Simulation and the Monte Carlo method RY Rubinstein, DP Kroese John Wiley and Sons, 2017 | 10366 | 2017 |
A tutorial on the cross-entropy method PT De Boer, DP Kroese, S Mannor, RY Rubinstein Annals of operations research 134, 19-67, 2005 | 3237 | 2005 |
The cross-entropy method: a unified approach to combinatorial optimization, Monte-Carlo simulation and machine learning RY Rubinstein, DP Kroese Springer Science & Business Media, 2004 | 2344 | 2004 |
Kernel density estimation via diffusion ZI Botev, JF Grotowski, DP Kroese | 2195 | 2010 |
Handbook of Monte Carlo Methods DP Kroese, T Taimre, ZI Botev John Wiley and Sons, 2011 | 1699 | 2011 |
Why the Monte Carlo method is so important today DP Kroese, T Brereton, T Taimre, ZI Botev Wiley Interdisciplinary Reviews: Computational Statistics 6 (6), 386-392, 2014 | 994 | 2014 |
The cross-entropy method for continuous multi-extremal optimization DP Kroese, S Porotsky, RY Rubinstein Methodology and Computing in Applied Probability 8, 383-407, 2006 | 313 | 2006 |
The cross-entropy method for optimization ZI Botev, DP Kroese, Rubinstein, R.Y, P L'Ecuyer Handbook of Statistics: Machine Learning: Theory and Applications 31, 35, 2013 | 282 | 2013 |
Spatial process simulation DP Kroese, ZI Botev Stochastic geometry, spatial statistics and random fields: Models and …, 2014 | 199 | 2014 |
Application of the cross-entropy method to the buffer allocation problem in a simulation-based environment G Alon, DP Kroese, T Raviv, RY Rubinstein Annals of Operations Research 134, 137-151, 2005 | 188 | 2005 |
Improved algorithms for rare event simulation with heavy tails S Asmussen, DP Kroese Advances in Applied Probability 38 (2), 545-558, 2006 | 179 | 2006 |
Statistical Modeling and Computation DP Kroese, JCC Chan Springer, 2014 | 171 | 2014 |
Monte carlo methods DP Kroese, RY Rubinstein Wiley Interdisciplinary Reviews: Computational Statistics 4 (1), 48-58, 2012 | 160 | 2012 |
Convergence properties of the cross-entropy method for discrete optimization A Costa, OD Jones, D Kroese Operations Research Letters 35 (5), 573-580, 2007 | 154 | 2007 |
Efficient Monte Carlo simulation via the generalized splitting method ZI Botev, DP Kroese Statistics and Computing 22, 1-16, 2012 | 145 | 2012 |
The cross-entropy method for network reliability estimation KP Hui, N Bean, M Kraetzl, DP Kroese Annals of Operations Research 134, 101-118, 2005 | 132 | 2005 |
An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting ZI Botev, DP Kroese Methodology and Computing in Applied Probability 10, 471-505, 2008 | 112 | 2008 |
Efficient estimation of large portfolio loss probabilities in t--copula models JCC Chan, DP Kroese European Journal of Operational Research 205 (2), 361-367, 2010 | 103 | 2010 |
A comparison of RESTART implementations MJJ Garvels, DP Kroese Winter Simulation Conference, 1998. 1, 601-608, 1998 | 101 | 1998 |
Estimating the Number of st Paths in a Graph B Roberts, DP Kroese Journal of Graph Algorithms and Applications 11 (1), 195-214, 2007 | 99 | 2007 |