| Publication | Date of Publication | Type |
|---|
Efficient rare-event simulation for random geometric graphs via importance sampling
Methodology and Computing in Applied Probability | 2026-05-28 | Paper |
Data science and machine learning. Mathematical and statistical methods
Chapman & Hall/CRC Machine Learning & Pattern Recognition Series | 2025-11-21 | Paper |
Unbiased and consistent nested sampling via sequential Monte Carlo
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2025-10-24 | Paper |
Efficient Rare-Event Simulation for Random Geometric Graphs via Importance Sampling
(available as arXiv preprint) | 2025-01-01 | Paper |
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 |
Rare events in random geometric graphs
Methodology and Computing in Applied Probability | 2022-07-28 | Paper |
Perfect sampling for Gibbs point processes using partial rejection sampling
Bernoulli | 2020-04-27 | Paper |
Perfect sampling for Gibbs point processes using partial rejection sampling
Bernoulli | 2020-04-27 | Paper |
| Data science and machine learning. Mathematical and statistical methods | 2019-12-18 | Paper |
| Unbiased Estimation of the Reciprocal Mean for Non-negative Random Variables | 2019-07-03 | Paper |
Unbiased Estimation of the Reciprocal Mean for Non-negative Random Variables
(available as arXiv preprint) | 2019-01-01 | Paper |
Splitting for multi-objective optimization
Methodology and Computing in Applied Probability | 2018-08-14 | Paper |
Efficient simulation of a tandem Jackson network
ACM Transactions on Modeling and Computer Simulation | 2018-06-12 | Paper |
Without-replacement sampling for particle methods on finite state spaces
Statistics and Computing | 2018-03-07 | Paper |
Stochastic enumeration method for counting trees
Methodology and Computing in Applied Probability | 2017-03-30 | Paper |
| Stratified Splitting for Efficient Monte Carlo Integration | 2017-01-25 | Paper |
Simulation and the Monte Carlo method
Wiley Series in Probability and Statistics | 2017-01-06 | Paper |
Stratified Splitting for Efficient Monte Carlo Integration
(available as arXiv preprint) | 2017-01-01 | Paper |
Splitting for optimization
Computers & Operations Research | 2016-11-17 | Paper |
A comparison of random walks in dependent random environments
Advances in Applied Probability | 2016-05-17 | Paper |
Spatial Process Simulation
Stochastic Geometry, Spatial Statistics and Random Fields | 2015-12-03 | Paper |
Efficient Monte Carlo simulation via the generalized splitting method
Statistics and Computing | 2015-10-16 | Paper |
A general framework for consistent estimation of charge transport properties via random walks in random environments
Multiscale Modeling & Simulation | 2015-05-21 | Paper |
A critical exponent for shortest-path scaling in continuum percolation
Journal of Physics A: Mathematical and Theoretical | 2015-01-23 | Paper |
Efficient simulation of Markov chains using segmentation
Methodology and Computing in Applied Probability | 2014-12-05 | Paper |
Automated state-dependent importance sampling for Markov jump processes via sampling from the zero-variance distribution
Journal of Applied Probability | 2014-10-15 | Paper |
An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting
Methodology and Computing in Applied Probability | 2014-08-15 | Paper |
| Computing the Drift of Random Walks in Dependent Random Environments | 2014-06-12 | Paper |
Computing the Drift of Random Walks in Dependent Random Environments
(available as arXiv preprint) | 2014-01-01 | Paper |
Stability and performance of greedy server systems
Queueing Systems | 2013-11-25 | Paper |
| Statistical modeling and computation | 2013-09-23 | Paper |
Improved cross-entropy method for estimation
Statistics and Computing | 2012-12-07 | Paper |
Rare-event probability estimation with conditional Monte Carlo
Annals of Operations Research | 2012-03-08 | Paper |
Estimating change-points in biological sequences via the cross-entropy method
Annals of Operations Research | 2012-03-08 | Paper |
A fast cross-entropy method for estimating buffer overflows in queueing networks
