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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. 127 4 Cited 9 times in Scopus9
Garvels, M. J. J . and Kroese, D. P. (1998). A comparison of RESTART implementations. In: Proceedings of the Winter Simulation Conference. Winter Simulation Conference, Washington, DC, United States, (601-609). 13-16 Dec 1998. 36  
Kroese, Dirk P. and Schmidt, Volker (1992) A continuous polling system with general service times. Annals of Applied Probability, 2 4: 906-927. 32  
Brereton, Tim, Hirsch, Christian, Schmidt, Volker and Kroese, Dirk (2014) A critical exponent for shortest-path scaling in continuum percolation. Journal of Physics A: Mathematical and Theoretical, 47 50: 1-12. doi:10.1088/1751-8113/47/50/505003 11   0 Cited 0 times in Scopus0 0
Keith, J. M., Kroese, D. P. and Sofronov, G. Y. (2008) Adaptive independence samplers. Statistics and Computing, 18 4: 409-420. doi:10.1007/s11222-008-9070-2 76   12 Cited 14 times in Scopus14 0
De Boer, P. T., Kroese, D. P. and Rubinstein, R. Y. (2004) A fast cross-entropy method for estimating buffer overflows in queuing networks. Management Science, 50 7: 883-895. doi:10.1287/mnsc.1030.0139 142 25 13 Cited 20 times in Scopus20 0
Stenzel, Ole, Hirsch, Christian, Brereton, Tim, Baumeier, Bjoern, Andrienko, Denis, Kroese, Dirk and Schmidt, Volker (2014) A general framework for consistent estimation of charge transport properties via random walks in random environments. Multiscale Modeling and Simulation, 12 3: 1108-1134. doi:10.1137/130942504 14   1 Cited 2 times in Scopus2 1
Keith, Jonathan M., Kroese, Dirk P. and Bryant, Darryn (2004) A generalized Markov sampler. Methodology And Computing In Applied Probability, 6 1: 29-53. doi:10.1023/B:MCAP.0000012414.14405.15 72 39 16 Cited 18 times in Scopus18 0
Botev, Z. I. and Kroese, D. P. (2008) An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting. Methodology And Computing In Applied Probability, 10 4: 471-505. doi:10.1007/s11009-008-9073-7 96   17 Cited 27 times in Scopus27 0
Sofronov, G, Keith, JM and Kroese, DP (2006) An optimal sequential procedure for a buying-selling problem with independent observations. Journal of Applied Probability, 43 2: 454-462. doi:10.1239/jap/1152413734 44   1 Cited 2 times in Scopus2 0
Kroese, Dirk P., Rubinstein, Reuven Y. and Taimre, Thomas (2007) Application of the cross-entropy method to clustering and vector quantization. Journal of Global Optimization, 37 1: 137-157. doi:10.1007/s10898-006-9041-0 90   10 Cited 14 times in Scopus14 0
Alon, G., Kroese, D. P., Raviv, T. and Rubinstein, R. Y. (2005) Application of the cross-entropy method to the buffer allocation problem in a simulation-based environment. Annals of Operations Research, 134 1: 137-151. doi:10.1007/s10479-005-5728-8 52 20 25 Cited 51 times in Scopus51 0
Kroese, D. P. and Hui, Kin-Ping (2007). Applications of the cross-entropy method in reliability. In Gregory Levitin (Ed.), Computational intelligence in reliability engineering. New metaheuristics, neural and fuzzy techniques in reliability (pp. 37-82) Berlin, Germany: Springer-Verlag. doi:10.1007/978-3-540-37372-8_3 53   Cited 2 times in Scopus2 0
Kroese, DP and Kallenberg, Wcm (1989) Approximations to the Lifetime Distribution of K-Out-of-N Systems with Cold Standby. Mathematics of Operations Research, 14 3: 485-501. doi:10.1287/moor.14.3.485 24   3 0
Keith, Jonathan M., Adams, Peter, Bryant, Darryn, Kroese, Dirk P., Mitchelson, Keith R., Cochran, Duncan A. E. and Lala, Gita H. (2002) A simulated annealing algorithm for finding consensus sequences. Bioinformatics, 18 11: 1494-1499. doi:10.1093/bioinformatics/18.11.1494 83   24 Cited 27 times in Scopus27 0
De Boer, Pieter-Tjerk, Kroese, Dirk P., Mannor, Shie and Rubinstein, Reuven Y. (2005) A tutorial on the cross-entropy method. Annals of Operations Research, 134 1: 19-67. doi:10.1007/s10479-005-5724-z 88 1 194 Cited 293 times in Scopus293 0
Grace, Adam W., Kroese, Dirk P. and Sandmann, Werner (2014) Automated state-dependent importance sampling for Markov jump processes via sampling from the zero-variance distribution. Journal of Applied Probability, 51 3: 741-755. doi:10.1239/jap/1409932671 16   0 Cited 0 times in Scopus0 0
