| Publication | Date of Publication | Type |
|---|
Why the Monte Carlo method is so important today
Wiley Interdisciplinary Reviews. WIREs Computational Statistics | 2024-09-12 | Paper |
An advanced course in probability and stochastic processes
| 2024-02-02 | Paper |
TruncatedNormal
| 2021-09-08 | Software |
Monte Carlo estimation of the density of the sum of dependent random variables
Mathematics and Computers in Simulation | 2021-03-02 | Paper |
Sampling Conditionally on a Rare Event via Generalized Splitting
INFORMS Journal on Computing | 2021-02-01 | Paper |
Kernel density estimation with linked boundary conditions
Studies in Applied Mathematics | 2020-11-30 | Paper |
Fast and accurate computation of the distribution of sums of dependent log-normals
Annals of Operations Research | 2020-01-20 | Paper |
Data science and machine learning. Mathematical and statistical methods
| 2019-12-18 | Paper |
The normal law under linear restrictions: simulation and estimation via minimax tilting
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
Monte Carlo Estimation of the Density of the Sum of Dependent Random Variables
| 2017-11-29 | Paper |
Static network reliability estimation under the Marshall-Olkin copula
ACM Transactions on Modeling and Computer Simulation | 2017-06-30 | Paper |
Semiparametric cross entropy for rare-event simulation
Journal of Applied Probability | 2016-12-09 | Paper |
Sequential Monte Carlo for counting vertex covers in general graphs
Statistics and Computing | 2016-06-10 | Paper |
The normal law under linear restrictions: simulation and estimation via minimax tilting
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2016-03-14 | Paper |
Spatial Process Simulation
Stochastic Geometry, Spatial Statistics and Random Fields | 2015-12-03 | Paper |
Importance accelerated Robbins-Monro recursion with applications to parametric confidence limits
Electronic Journal of Statistics | 2015-10-28 | Paper |
Efficient Monte Carlo simulation via the generalized splitting method
Statistics and Computing | 2015-10-16 | Paper |
Markov chain importance sampling with applications to rare event probability estimation
Statistics and Computing | 2015-10-16 | Paper |
An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting
Methodology and Computing in Applied Probability | 2014-08-15 | Paper |
The generalized cross entropy method, with applications to probability density estimation
Methodology and Computing in Applied Probability | 2011-03-14 | Paper |
Handbook of Monte Carlo Methods
Wiley Series in Probability and Statistics | 2011-01-13 | Paper |
Kernel density estimation via diffusion
The Annals of Statistics | 2010-11-15 | Paper |
Non-asymptotic bandwidth selection for density estimation of discrete data
Methodology and Computing in Applied Probability | 2009-12-14 | Paper |
