Dirk P. Kroese

Publication Activity (10 Years)

Years Active: 1989-2024
Publications (10 Years): 17

Top Topics

Conditional Distribution

Partially Observable Markov Decision Processes

Top Venues

J. Appl. Probab.

Comput. Oper. Res.

Publications

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)
Lachlan Gibson, Marcus Hörger, Dirk P. Kroese
A Flow-Based Generative Model for Rare-Event Simulation. CoRR (2023)
Marcus Hörger, Hanna Kurniawati, Dirk P. Kroese, Nan Ye
A Surprisingly Simple Continuous-Action POMDP Solver: Lazy Cross-Entropy Search Over Policy Trees. CoRR (2023)
Marcus Hörger, Hanna Kurniawati, Dirk P. Kroese, Nan Ye
Adaptive Discretization using Voronoi Trees for Continuous POMDPs. CoRR (2023)
Dirk P. Kroese, Lachlan J. Gibson
Simulating rare events in queues via neural networks. Queueing Syst. Theory Appl. 100 (3-4) (2022)
Marcus Hörger, Hanna Kurniawati, Dirk P. Kroese, Nan Ye
Adaptive Discretization using Voronoi Trees for Continuous-Action POMDPs. CoRR (2022)
Marcus Hörger, Hanna Kurniawati, Dirk P. Kroese, Nan Ye
Adaptive Discretization Using Voronoi Trees for Continuous-Action POMDPs. WAFR (2022)
Sarat Babu Moka, Dirk P. Kroese, Sandeep Juneja
Unbiased Estimation of The Reciprocal Mean For Non-Negative Random Variables. WSC (2019)
Radislav Vaisman, Dirk P. Kroese
On the analysis of independent sets via multilevel splitting. Networks 71 (3) (2018)
Erli Wang, Hanna Kurniawati, Dirk P. Kroese
An On-Line Planner for POMDPs with Large Discrete Action Space: A Quantile-Based Approach. ICAPS (2018)
Zdravko I. Botev, Yi-Lung Chen, Pierre L'Ecuyer, Shev MacNamara, Dirk P. Kroese
Exact posterior simulation from the linear Lasso Regression. WSC (2018)
Rohan Shah, Dirk P. Kroese
Without-replacement sampling for particle methods on finite state spaces. Stat. Comput. 28 (3) (2018)
Pierre L'Ecuyer, Zdravko I. Botev, Dirk P. Kroese
On a generalized splitting method for Sampling from a Conditional Distribution. WSC (2018)
Erli Wang, Hanna Kurniawati, Dirk P. Kroese
CEMAB: A Cross-Entropy-based Method for Large-Scale Multi-Armed Bandits. ACALCI (2017)
Radislav Vaisman, Dirk P. Kroese, Ilya B. Gertsbakh
Improved Sampling Plans for Combinatorial Invariants of Coherent Systems. IEEE Trans. Reliab. 65 (1) (2016)
Qibin Duan, Dirk P. Kroese
Splitting for optimization. Comput. Oper. Res. 73 (2016)
Morgan R. Grant, Dirk P. Kroese
Efficient estimation of tail probabilities of the typical distance in preferential attachment models. WSC (2016)
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) (2014)
Rohan Shah, Christian Hirsch, Dirk P. Kroese, Volker Schmidt
Rare event probability estimation for connectivity of large random graphs. WSC (2014)
Qibin Duan, Dirk P. Kroese, Tim J. Brereton, Aaron Spettl, Volker Schmidt
Inverting Laguerre Tessellations. Comput. J. 57 (9) (2014)
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) (2014)
Tim J. Brereton, Dirk P. Kroese, Ole Stenzel, Volker Schmidt, Björn Baumeier
Efficient simulation of charge transport in deep-trap media. WSC (2012)
Joshua C. C. Chan, Dirk P. Kroese
Improved cross-entropy method for estimation. Stat. Comput. 22 (5) (2012)
Zdravko I. Botev, Dirk P. Kroese
Efficient Monte Carlo simulation via the generalized splitting method. Stat. Comput. 22 (1) (2012)
Tim J. Brereton, Joshua C. C. Chan, Dirk P. Kroese
Fitting mixture importance sampling distributions via improved cross-entropy. WSC (2011)
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) (2011)
Karl W. Stacey, Dirk P. Kroese
Greedy servers on a torus. WSC (2011)
Dirk P. Kroese, Nahum Shimkin, Joseph Kreimer, Sandeep Juneja
Preface. Ann. Oper. Res. 189 (1) (2011)
Joshua C. C. Chan, Dirk P. Kroese
Rare-event probability estimation with conditional Monte Carlo. Ann. Oper. Res. 189 (1) (2011)
