His primary areas of study are Monte Carlo method, Mathematical optimization, Cross-entropy method, Importance sampling and Markov chain Monte Carlo. His Monte Carlo method study combines topics from a wide range of disciplines, such as Probability and statistics, Statistical physics, Artificial intelligence and Operations research. His Cross-entropy method research includes themes of Stochastic optimization, Cross entropy, Theory of computation and Theoretical computer science.
Dirk P. Kroese interconnects Algorithm, Bounded function, Independent and identically distributed random variables and Control variates in the investigation of issues within Importance sampling. Dirk P. Kroese has researched Algorithm in several fields, including Smoothing, Sample, Density estimation and Kernel density estimation. His Slice sampling, Rejection sampling and Monte Carlo integration study in the realm of Markov chain Monte Carlo interacts with subjects such as Contemporary science.
Dirk P. Kroese mostly deals with Mathematical optimization, Monte Carlo method, Algorithm, Cross-entropy method and Importance sampling. His work focuses on many connections between Mathematical optimization and other disciplines, such as Cross entropy, that overlap with his field of interest in Rare events. His research on Monte Carlo method frequently connects to adjacent areas such as Statistical physics.
The concepts of his Statistical physics study are interwoven with issues in Statistics and Random field. His Algorithm research incorporates themes from Theoretical computer science and Markov chain. His Cross-entropy method study is associated with Combinatorial optimization.
His primary scientific interests are in Mathematical optimization, Monte Carlo method, Algorithm, Applied mathematics and Sampling. His research in Mathematical optimization intersects with topics in Partially observable Markov decision process, Markov decision process and Cross entropy. His work deals with themes such as Estimator and Reliability, which intersect with Monte Carlo method.
The Algorithm study combines topics in areas such as Tessellation, Markov chain Monte Carlo, Maxima and minima, Laguerre polynomials and Stochastic optimization. The various areas that he examines in his Tessellation study include Cross-entropy method, Tomographic image and Inverse problem. In his study, Mixture model, Rejection sampling and Process simulation is strongly linked to Point process, which falls under the umbrella field of Applied mathematics.
Mathematical optimization, Algorithm, Cross entropy, Cross-entropy method and Monte Carlo method are his primary areas of study. The study incorporates disciplines such as Range, Planner and Kullback–Leibler divergence in addition to Mathematical optimization. His Algorithm study incorporates themes from Nested sampling algorithm, Sequential monte carlo methods, Markov chain Monte Carlo and Special case.
His studies in Cross entropy integrate themes in fields like Continuous optimization, Discrete optimization, Combinatorial optimization and Scale. His Cross-entropy method research incorporates elements of Tessellation, Inverse problem, Maxima and minima, Laguerre polynomials and Stochastic optimization. He has included themes like Network topology, Reliability and Communications system in his Monte Carlo method study.
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Simulation and the Monte Carlo Method
R. Y. Rubinstein;D. P. Kroese.
smcm (2007)
A Tutorial on the Cross-Entropy Method
Pieter-Tjerk de Boer;Dirk P. Kroese;Shie Mannor;Reuven Y. Rubinstein.
Annals of Operations Research (2005)
The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning
Reuven Y. Rubinstein;Dirk P. Kroese.
(2004)
Kernel density estimation via diffusion
Z. I. Botev;J. F. Grotowski;D. P. Kroese.
Annals of Statistics (2010)
Handbook of Monte Carlo Methods
Dirk P. Kroese;Thomas Taimre;Zdravko I. Botev.
(2011)
Simulation and the Monte Carlo Method (Wiley Series in Probability and Statistics)
Reuven Y. Rubinstein;Dirk P. Kroese.
(1981)
Why the Monte Carlo method is so important today
Dirk P. Kroese;Tim Brereton;Thomas Taimre;Zdravko I. Botev.
Wiley Interdisciplinary Reviews: Computational Statistics (2014)
The Cross Entropy Method: A Unified Approach To Combinatorial Optimization, Monte-carlo Simulation (Information Science and Statistics)
Reuven Y. Rubinstein;Dirk P. Kroese.
(2004)
The Cross‐Entropy Method
Reuven Y. Rubinstein;Dirk P. Kroese.
(2004)
The Cross-Entropy Method for Continuous Multi-Extremal Optimization
Dirk P. Kroese;Sergey Porotsky;Reuven Y. Rubinstein.
Methodology and Computing in Applied Probability (2006)
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