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Dirk P. Kroese
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2020 – today
- 2025
- [j39]Jun Ju, Hanna Kurniawati, Dirk P. Kroese, Nan Ye:
Model-based offline reinforcement learning for sustainable fishery management. Expert Syst. J. Knowl. Eng. 42(1) (2025) - 2024
- [j38]Marcus Hoerger, Hanna Kurniawati, Dirk P. Kroese, Nan Ye:
Adaptive Discretization using Voronoi Trees for Continuous POMDPs. Int. J. Robotics Res. 43(9): 1283-1298 (2024) - [c24]Marcus Hörger, Hanna Kurniawati, Dirk P. Kroese, Nan Ye:
A Surprisingly Simple Continuous-Action POMDP Solver: Lazy Cross-Entropy Search Over Policy Trees. AAAI 2024: 20134-20142 - 2023
- [j37]Arash Moradi, Farzad Farajizadeh, Firuz Zare, Dinesh Kumar, R. M. Hansika Madhavi Rathnayake, Rahul Sharma, Dirk P. Kroese:
Detailed Estimation of Grid-Side Current and Its Oscillations Caused by Adjustable Speed Drive Systems. IEEE Trans. Ind. Electron. 70(9): 8777-8787 (2023) - [i4]Marcus Hörger, Hanna Kurniawati, Dirk P. Kroese, Nan Ye:
Adaptive Discretization using Voronoi Trees for Continuous POMDPs. CoRR abs/2302.10439 (2023) - [i3]Lachlan Gibson, Marcus Hörger, Dirk P. Kroese:
A Flow-Based Generative Model for Rare-Event Simulation. CoRR abs/2305.07863 (2023) - [i2]Marcus Hörger, Hanna Kurniawati, Dirk P. Kroese, Nan Ye:
A Surprisingly Simple Continuous-Action POMDP Solver: Lazy Cross-Entropy Search Over Policy Trees. CoRR abs/2305.08049 (2023) - 2022
- [j36]Dirk P. Kroese, Lachlan J. Gibson:
Simulating rare events in queues via neural networks. Queueing Syst. Theory Appl. 100(3-4): 537-539 (2022) - [c23]Marcus Hörger, Hanna Kurniawati, Dirk P. Kroese, Nan Ye:
Adaptive Discretization Using Voronoi Trees for Continuous-Action POMDPs. WAFR 2022: 170-187 - [i1]Marcus Hörger, Hanna Kurniawati, Dirk P. Kroese, Nan Ye:
Adaptive Discretization using Voronoi Trees for Continuous-Action POMDPs. CoRR abs/2209.05733 (2022) - 2021
- [c22]Christopher van der Heide, Fred Roosta, Liam Hodgkinson, Dirk P. Kroese:
Shadow Manifold Hamiltonian Monte Carlo. AISTATS 2021: 1477-1485
2010 – 2019
- 2019
- [c21]Sarat Babu Moka, Dirk P. Kroese, Sandeep Juneja:
Unbiased Estimation of The Reciprocal Mean For Non-Negative Random Variables. WSC 2019: 404-415 - 2018
- [j35]Radislav Vaisman, Dirk P. Kroese:
On the analysis of independent sets via multilevel splitting. Networks 71(3): 281-301 (2018) - [j34]Rohan Shah, Dirk P. Kroese:
Without-replacement sampling for particle methods on finite state spaces. Stat. Comput. 28(3): 633-652 (2018) - [c20]Erli Wang, Hanna Kurniawati, Dirk P. Kroese:
An On-Line Planner for POMDPs with Large Discrete Action Space: A Quantile-Based Approach. ICAPS 2018: 273-277 - [c19]Pierre L'Ecuyer, Zdravko I. Botev, Dirk P. Kroese:
On a generalized splitting method for Sampling from a Conditional Distribution. WSC 2018: 1694-1705 - [c18]Zdravko I. Botev, Yi-Lung Chen, Pierre L'Ecuyer, Shev MacNamara, Dirk P. Kroese:
Exact posterior simulation from the linear Lasso Regression. WSC 2018: 1706-1717 - 2017
- [c17]Erli Wang, Hanna Kurniawati, Dirk P. Kroese:
CEMAB: A Cross-Entropy-based Method for Large-Scale Multi-Armed Bandits. ACALCI 2017: 353-365 - 2016
- [j33]Qibin Duan, Dirk P. Kroese:
Splitting for optimization. Comput. Oper. Res. 73: 119-131 (2016) - [j32]Radislav Vaisman, Dirk P. Kroese, Ilya B. Gertsbakh:
Improved Sampling Plans for Combinatorial Invariants of Coherent Systems. IEEE Trans. Reliab. 65(1): 410-424 (2016) - [c16]Morgan R. Grant, Dirk P. Kroese:
Efficient estimation of tail probabilities of the typical distance in preferential attachment models. WSC 2016: 338-346 - 2014
- [j31]Qibin Duan, Dirk P. Kroese, Tim J. Brereton, Aaron Spettl, Volker Schmidt:
Inverting Laguerre Tessellations. Comput. J. 57(9): 1431-1440 (2014) - [j30]Adam W. Grace, Dirk P. Kroese, Werner Sandmann:
