Dirk P. Kroese - researchr alias

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Viewing Publication 1 - 60 from 60

2024

A Surprisingly Simple Continuous-Action POMDP Solver: Lazy Cross-Entropy Search Over Policy TreesMarcus Hörger, Hanna Kurniawati, Dirk P. Kroese, Nan Ye. AAAI 2024: 20134-20142 [doi]

2022

Adaptive Discretization Using Voronoi Trees for Continuous-Action POMDPsMarcus Hörger, Hanna Kurniawati, Dirk P. Kroese, Nan Ye. wafr 2023: 170-187 [doi]

Simulating rare events in queues via neural networksDirk P. Kroese, Lachlan J. Gibson. questa, 100(3-4):537-539, 2022. [doi]

2019

Unbiased Estimation of The Reciprocal Mean For Non-Negative Random VariablesSarat Babu Moka, Dirk P. Kroese, Sandeep Juneja. wsc 2019: 404-415 [doi]

2018

2017

CEMAB: A Cross-Entropy-based Method for Large-Scale Multi-Armed BanditsErli Wang, Hanna Kurniawati, Dirk P. Kroese. acalci 2017: 353-365 [doi]

2016

Splitting for optimizationQibin Duan, Dirk P. Kroese. cor, 73:119-131, 2016. [doi]

Efficient estimation of tail probabilities of the typical distance in preferential attachment modelsMorgan R. Grant, Dirk P. Kroese. wsc 2016: 338-346 [doi]

Improved Sampling Plans for Combinatorial Invariants of Coherent SystemsRadislav Vaisman, Dirk P. Kroese, Ilya B. Gertsbakh. tr, 65(1):410-424, 2016. [doi]

2014

2012

Efficient Monte Carlo simulation via the generalized splitting methodZdravko I. Botev, Dirk P. Kroese. sac, 22(1):1-16, 2012. [doi]

Efficient simulation of charge transport in deep-trap mediaTim J. Brereton, Dirk P. Kroese, Ole Stenzel, Volker Schmidt, Björn Baumeier. wsc 2012: 230 [doi]

Improved cross-entropy method for estimationJoshua C. C. Chan, Dirk P. Kroese. sac, 22(5):1031-1040, 2012. [doi]

2011

2010

Efficient estimation of large portfolio loss probabilities in t-copula modelsJoshua C. C. Chan, Dirk P. Kroese. eor, 205(2):361-367, 2010. [doi]

2009

Optimal Generation Expansion Planning via the Cross-Entropy MethodRishabh P. Kothari, Dirk P. Kroese. wsc 2009: 1482-1491 [doi]

2008

Randomized methods for solving the Winner Determination Problem in combinatorial auctionsJoshua C. C. Chan, Dirk P. Kroese. wsc 2008: 1344-1349 [doi]

Adaptive independence samplersJonathan M. Keith, Dirk P. Kroese, George Y. Sofronov. sac, 18(4):409-420, 2008. [doi]

2007

Generalized Cross-entropy Methods with Applications to Rare-event Simulation and OptimizationZdravko I. Botev, Dirk P. Kroese, T. Taimre. simulation, 83(11):785-806, 2007. [doi]

Convergence properties of the cross-entropy method for discrete optimizationAndre Costa, Owen Dafydd Jones, Dirk P. Kroese. orl, 35(5):573-580, 2007. [doi]

Parallel cross-entropy optimizationGareth E. Evans, Jonathan M. Keith, Dirk P. Kroese. wsc 2007: 2196-2202 [doi]

Applications of the Cross-Entropy Method in ReliabilityDirk P. Kroese, Kin-Ping Hui. In Gregory Levitin, editor, Intelligence in Reliability Engineering: New Metaheuristics, Neural and Fuzzy Techniques in Reliability. Volume 40 of Studies in Computational Intelligence, pages 37-82, Springer, 2007. [doi]

Application of the cross-entropy method to clustering and vector quantizationDirk P. Kroese, Reuven Y. Rubinstein, Thomas Taimre. jgo, 37(1):137-157, 2007. [doi]

Network Reliability Optimization via the Cross-Entropy MethodDirk P. Kroese, Kin-Ping Hui, Sho Nariai. tr, 56(2):275-287, 2007. [doi]

Estimating the Number of s-t Paths in a GraphBen Roberts, Dirk P. Kroese. jgaa, 11(1):195-214, 2007. [doi]

2005

2004

Global Likelihood Optimization Via the Cross-Entropy Method, with an Application to Mixture ModelsZdravko Botev, Dirk P. Kroese. wsc 2004: 529-535 [doi]

A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing NetworksP. T. de Boer, Dirk P. Kroese, Reuven Y. Rubinstein. mansci, 50(7):883-895, 2004. [doi]

The Transform Likelihood Ratio Method for Rare Event Simulation with Heavy TailsDirk P. Kroese, Reuven Y. Rubinstein. questa, 46(3-4):317-351, 2004. [doi]

2003

Network reliability estimation using the tree cut and merge algorithm with importance samplingKin-Ping Hui, Nigel G. Bean, Miro Kraetzl, Dirk P. Kroese. drcn 2003: 254-262 [doi]

2002

Rare event simulation and combinatorial optimization using cross entropy: estimating buffer overflows in three stages using cross-entropyPieter-Tjerk de Boer, Dirk P. Kroese, Reuven Y. Rubinstein. wsc 2002: 301-309 [doi]

On the importance function in splitting simulationMarnix J. J. Garvels, Jan-Kees C. W. van Ommeren, Dirk P. Kroese. ett, 13(4):363-371, 2002. [doi]

Rare event simulation and combinatorial optimization using cross entropy: sequence alignment by rare event simulationJonathan M. Keith, Dirk P. Kroese. wsc 2002: 320-327 [doi]

A simulated annealing algorithm for finding consensus sequencesJonathan M. Keith, Peter Adams, Darryn E. Bryant, Dirk P. Kroese, Keith R. Mitchelson, Duncan A. E. Cochran, Gita H. Lala. bioinformatics, 18(11):1494-1499, 2002.

Efficient simulation of a tandem Jackson networkDirk P. Kroese, Victor F. Nicola. tomacs, 12(2):119-141, 2002. [doi]

2001

Joint Distributions for Interacting Fluid QueuesDirk P. Kroese, Werner R. W. Scheinhardt. questa, 37(1/3):99-139, 2001.

1999

Efficient simulation of a tandem Jackson networkDirk P. Kroese, Victor F. Nicola. wsc 1999: 411-419 [doi]

Efficient Estimation of Overflow Probabilities in Queues with BreakdownsDirk P. Kroese, Victor F. Nicola. pe, 36-37(1-4):471-484, 1999.

1998

A Comparison of RESTART ImplementationsMarnix J. J. Garvels, Dirk P. Kroese. wsc 1998: 601-608 [doi]

1996

Light-Traffic Analysis for Queues with Spatially Distributed ArrivalsDirk P. Kroese, Volker Schmidt. mor, 21(1):135-157, 1996. [doi]

1994

Single-server queues with spatially distributed arrivalsDirk P. Kroese, Volker Schmidt. questa, 17(1-2):317-345, 1994. [doi]

1993

Queueing systems on a circleDirk P. Kroese, Volker Schmidt. mmor, 37(3):303-331, 1993. [doi]

1989

n Systems with Cold StandbyDirk P. Kroese, W. C. M. Kallenberg. mor, 14(3):485-501, 1989. [doi]

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1989

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