Dirk P. Kroese

69 papers A* 2A 1C 2Misc 16Journal 44Unranked 3
YearRankTypeTitle / Venue / Authors
2025 J jnl
Decision-making under uncertainty: a multidisciplinary perspective.
Ann. Oper. Res.
Nan Ye, Hanna Kurniawati, Marcus Hoerger, Dirk P. Kroese, Jerzy A. Filar
2025 J jnl
Model-based offline reinforcement learning for sustainable fishery management.
Expert Syst. J. Knowl. Eng.
Jun Ju, Hanna Kurniawati, Dirk P. Kroese, Nan Ye
2024 A* conf
A Surprisingly Simple Continuous-Action POMDP Solver: Lazy Cross-Entropy Search Over Policy Trees.
AAAI
Marcus Hörger, Hanna Kurniawati, Dirk P. Kroese, Nan Ye
2024 J jnl
Adaptive Discretization using Voronoi Trees for Continuous POMDPs.
Int. J. Robotics Res.
Marcus Hoerger, Hanna Kurniawati, Dirk P. Kroese, Nan Ye
2023 J jnl
A Flow-Based Generative Model for Rare-Event Simulation.
CoRR
Lachlan Gibson, Marcus Hörger, Dirk P. Kroese
2023 J jnl
A Surprisingly Simple Continuous-Action POMDP Solver: Lazy Cross-Entropy Search Over Policy Trees.
CoRR
Marcus Hörger, Hanna Kurniawati, Dirk P. Kroese, Nan Ye
2023 J jnl
Adaptive Discretization using Voronoi Trees for Continuous POMDPs.
CoRR
Marcus Hörger, Hanna Kurniawati, Dirk P. Kroese, Nan Ye
2023 J jnl
Detailed Estimation of Grid-Side Current and Its Oscillations Caused by Adjustable Speed Drive Systems.
IEEE Trans. Ind. Electron.
Arash Moradi, Farzad Farajizadeh, Firuz Zare, Dinesh Kumar, R. M. Hansika Madhavi Rathnayake, Rahul Sharma, Dirk P. Kroese
2022 C conf
Adaptive Discretization Using Voronoi Trees for Continuous-Action POMDPs.
WAFR
Marcus Hörger, Hanna Kurniawati, Dirk P. Kroese, Nan Ye
2022 J jnl
Adaptive Discretization using Voronoi Trees for Continuous-Action POMDPs.
CoRR
Marcus Hörger, Hanna Kurniawati, Dirk P. Kroese, Nan Ye
2022 J jnl
Simulating rare events in queues via neural networks.
Queueing Syst. Theory Appl.
Dirk P. Kroese, Lachlan J. Gibson
2021 A conf
Shadow Manifold Hamiltonian Monte Carlo.
AISTATS
Christopher van der Heide, Fred Roosta, Liam Hodgkinson, Dirk P. Kroese
2019 Misc conf
Unbiased Estimation of The Reciprocal Mean For Non-Negative Random Variables.
WSC
Sarat Babu Moka, Dirk P. Kroese, Sandeep Juneja
2018 A* conf
An On-Line Planner for POMDPs with Large Discrete Action Space: A Quantile-Based Approach.
ICAPS
Erli Wang, Hanna Kurniawati, Dirk P. Kroese
2018 Misc conf
Exact posterior simulation from the linear Lasso Regression.
WSC
Zdravko I. Botev, Yi-Lung Chen, Pierre L'Ecuyer, Shev MacNamara, Dirk P. Kroese
2018 Misc conf
On a generalized splitting method for Sampling from a Conditional Distribution.
WSC
Pierre L'Ecuyer, Zdravko I. Botev, Dirk P. Kroese
2018 J jnl
On the analysis of independent sets via multilevel splitting.
Networks
Radislav Vaisman, Dirk P. Kroese
2018 J jnl
Without-replacement sampling for particle methods on finite state spaces.
Stat. Comput.
Rohan Shah, Dirk P. Kroese
2017 — conf
CEMAB: A Cross-Entropy-based Method for Large-Scale Multi-Armed Bandits.
ACALCI
Erli Wang, Hanna Kurniawati, Dirk P. Kroese
2016 Misc conf
Efficient estimation of tail probabilities of the typical distance in preferential attachment models.
WSC
Morgan R. Grant, Dirk P. Kroese
2016 J jnl
Improved Sampling Plans for Combinatorial Invariants of Coherent Systems.