Management Science | 2012-02-19 | Paper |
A comparison of cross-entropy and variance minimization strategies
Journal of Applied Probability | 2011-10-25 | 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 |
Efficient estimation of large portfolio loss probabilities in \(t\)-copula models
European Journal of Operational Research | 2010-06-11 | Paper |
Non-asymptotic bandwidth selection for density estimation of discrete data
Methodology and Computing in Applied Probability | 2009-12-14 | Paper |
Estimating the Number of s-t Paths in a Graph
Journal of Graph Algorithms and Applications | 2009-01-19 | Paper |
| The generalized Gibbs sampler and the neigborhood sampler | 2008-06-11 | Paper |
Applications of the Cross-Entropy Method in Reliability
Studies in Computational Intelligence | 2008-01-02 | Paper |
Simulation and the Monte Carlo Method
Wiley Series in Probability and Statistics | 2007-11-14 | Paper |
| Simulations of thresholds in multiple best choice problem | 2007-10-15 | Paper |
Application of the cross-entropy method to clustering and vector quantization
Journal of Global Optimization | 2007-03-06 | Paper |
The cross-entropy method for continuous multi-extremal optimization
Methodology and Computing in Applied Probability | 2007-01-29 | Paper |
An optimal sequential procedure for a buying-selling problem with independent observations
Journal of Applied Probability | 2006-11-16 | Paper |
Improved algorithms for rare event simulation with heavy tails
Advances in Applied Probability | 2006-07-25 | Paper |
A tutorial on the cross-entropy method
Annals of Operations Research | 2005-08-05 | Paper |
The cross-entropy method for network reliability estimation
Annals of Operations Research | 2005-08-05 | Paper |
Application of the cross-entropy method to the buffer allocation problem in a simulation-based environment
Annals of Operations Research | 2005-08-05 | Paper |
HEAVY TAILS, IMPORTANCE SAMPLING AND CROSS–ENTROPY
Stochastic Models | 2005-05-23 | Paper |
Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process
The Annals of Applied Probability | 2005-03-21 | Paper |
Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process
The Annals of Applied Probability | 2005-03-21 | Paper |
| scientific article; zbMATH DE number 2117227 (Why is no real title available?) | 2004-11-22 | Paper |
The transform likelihood ratio method for rare event simulation with heavy tails
Queueing Systems | 2004-08-10 | Paper |
A generalized Markov sampler
Methodology and Computing in Applied Probability | 2004-05-27 | Paper |
Efficient estimation of overflow probabilities in queues with breakdowns
Performance Evaluation | 2003-06-24 | Paper |
THE TREE CUT AND MERGE ALGORITHM FOR ESTIMATION OF NETWORK RELIABILITY
Probability in the Engineering and Informational Sciences | 2003-01-01 | Paper |
On the decay rates of buffers in continuous flow lines
Methodology and Computing in Applied Probability | 2002-04-21 | Paper |
Joint distributions for interacting fluid queues
Queueing Systems | 2001-06-19 | Paper |
Heavy traffic analysis for continuous polling models
Journal of Applied Probability | 1998-04-19 | Paper |
Light-Traffic Analysis for Queues with Spatially Distributed Arrivals
Mathematics of Operations Research | 1996-10-08 | Paper |
Single-server queues with spatially distributed arrivals
Queueing Systems | 1995-02-14 | Paper |
Queueing systems on a circle
ZOR Zeitschrift f�r Operations Research Methods and Models of Operations Research | 1993-08-29 | Paper |
A continuous polling system with general service times
The Annals of Applied Probability | 1993-02-22 | Paper |
Second-order asymptotics in level crossing for differences of renewal processes
Stochastic Processes and their Applications | 1992-09-27 | Paper |
The difference of two renewal processes level crossing and the infimum
Communications in Statistics. Stochastic Models | 1992-09-27 | Paper |
Approximations to the Lifetime Distribution of <i>k</i>-Out-of-<i>n</i> Systems with Cold Standby
Mathematics of Operations Research | 1989-01-01 | Paper |
