| Publication | Date of Publication | Type |
|---|
| Why the Monte Carlo method is so important today | 2024-09-12 | Paper |
| An advanced course in probability and stochastic processes | 2024-02-02 | Paper |
| Rare events in random geometric graphs | 2022-07-28 | Paper |
| Perfect sampling for Gibbs point processes using partial rejection sampling | 2020-04-27 | Paper |
| Data Science and Machine Learning | 2019-12-18 | Paper |
| Unbiased Estimation of the Reciprocal Mean for Non-negative Random Variables | 2019-07-03 | Paper |
| Splitting for multi-objective optimization | 2018-08-14 | Paper |
| Efficient simulation of a tandem Jackson network | 2018-06-12 | Paper |
| Without-replacement sampling for particle methods on finite state spaces | 2018-03-07 | Paper |
| Stochastic enumeration method for counting trees | 2017-03-30 | Paper |
| Stratified Splitting for Efficient Monte Carlo Integration | 2017-01-25 | Paper |
| Simulation and the Monte Carlo Method | 2017-01-06 | Paper |
| Splitting for optimization | 2016-11-17 | Paper |
| A comparison of random walks in dependent random environments | 2016-05-17 | Paper |
| Spatial Process Simulation | 2015-12-03 | Paper |
| Efficient Monte Carlo simulation via the generalized splitting method | 2015-10-16 | Paper |
| A General Framework for Consistent Estimation of Charge Transport Properties via Random Walks in Random Environments | 2015-05-21 | Paper |
| A critical exponent for shortest-path scaling in continuum percolation | 2015-01-23 | Paper |
| Efficient simulation of Markov chains using segmentation | 2014-12-05 | Paper |
| Automated State-Dependent Importance Sampling for Markov Jump Processes via Sampling from the Zero-Variance Distribution | 2014-10-15 | Paper |
| An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting | 2014-08-15 | Paper |
| Computing the Drift of Random Walks in Dependent Random Environments | 2014-06-12 | Paper |
| Stability and performance of greedy server systems | 2013-11-25 | Paper |
| Statistical Modeling and Computation | 2013-09-23 | Paper |
| Improved cross-entropy method for estimation | 2012-12-07 | Paper |
| Rare-event probability estimation with conditional Monte Carlo | 2012-03-08 | Paper |
| Estimating change-points in biological sequences via the cross-entropy method | 2012-03-08 | Paper |
| A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing Networks | 2012-02-19 | Paper |
| A comparison of cross-entropy and variance minimization strategies | 2011-10-25 | Paper |
| The generalized cross entropy method, with applications to probability density estimation | 2011-03-14 | Paper |
| Handbook of Monte Carlo Methods | 2011-01-13 | Paper |
| Kernel density estimation via diffusion | 2010-11-15 | Paper |
| Efficient estimation of large portfolio loss probabilities in \(t\)-copula models | 2010-06-11 | Paper |
| Non-asymptotic bandwidth selection for density estimation of discrete data | 2009-12-14 | Paper |
| Estimating the Number of s-t Paths in a Graph | 2009-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3504250 | 2008-06-11 | Paper |
| Applications of the Cross-Entropy Method in Reliability | 2008-01-02 | Paper |
| Simulation and the Monte Carlo Method | 2007-11-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5310911 | 2007-10-15 | Paper |
| Application of the cross-entropy method to clustering and vector quantization | 2007-03-06 | Paper |
| The cross-entropy method for continuous multi-extremal optimization | 2007-01-29 | Paper |
| An optimal sequential procedure for a buying-selling problem with independent observations | 2006-11-16 | Paper |
| Improved algorithms for rare event simulation with heavy tails | 2006-07-25 | Paper |
| A tutorial on the cross-entropy method | 2005-08-05 | Paper |
| The cross-entropy method for network reliability estimation | 2005-08-05 | Paper |
| Application of the cross-entropy method to the buffer allocation problem in a simulation-based environment | 2005-08-05 | Paper |
| HEAVY TAILS, IMPORTANCE SAMPLING AND CROSS–ENTROPY | 2005-05-23 | Paper |
| Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process | 2005-03-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4828558 | 2004-11-22 | Paper |
| The transform likelihood ratio method for rare event simulation with heavy tails | 2004-08-10 | Paper |
| A generalized Markov sampler | 2004-05-27 | Paper |
| Efficient estimation of overflow probabilities in queues with breakdowns | 2003-06-24 | Paper |
| THE TREE CUT AND MERGE ALGORITHM FOR ESTIMATION OF NETWORK RELIABILITY | 2003-01-01 | Paper |
| On the decay rates of buffers in continuous flow lines | 2002-04-21 | Paper |
| Joint distributions for interacting fluid queues | 2001-06-19 | Paper |
| Heavy traffic analysis for continuous polling models | 1998-04-19 | Paper |
| Light-Traffic Analysis for Queues with Spatially Distributed Arrivals | 1996-10-08 | Paper |
| Single-server queues with spatially distributed arrivals | 1995-02-14 | Paper |
| Queueing systems on a circle | 1993-08-29 | Paper |
| A continuous polling system with general service times | 1993-02-22 | Paper |
| Second-order asymptotics in level crossing for differences of renewal processes | 1992-09-27 | Paper |
| The difference of two renewal processes level crossing and the infimum | 1992-09-27 | Paper |
| Approximations to the Lifetime Distribution of k-Out-of-n Systems with Cold Standby | 1989-01-01 | Paper |
