chan, Dirk P. Kroese

Stat. Comput., 2012

Efficient Monte Carlo simulation via the generalized splitting method.

Zdravko I. Botev, Dirk P. Kroese

Stat. Comput., 2012

Efficient simulation of charge transport in deep-trap media.

Tim J. Brereton, Dirk P. Kroese, Ole Stenzel, Volker Schmidt, Björn Baumeier

Proceedings of the Winter Simulation Conference, 2012

2011

Stability and performance of greedy server systems - A review and open problems.

Leonardo Rojas-Nandayapa, Sergey Foss, Dirk P. Kroese

Queueing Syst. Theory Appl., 2011

Preface.

Dirk P. Kroese, Nahum Shimkin, Joseph Kreimer, Sandeep Juneja

Ann. Oper. Res., 2011

Estimating change-points in biological sequences via the cross-entropy method.

Gareth E. Evans, George Y. Sofronov, Jonathan M. Keith, Dirk P. Kroese

Ann. Oper. Res., 2011

Rare-event probability estimation with conditional Monte Carlo.

Joshua C. C. Chan, Dirk P. Kroese

Ann. Oper. Res., 2011

Greedy servers on a torus.

Karl W. Stacey, Dirk P. Kroese

Proceedings of the Winter Simulation Conference 2011, 2011

Fitting mixture importance sampling distributions via improved cross-entropy.

Tim J. Brereton, Joshua C. C. Chan, Dirk P. Kroese

Proceedings of the Winter Simulation Conference 2011, 2011

2010

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

Joshua C. C. Chan, Dirk P. Kroese

Eur. J. Oper. Res., 2010

2009

Optimal Generation Expansion Planning via the Cross-Entropy Method.

Rishabh P. Kothari, Dirk P. Kroese

Proceedings of the 2009 Winter Simulation Conference, 2009

2008

Adaptive independence samplers.

Jonathan M. Keith, Dirk P. Kroese, George Y. Sofronov

Stat. Comput., 2008

Randomized methods for solving the Winner Determination Problem in combinatorial auctions.

Joshua C. C. Chan, Dirk P. Kroese

Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008

2007

Applications of the Cross-Entropy Method in Reliability.

Dirk P. Kroese, Kin-Ping Hui

Proceedings of the Intelligence in Reliability Engineering: New Metaheuristics, 2007

Network Reliability Optimization via the Cross-Entropy Method.

Dirk P. Kroese, Kin-Ping Hui, Sho Nariai

IEEE Trans. Reliab., 2007

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

Zdravko I. Botev, Dirk P. Kroese, Thomas Taimre

Simul., 2007

Convergence properties of the cross-entropy method for discrete optimization.

Andre Costa, Owen Dafydd Jones, Dirk P. Kroese

Oper. Res. Lett., 2007

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

Dirk P. Kroese, Reuven Y. Rubinstein, Thomas Taimre

J. Glob. Optim., 2007

Estimating the Number of s-t Paths in a Graph.

Ben Roberts, Dirk P. Kroese

J. Graph Algorithms Appl., 2007

Parallel cross-entropy optimization.

Gareth E. Evans, Jonathan M. Keith, Dirk P. Kroese

Proceedings of the Winter Simulation Conference, 2007

2005

Preface.

Dirk P. Kroese, Reuven Y. Rubinstein

Ann. Oper. Res., 2005

The Cross-Entropy Method for Network Reliability Estimation.

Kin-Ping Hui, Nigel G. Bean, Miro Kraetzl, Dirk P. Kroese

Ann. Oper. Res., 2005

A Tutorial on the Cross-Entropy Method.

Pieter-Tjerk de Boer, Dirk P. Kroese, Shie Mannor, Reuven Y. Rubinstein

Ann. Oper. Res., 2005

Application of the Cross-Entropy Method to the Buffer Allocation Problem in a Simulation-Based Environment.

G. Alon, Dirk P. Kroese, Tal Raviv, Reuven Y. Rubinstein

Ann. Oper. Res., 2005

Designing an Optimal Network Using the Cross-Entropy Method.

Sho Nariai, Kin-Ping Hui, Dirk P. Kroese

Proceedings of the Intelligent Data Engineering and Automated Learning, 2005

On the design of multi-type networks via the cross-entropy method.

Sho Nariai, Dirk P. Kroese

Proceedings of the 5th International Workshop on Design of Reliable Communication Networks, 2005

2004

The Transform Likelihood Ratio Method for Rare Event Simulation with Heavy Tails.

Dirk P. Kroese, Reuven Y. Rubinstein

Queueing Syst. Theory Appl., 2004

A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing Networks.

Pieter-Tjerk de Boer, Dirk P. Kroese, Reuven Y. Rubinstein

Manag. Sci., 2004

Global Likelihood Optimization Via the Cross-Entropy Method, with an Application to Mixture Models.

Zdravko I. Botev, Dirk P. Kroese

Proceedings of the 36th conference on Winter simulation, 2004

2003

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

Kin-Ping Hui, Nigel G. Bean, Miro Kraetzl, Dirk P. Kroese

Proceedings of the Fourth International Workshop on Design of Reliable Communication Networks, 2003

2002

Efficient simulation of a tandem Jackson network.

Dirk P. Kroese, Victor F. Nicola

ACM Trans. Model. Comput. Simul., 2002

On the importance function in splitting simulation.

Marnix J. J. Garvels, Jan-Kees C. W. van Ommeren, Dirk P. Kroese

Eur. Trans. Telecommun., 2002

A simulated annealing algorithm for finding consensus sequences.

Jonathan M. Keith, Peter Adams, Darryn E. Bryant, Dirk P. Kroese, Keith R. Mitchelson, Duncan A. E. Cochran, Gita H. Lala

Bioinform., 2002

Rare event simulation and combinatorial optimization using cross entropy: sequence alignment by rare event simulation.

Jonathan M. Keith, Dirk P. Kroese

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.

Pieter-Tjerk de Boer, Dirk P. Kroese, Reuven Y. Rubinstein

Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002

2001

Joint Distributions for Interacting Fluid Queues.

Dirk P. Kroese, Werner R. W. Scheinhardt

Queueing Syst. Theory Appl., 2001

1999

Efficient Estimation of Overflow Probabilities in Queues with Breakdowns.

Dirk P. Kroese, Victor F. Nicola

Perform. Evaluation, 1999

1998

A Comparison of RESTART Implementations.

Marnix J. J. Garvels, Dirk P. Kroese

Proceedings of the 30th conference on Winter simulation, 1998

1996

Light-Traffic Analysis for Queues with Spatially Distributed Arrivals.

Dirk P. Kroese, Volker Schmidt

Math. Oper. Res., 1996

1994

Single-server queues with spatially distributed arrivals.

Dirk P. Kroese, Volker Schmidt

Queueing Syst. Theory Appl., 1994

1993

Queueing systems on a circle.

Dirk P. Kroese, Volker Schmidt

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.

Dirk P. Kroese, Wilbert C. M. Kallenberg

Math. Oper. Res., 1989