Sani, A. and Kroese, D. P. (2008) Controlling the number of HIV infectives in a mobile population. Mathematical Biosciences, 213 2: 103-112. doi:10.1016/j.mbs.2008.03.003 74   7 Cited 6 times in Scopus6 0
Costa, A., Jones, O. D. and Kroese, D. P. (2007) Convergence properties of the cross-entropy method for discrete optimization. Operations Research Letters, 35 5: 573-580. doi:10.1016/j.orl.2006.11.005 314   32 Cited 43 times in Scopus43 0
Kroese, Dirk P. (2010). Cross-entropy method. In Encyclopedia of operations research and management sciences 3rd ed. (pp. 1-12) New York, United States: Springer-Verlag. doi:10.1002/9780470400531.eorms0210 86   0
Kroese, Dirk P., Rubinstein, Reuven Y., Cohen, Izack, Porotsky, Sergey and Taimre, Thomas (2013). Cross-entropy method. In Saul I. Gass and Michael C. Fu (Ed.), Encyclopedia of operations research and management science 3rd ed. (pp. 326-333) New York, United States: Springer. doi:10.1007/978-1-4419-1153-7_131 8   0
Nariai, Sho, Hui, Kin-Ping and Kroese, Dirk P. (2005). Designing an optimal network using the cross-entropy method. In: Marcus Gallagher and James Hogan, Intelligent Data Engineering and Automated Learning - IDEAL 2005 6th International Conference. Sixth International Conference on Intelligent Data Engineering and Automated Learning (IDEAL 2005), Brisbane, Australia, (228-233). 6-8 July 2005. doi:10.1007/11508069_30 66   2 Cited 5 times in Scopus5 0
Chan, Joshua C. C. and Kroese, Dirk P. (2010) Efficient estimation of large portfolio loss probabilities in t-copula models. European Journal of Operational Research, 205 2: 361-367. doi:10.1016/j.ejor.2010.01.003 97   12 Cited 13 times in Scopus13 0
Kroese, Dirk P. and Nicola, Victor F. (1999) Efficient estimation of overflow probabilities in queues with breakdowns. Performance Evaluation, 36-37 471-484. doi:10.1016/S0166-5316(99)00036-X 36 13 5 Cited 7 times in Scopus7 0
Botev, Zdravko I. and Kroese, Dirk P. (2012) Efficient Monte Carlo simulation via the generalized splitting method. Statistics and Computing, 22 1: 171-16. doi:10.1007/s11222-010-9201-4 56   11 Cited 8 times in Scopus8 0
Kroese, D. P. and Nicola, V. F. (2002) Efficient simulation of a Tandem Jackson Network. ACM Transactions on Modeling and Computer Simulation, 12 2: 119-141. doi:10.1145/566392.566395 58   0
Kroese, DP and Nicola, VF (1998). Efficient simulation of backlogs in fluid flow lines. In: Aeu-International Journal of Electronics and Communications. Workshop on Rare Event Simulation, Aachen Germany, (165-171). Aug 28-29, 1997. 26   2
Brereton, Tim J., Kroese, Dirk P., Stenzel, Ole, Schmidt, Volker and Baumeier, Bjorn (2012). Efficient simulation of charge transport in deep-trap media. In: C. Laroque, J. Himmelspach, R. Pasupathy, O. Rose and A. M. Uhrmacher, Proceedings of the 2012 Winter Simulation Conference. Winter Simulation Conference, Berlin, Germany, (1-12). 9-12 December 2012. doi:10.1109/WSC.2012.6465003 30   0 Cited 0 times in Scopus0 0
Brereton, Tim, Stenzel, Ole, Baumeier, Bjorn, Andrienko, Denis, Schmidt, Volker and Kroese, Dirk (2014) Efficient simulation of Markov chains using segmentation. Methodology and Computing in Applied Probability, 16 2: 465-484. doi:10.1007/s11009-013-9327-x 16   2 Cited 2 times in Scopus2 1
de Boer, P.T., Kroese, D. P. and Rubinstein, R.Y. (2002). Estimating buffer overflows in three stages using cross-entropy. In: E. Yucesan, C.H. Chen, J.L. Snowdon and J.M. Charnes, Proceedings of the 2002 Winter Simulation Conference. 35th Winter Simulation Conference (ERA Rank B), San Diego, USA, (301-309). 3-11 December 2002. doi:10.1109/WSC.2002.1172899 47   8 Cited 11 times in Scopus11 0
Evans, G. E., Sofronov, G. Y., Keith, J. M. and Kroese, D. P. (2011) Estimating change-points in biological sequences via the cross-entropy method. Annals of Operations Research, 189 1: 155-165. doi:10.1007/s10479-010-0687-0 55   6 Cited 10 times in Scopus10 0
Roberts, B. and Kroese, D. P. (2007) Estimating the number of s-t paths in a graph. Journal of Graph Algorithms and Applications, 11 1: 195-214. doi:10.7155/jgaa.00142 72   Cited 3 times in Scopus3 0