Automated State-Dependent Importance Sampling for Markov Jump Processes via Sampling from the Zero-Variance Distribution. J. Appl. Probab. 51(3): 741-755 (2014) - [j29]Ole Stenzel, Christian Hirsch, Tim J. Brereton, Björn Baumeier, Denis Andrienko, Dirk P. Kroese, Volker Schmidt:
A General Framework for Consistent Estimation of Charge Transport Properties via Random Walks in Random Environments. Multiscale Model. Simul. 12(3): 1108-1134 (2014) - [c15]Rohan Shah, Christian Hirsch, Dirk P. Kroese, Volker Schmidt:
Rare event probability estimation for connectivity of large random graphs. WSC 2014: 510-521 - 2012
- [j28]Zdravko I. Botev, Dirk P. Kroese:
Efficient Monte Carlo simulation via the generalized splitting method. Stat. Comput. 22(1): 1-16 (2012) - [j27]Joshua C. C. Chan, Dirk P. Kroese:
Improved cross-entropy method for estimation. Stat. Comput. 22(5): 1031-1040 (2012) - [c14]Tim J. Brereton, Dirk P. Kroese, Ole Stenzel, Volker Schmidt, Björn Baumeier:
Efficient simulation of charge transport in deep-trap media. WSC 2012: 230:1-230:12 - 2011
- [j26]Dirk P. Kroese, Nahum Shimkin, Joseph Kreimer, Sandeep Juneja:
Preface. Ann. Oper. Res. 189(1): 1-3 (2011) - [j25]Joshua C. C. Chan, Dirk P. Kroese:
Rare-event probability estimation with conditional Monte Carlo. Ann. Oper. Res. 189(1): 43-61 (2011) - [j24]Gareth E. Evans, George Y. Sofronov, Jonathan M. Keith, Dirk P. Kroese:
Estimating change-points in biological sequences via the cross-entropy method. Ann. Oper. Res. 189(1): 155-165 (2011) - [j23]Leonardo Rojas-Nandayapa, Sergey Foss, Dirk P. Kroese:
Stability and performance of greedy server systems - A review and open problems. Queueing Syst. Theory Appl. 68(3-4): 221-227 (2011) - [c13]Karl W. Stacey, Dirk P. Kroese:
Greedy servers on a torus. WSC 2011: 369-380 - [c12]Tim J. Brereton, Joshua C. C. Chan, Dirk P. Kroese:
Fitting mixture importance sampling distributions via improved cross-entropy. WSC 2011: 422-428 - 2010
- [j22]Joshua C. C. Chan, Dirk P. Kroese:
Efficient estimation of large portfolio loss probabilities in t-copula models. Eur. J. Oper. Res. 205(2): 361-367 (2010)
2000 – 2009
- 2009
- [c11]Rishabh P. Kothari, Dirk P. Kroese:
Optimal Generation Expansion Planning via the Cross-Entropy Method. WSC 2009: 1482-1491 - 2008
- [j21]Jonathan M. Keith, Dirk P. Kroese, George Y. Sofronov:
Adaptive independence samplers. Stat. Comput. 18(4): 409-420 (2008) - [c10]Joshua C. C. Chan, Dirk P. Kroese:
Randomized methods for solving the Winner Determination Problem in combinatorial auctions. WSC 2008: 1344-1349 - 2007
- [j20]Ben Roberts, Dirk P. Kroese:
Estimating the Number of s-t Paths in a Graph. J. Graph Algorithms Appl. 11(1): 195-214 (2007) - [j19]Dirk P. Kroese, Reuven Y. Rubinstein, Thomas Taimre:
Application of the cross-entropy method to clustering and vector quantization. J. Glob. Optim. 37(1): 137-157 (2007) - [j18]Andre Costa, Owen Dafydd Jones, Dirk P. Kroese:
Convergence properties of the cross-entropy method for discrete optimization. Oper. Res. Lett. 35(5): 573-580 (2007) - [j17]Zdravko I. Botev, Dirk P. Kroese, Thomas Taimre:
Generalized Cross-entropy Methods with Applications to Rare-event Simulation and Optimization. Simul. 83(11): 785-806 (2007) - [j16]Dirk P. Kroese, Kin-Ping Hui, Sho Nariai:
Network Reliability Optimization via the Cross-Entropy Method. IEEE Trans. Reliab. 56(2): 275-287 (2007) - [c9]Gareth E. Evans, Jonathan M. Keith, Dirk P. Kroese:
Parallel cross-entropy optimization. WSC 2007: 2196-2202 - [p1]Dirk P. Kroese, Kin-Ping Hui:
Applications of the Cross-Entropy Method in Reliability. Intelligence in Reliability Engineering 2007: 37-82 - 2005
- [j15]Dirk P. Kroese, Reuven Y. Rubinstein:
Preface. Ann. Oper. Res. 134(1): 17-18 (2005) - [j14]Pieter-Tjerk de Boer, Dirk P. Kroese, Shie Mannor, Reuven Y. Rubinstein:
A Tutorial on the Cross-Entropy Method. Ann. Oper. Res. 134(1): 19-67 (2005) - [j13]Kin-Ping Hui, Nigel G. Bean, Miro Kraetzl, Dirk P. Kroese:
The Cross-Entropy Method for Network Reliability Estimation. Ann. Oper. Res. 134(1): 101-118 (2005) - [j12]G. Alon, Dirk P. Kroese, Tal Raviv, Reuven Y. Rubinstein:
Application of the Cross-Entropy Method to the Buffer Allocation Problem in a Simulation-Based Environment. Ann. Oper. Res. 134(1): 137-151 (2005) - [c8]Sho Nariai, Dirk P. Kroese:
On the design of multi-type networks via the cross-entropy method. DRCN 2005: 109-114 - [c7]Sho Nariai, Kin-Ping Hui, Dirk P. Kroese:
Designing an Optimal Network Using the Cross-Entropy Method. IDEAL 2005: 228-233 - 2004
- [j11]Pieter-Tjerk de Boer, Dirk P. Kroese, Reuven Y. Rubinstein:
A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing Networks. Manag. Sci. 50(7): 883-895 (2004) - [j10]Dirk P. Kroese, Reuven Y. Rubinstein:
The Transform Likelihood Ratio Method for Rare Event Simulation with Heavy Tails. Queueing Syst. Theory Appl. 46(3-4): 317-351 (2004) - [c6]Zdravko I. Botev, Dirk P. Kroese:
Global Likelihood Optimization Via the Cross-Entropy Method, with an Application to Mixture Models. WSC 2004: 529-535 - 2003
- [c5]Kin-Ping Hui, Nigel G. Bean, Miro Kraetzl, Dirk P. Kroese:
Network reliability estimation using the tree cut and merge algorithm with importance sampling. DRCN 2003: 254-262 - 2002
- [j9]Jonathan M. Keith, Peter Adams, Darryn E. Bryant, Dirk P. Kroese, Keith R. Mitchelson, Duncan A. E. Cochran, Gita H. Lala:
A simulated annealing algorithm for finding consensus sequences. Bioinform. 18(11): 1494-1499 (2002) - [j8]Marnix J. J. Garvels, Jan-Kees C. W. van Ommeren, Dirk P. Kroese:
On the importance function in splitting simulation. Eur. Trans. Telecommun. 13(4): 363-371 (2002) - [j7]Dirk P. Kroese, Victor F. Nicola:
Efficient simulation of a tandem Jackson network. ACM Trans. Model. Comput. Simul. 12(2): 119-141 (2002) - [c4]Pieter-Tjerk de Boer, Dirk P. Kroese, Reuven Y. Rubinstein:
Rare event simulation and combinatorial optimization using cross entropy: estimating buffer overflows in three stages using cross-entropy. WSC 2002: 301-309 - [c3]Jonathan M. Keith, Dirk P. Kroese:
Rare event simulation and combinatorial optimization using cross entropy: sequence alignment by rare event simulation. WSC 2002: 320-327 - 2001
- [j6]Dirk P. Kroese, Werner R. W. Scheinhardt:
Joint Distributions for Interacting Fluid Queues. Queueing Syst. Theory Appl. 37(1/3): 99-139 (2001)
1990 – 1999
- 1999
- [j5]Dirk P. Kroese, Victor F. Nicola:
Efficient Estimation of Overflow Probabilities in Queues with Breakdowns. Perform. Evaluation 36-37(1-4): 471-484 (1999) - [c2]Dirk P. Kroese, Victor F. Nicola:
Efficient simulation of a tandem Jackson network. WSC 1999: 411-419 - 1998
- [c1]Marnix J. J. Garvels, Dirk P. Kroese:
A Comparison of RESTART Implementations. WSC 1998: 601-608 - 1996
- [j4]Dirk P. Kroese, Volker Schmidt:
Light-Traffic Analysis for Queues with Spatially Distributed Arrivals. Math. Oper. Res. 21(1): 135-157 (1996) - 1994
- [j3]Dirk P. Kroese, Volker Schmidt:
Single-server queues with spatially distributed arrivals. Queueing Syst. Theory Appl. 17(1-2): 317-345 (1994) - 1993
- [j2]Dirk P. Kroese, Volker Schmidt:
Queueing systems on a circle. ZOR Methods Model. Oper. Res. 37(3): 303-331 (1993)
1980 – 1989
- 1989
- [j1]Dirk P. Kroese, Wilbert C. M. Kallenberg:
Approximations to the Lifetime Distribution of k-Out-of-n Systems with Cold Standby. Math. Oper. Res. 14(3): 485-501 (1989)
Coauthor Index
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last updated on 2025-01-09 20:32 CET by the dblp team
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