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Chan, Joshua. C., Glynn, Peter W. and Kroese, Dirk P. (2011) A comparison of cross-entropy and variance minimization strategies. Journal of Applied Probability, 48 A 1-15. 122 4 Cited 8 times in Scopus8
Glynn, Peter W., Dolgin, Andrey, Rubinstein, Reuven Y. and Vaisman, Radislav (2010) How to generate uniform samples on discrete sets using the splitting method. Probability in the Engineering and Informational Sciences, 24 3: 405-422. doi:10.1017/S0269964810000057 29   0 Cited 0 times in Scopus0 0
Kroese, Dirk P., Rubinstein, Reuven Y. and Glynn, Peter W. (2013). The cross-entropy method for estimation. In Venu Govindaraju and C. R. Rao (Ed.), Machine learning: theory and applications (pp. 19-34) Dordrecht, Netherlands: Elsevier. doi:10.1016/B978-0-444-53859-8.00002-3 82 1 0 Cited 0 times in Scopus0 0