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) (2011)
Joshua C. C. Chan, Dirk P. Kroese
Efficient estimation of large portfolio loss probabilities in t-copula models. Eur. J. Oper. Res. 205 (2) (2010)
Rishabh P. Kothari, Dirk P. Kroese
Optimal Generation Expansion Planning via the Cross-Entropy Method. WSC (2009)
Jonathan M. Keith, Dirk P. Kroese, George Y. Sofronov
Adaptive independence samplers. Stat. Comput. 18 (4) (2008)
Joshua C. C. Chan, Dirk P. Kroese
Randomized methods for solving the Winner Determination Problem in combinatorial auctions. WSC (2008)
Zdravko I. Botev, Dirk P. Kroese, Thomas Taimre
Generalized Cross-entropy Methods with Applications to Rare-event Simulation and Optimization. Simul. 83 (11) (2007)
Andre Costa, Owen Dafydd Jones, Dirk P. Kroese
Convergence properties of the cross-entropy method for discrete optimization. Oper. Res. Lett. 35 (5) (2007)
Gareth E. Evans, Jonathan M. Keith, Dirk P. Kroese
Parallel cross-entropy optimization. WSC (2007)
Dirk P. Kroese, Reuven Y. Rubinstein, Thomas Taimre
Application of the cross-entropy method to clustering and vector quantization. J. Glob. Optim. 37 (1) (2007)
Ben Roberts, Dirk P. Kroese
Estimating the Number of s-t Paths in a Graph. J. Graph Algorithms Appl. 11 (1) (2007)
Dirk P. Kroese, Kin-Ping Hui, Sho Nariai
Network Reliability Optimization via the Cross-Entropy Method. IEEE Trans. Reliab. 56 (2) (2007)
Pieter-Tjerk de Boer, Dirk P. Kroese, Shie Mannor, Reuven Y. Rubinstein
A Tutorial on the Cross-Entropy Method. Ann. Oper. Res. 134 (1) (2005)
Kin-Ping Hui, Nigel G. Bean, Miro Kraetzl, Dirk P. Kroese
The Cross-Entropy Method for Network Reliability Estimation. Ann. Oper. Res. 134 (1) (2005)
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) (2005)
Dirk P. Kroese, Reuven Y. Rubinstein
Preface. Ann. Oper. Res. 134 (1) (2005)
Sho Nariai, Kin-Ping Hui, Dirk P. Kroese
Designing an Optimal Network Using the Cross-Entropy Method. IDEAL (2005)
Sho Nariai, Dirk P. Kroese
On the design of multi-type networks via the cross-entropy method. DRCN (2005)
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) (2004)
Zdravko I. Botev, Dirk P. Kroese
Global Likelihood Optimization Via the Cross-Entropy Method, with an Application to Mixture Models. WSC (2004)
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) (2004)
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)
Jonathan M. Keith, Dirk P. Kroese
Rare event simulation and combinatorial optimization using cross entropy: sequence alignment by rare event simulation. WSC (2002)
Dirk P. Kroese, Victor F. Nicola
Efficient simulation of a tandem Jackson network. ACM Trans. Model. Comput. Simul. 12 (2) (2002)
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) (2002)
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)
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) (2002)
Dirk P. Kroese, Werner R. W. Scheinhardt
Joint Distributions for Interacting Fluid Queues. Queueing Syst. Theory Appl. 37 (1/3) (2001)
Dirk P. Kroese, Victor F. Nicola
Efficient Estimation of Overflow Probabilities in Queues with Breakdowns. Perform. Evaluation (1-4) (1999)
Dirk P. Kroese, Victor F. Nicola
Efficient simulation of a tandem Jackson network. WSC (1999)
Marnix J. J. Garvels, Dirk P. Kroese
A Comparison of RESTART Implementations. WSC (1998)
Dirk P. Kroese, Volker Schmidt
Light-Traffic Analysis for Queues with Spatially Distributed Arrivals. Math. Oper. Res. 21 (1) (1996)
Dirk P. Kroese, Volker Schmidt
Single-server queues with spatially distributed arrivals. Queueing Syst. Theory Appl. 17 (1-2) (1994)
Dirk P. Kroese, Volker Schmidt
Queueing systems on a circle. ZOR Methods Model. Oper. Res. 37 (3) (1993)
Dirk P. Kroese, Wilbert C. M. Kallenberg
Systems with Cold Standby. Math. Oper. Res. 14 (3) (1989)