Brereton, Tim J., Chan, Joshua C. C. and Kroese, Dirk P. (2011). Fitting mixture importance sampling distributions via improved cross-entropy. In: Proceedings of the 2011 Winter Simulation Conference. 2011 Winter Simulation Conference, Phoenix, AZ, United States, (422-428). 11-14 December 2011. doi:10.1109/WSC.2011.6147769 81 33 Cited 1 times in Scopus1 0
Botev, Z. I., Kroese, D. P. and Taimre, T. (2006). Generalized cross-entropy methods for rare events and optimization. In: 6th International Workshop on Rare Event Simulation (RESIM 2006), Bamberg, Germany, (1-30). 8-10 October, 2006. 73  
Botev, Z. I., Kroese, D. P. and Taimre, T. (2007) Generalized cross-entropy methods with applications to rare-event simulation and optimization. Simulation, 83 11: 785-806. doi:10.1177/0037549707087067 77 1 12 Cited 23 times in Scopus23 0
Botev, Z. I. and Kroese, D. P. (2004). Global Likelihood Optimization Via The Cross-Entropy Method With An Application To Mixture Models. In: Ingalls, R. G., Rossetti, M. D., Smith, J. S. and Peters, B. A., Proceedings of the 2004 Winter Simulation Conference. 2004 Winter Simulation Conference, Washington, USA, (529-535). 5-8 December, 2004. 439 369 16
Stenzel, O., Westhoff, D., Manke, I., Kasper, M., Kroese, D. P. and Schmidt, V. (2013) Graph-based simulated annealing: a hybrid approach to stochastic modeling of complex microstructures. Modelling and Simulation in Materials Science and Engineering, 21 5: 055004.1-055004.18. doi:10.1088/0965-0393/21/5/055004 26 21 5 Cited 5 times in Scopus5 0
Stacey, Karl W. and Kroese, Dirk P. (2011). Greedy servers on a torus. In: Proceedings of the 2011 Winter Simulation Conference. 2011 Winter Simulation Conference, Phoenix, AZ, United States, (369-380). 11-14 December 2011. doi:10.1109/WSC.2011.6147764 85 5 Cited 0 times in Scopus0 0
Kroese, Dirk P., Taimre, Thomas and Botev, Zdravko I. Handbook of Monte Carlo Methods. Hoboken, NJ, U.S.A.: John Wiley & Sons, 2011. doi:10.1002/9781118014967 72   0
Asmussen, S., Kroese, D. P. and Rubinstein, R. Y. (2005) Heavy tails, importance sampling and cross-entropy. Stochastic Models, 21 1: 57-76. doi:10.1081/STM-200046472 110   16 Cited 17 times in Scopus17 0
Asmussen, S., Kroese, D. P. and Rubinstein, R. Y. (2004) Heavy Tails, Importance Sampling and Cross-Entropy. 575 470
Kroese, DP (1997) Heavy traffic analysis for continuous polling models. Journal of Applied Probability, 34 3: 720-732. doi:10.2307/3215097 20   14 0
Sofronov, G. Y., Evans, G. E., Keith, J. M. and Kroese, D. P. (2007). Identifying change-points in biological sequences via sequential importance sampling. In: L.. Oxley and D. Kulasiri, Proceedings of the 17th Biennial Congress on Modelling and Simulation. 17th Biennial Congress on Modelling and Simulation (MODSIM07), Christchurch, New Zealand, (2917-2923). 10-13 December, 2007. 67  
Sofronov, George Yu., Evans, Gareth E., Keith, Jonathan M. and Kroese, Dirk P (2009) Identifying Change-Points in Biological Sequences via Sequential Importance Sampling. Environmental Modeling & Assessment, 14 5: 577-584. doi:10.1007/s10666-008-9160-8 58   7 Cited 9 times in Scopus9 0
Asmussen, Søren and Kroese, Dirk P. (2006) Improved algorithms for rare event simulation with heavy tails. Advances In Applied Probability, 38 2: 545-558. doi:10.1239/aap/1151337084 76   39 Cited 44 times in Scopus44 0
Chan, Joshua C.C. and Kroese, Dirk P. (2012) Improved cross-entropy method for estimation. Statistics and Computing, 22 5: 1031-1040. doi:10.1007/s11222-011-9275-7 38   6 Cited 7 times in Scopus7 1
Joshua C. C. Chan and Dirk P. Kroese (2010). Improved Cross-Entropy Method for Estimation. , School of Economics, University of Queensland. 112 412
Duan, Qibin, Kroese, Dirk P., Brereton, Tim, Spettl, Aaron and Schmidt, Volker (2014) Inverting Laguerre tessellations. The Computer Journal, 57 9: 1431-1440. doi:10.1093/comjnl/bxu029 38   1 Cited 1 times in Scopus1 0
Kroese, D. P. and Scheinhardt, W. R. W. (2001) Joint distributions for interacting fluid queues. Queueing Systems, 37 1-3: 99-139. doi:10.1023/A:1011044217695 65 6 7 Cited 9 times in Scopus9 3
Botev, Z. I., Grotowski, J. F. and Kroese, D. P. (2010) Kernel density estimation via diffusion. Annals of Statistics, 38 5: 2916-2957. doi:10.1214/10-AOS799 101   219 Cited 268 times in Scopus268 3

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