IEEE Trans. Reliab.
Radislav Vaisman, Dirk P. Kroese, Ilya B. Gertsbakh
2016 J jnl
Splitting for optimization.
Comput. Oper. Res.
Qibin Duan, Dirk P. Kroese
2014 J jnl
A General Framework for Consistent Estimation of Charge Transport Properties via Random Walks in Random Environments.
Multiscale Model. Simul.
Ole Stenzel, Christian Hirsch, Tim J. Brereton, Björn Baumeier, Denis Andrienko, Dirk P. Kroese, Volker Schmidt
2014 J jnl
Automated State-Dependent Importance Sampling for Markov Jump Processes via Sampling from the Zero-Variance Distribution.
J. Appl. Probab.
Adam W. Grace, Dirk P. Kroese, Werner Sandmann
2014 J jnl
Inverting Laguerre Tessellations.
Comput. J.
Qibin Duan, Dirk P. Kroese, Tim J. Brereton, Aaron Spettl, Volker Schmidt
2014 Misc conf
Rare event probability estimation for connectivity of large random graphs.
WSC
Rohan Shah, Christian Hirsch, Dirk P. Kroese, Volker Schmidt
2012 J jnl
Efficient Monte Carlo simulation via the generalized splitting method.
Stat. Comput.
Zdravko I. Botev, Dirk P. Kroese
2012 Misc conf
Efficient simulation of charge transport in deep-trap media.
WSC
Tim J. Brereton, Dirk P. Kroese, Ole Stenzel, Volker Schmidt, Björn Baumeier
2012 J jnl
Improved cross-entropy method for estimation.
Stat. Comput.
Joshua C. C. Chan, Dirk P. Kroese
2011 J jnl
Estimating change-points in biological sequences via the cross-entropy method.
Ann. Oper. Res.
Gareth E. Evans, George Y. Sofronov, Jonathan M. Keith, Dirk P. Kroese
2011 Misc conf
Fitting mixture importance sampling distributions via improved cross-entropy.
WSC
Tim J. Brereton, Joshua C. C. Chan, Dirk P. Kroese
2011 Misc conf
Greedy servers on a torus.
WSC
Karl W. Stacey, Dirk P. Kroese
2011 J jnl
Preface.
Ann. Oper. Res.
Dirk P. Kroese, Nahum Shimkin, Joseph Kreimer, Sandeep Juneja
2011 J jnl
Rare-event probability estimation with conditional Monte Carlo.
Ann. Oper. Res.
Joshua C. C. Chan, Dirk P. Kroese
2011 J jnl
Stability and performance of greedy server systems - A review and open problems.
Queueing Syst. Theory Appl.
Leonardo Rojas-Nandayapa, Sergey Foss, Dirk P. Kroese
2010 J jnl
Efficient estimation of large portfolio loss probabilities in t-copula models.
Eur. J. Oper. Res.
Joshua C. C. Chan, Dirk P. Kroese
2009 Misc conf
Optimal Generation Expansion Planning via the Cross-Entropy Method.
WSC
Rishabh P. Kothari, Dirk P. Kroese
2008 J jnl
Adaptive independence samplers.
Stat. Comput.
Jonathan M. Keith, Dirk P. Kroese, George Y. Sofronov
2008 Misc conf
Randomized methods for solving the Winner Determination Problem in combinatorial auctions.
WSC
Joshua C. C. Chan, Dirk P. Kroese
2007 J jnl
Application of the cross-entropy method to clustering and vector quantization.
J. Glob. Optim.
Dirk P. Kroese, Reuven Y. Rubinstein, Thomas Taimre
2007 — ch.
Applications of the Cross-Entropy Method in Reliability.
Intelligence in Reliability Engineering
Dirk P. Kroese, Kin-Ping Hui
2007 J jnl
Convergence properties of the cross-entropy method for discrete optimization.
Oper. Res. Lett.
Andre Costa, Owen Dafydd Jones, Dirk P. Kroese
2007 J jnl
Estimating the Number of s-t Paths in a Graph.
J. Graph Algorithms Appl.
Ben Roberts, Dirk P. Kroese
2007 J jnl
Generalized Cross-entropy Methods with Applications to Rare-event Simulation and Optimization.
Simul.
Zdravko I. Botev, Dirk P. Kroese, Thomas Taimre
2007 J jnl
Network Reliability Optimization via the Cross-Entropy Method.
IEEE Trans. Reliab.
Dirk P. Kroese, Kin-Ping Hui, Sho Nariai
2007 Misc conf
Parallel cross-entropy optimization.
WSC
Gareth E. Evans, Jonathan M. Keith, Dirk P. Kroese
2005 J jnl
A Tutorial on the Cross-Entropy Method.
Ann. Oper. Res.
Pieter-Tjerk de Boer, Dirk P. Kroese, Shie Mannor, Reuven Y. Rubinstein
2005 J jnl
Application of the Cross-Entropy Method to the Buffer Allocation Problem in a Simulation-Based Environment.
Ann. Oper. Res.
G. Alon, Dirk P. Kroese, Tal Raviv, Reuven Y. Rubinstein
2005 C conf
Designing an Optimal Network Using the Cross-Entropy Method.
IDEAL
Sho Nariai, Kin-Ping Hui, Dirk P. Kroese
2005 — conf
On the design of multi-type networks via the cross-entropy method.
DRCN
Sho Nariai, Dirk P. Kroese
2005 J jnl
Preface.
Ann. Oper. Res.
Dirk P. Kroese, Reuven Y. Rubinstein
2005 J jnl
The Cross-Entropy Method for Network Reliability Estimation.
Ann. Oper. Res.
Kin-Ping Hui, Nigel G. Bean, Miro Kraetzl, Dirk P. Kroese
2004 J jnl
A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing Networks.
Manag. Sci.
Pieter-Tjerk de Boer, Dirk P. Kroese, Reuven Y. Rubinstein
2004 Misc conf
Global Likelihood Optimization Via the Cross-Entropy Method, with an Application to Mixture Models.
WSC
Zdravko I. Botev, Dirk P. Kroese
2004 J jnl
The Transform Likelihood Ratio Method for Rare Event Simulation with Heavy Tails.
Queueing Syst. Theory Appl.
Dirk P. Kroese, Reuven Y. Rubinstein
2003 — conf
Network reliability estimation using the tree cut and merge algorithm with importance sampling.
DRCN
Kin-Ping Hui, Nigel G. Bean, Miro Kraetzl, Dirk P. Kroese
2002 J jnl
A simulated annealing algorithm for finding consensus sequences.
Bioinform.
Jonathan M. Keith, Peter Adams, Darryn E. Bryant, Dirk P. Kroese, Keith R. Mitchelson, Duncan A. E. Cochran, Gita H. Lala
2002 J jnl
Efficient simulation of a tandem Jackson network.
ACM Trans. Model. Comput. Simul.
Dirk P. Kroese, Victor F. Nicola
2002 J jnl
On the importance function in splitting simulation.
Eur. Trans. Telecommun.
Marnix J. J. Garvels, Jan-Kees C. W. van Ommeren, Dirk P. Kroese
2002 Misc conf
Rare event simulation and combinatorial optimization using cross entropy: estimating buffer overflows in three stages using cross-entropy.
WSC
Pieter-Tjerk de Boer, Dirk P. Kroese, Reuven Y. Rubinstein
2002 Misc conf
Rare event simulation and combinatorial optimization using cross entropy: sequence alignment by rare event simulation.
WSC
Jonathan M. Keith, Dirk P. Kroese
2001 J jnl
Joint Distributions for Interacting Fluid Queues.
Queueing Syst. Theory Appl.
Dirk P. Kroese, Werner R. W. Scheinhardt
1999 J jnl
Efficient Estimation of Overflow Probabilities in Queues with Breakdowns.
Perform. Evaluation
Dirk P. Kroese, Victor F. Nicola
1999 Misc conf
Efficient simulation of a tandem Jackson network.
WSC
Dirk P. Kroese, Victor F. Nicola
1998 Misc conf
A Comparison of RESTART Implementations.
WSC
Marnix J. J. Garvels, Dirk P. Kroese
1996 J jnl
Light-Traffic Analysis for Queues with Spatially Distributed Arrivals.
Math. Oper. Res.
Dirk P. Kroese, Volker Schmidt
1994 J jnl
Single-server queues with spatially distributed arrivals.
Queueing Syst. Theory Appl.
Dirk P. Kroese, Volker Schmidt
1993 J jnl
Queueing systems on a circle.
ZOR Methods Model. Oper. Res.
Dirk P. Kroese, Volker Schmidt
1989 J jnl
Approximations to the Lifetime Distribution of
Math. Oper. Res.
Dirk P. Kroese, Wilbert C. M. Kallenberg