Dirk Kroese | Academic Influence

Dirk Kroese's AcademicInfluence.com Rankings

Dirk Kroese

Mathematics

#5071

World Rank

#7172

Historical Rank

Probability Theory

#135

World Rank

#164

Historical Rank

Applied Mathematics

#264

World Rank

#289

Historical Rank

Statistics

#501

World Rank

#577

Historical Rank

mathematics Degrees

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Mathematics

Dirk Kroese's Degrees

PhD Mathematics University of Twente
Masters Mathematics University of Twente
Bachelors Mathematics University of Twente

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Why Is Dirk Kroese Influential?

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According to Wikipedia, Dirk Pieter Kroese is a Dutch-Australian mathematician and statistician, and Professor at the University of Queensland. He is known for several contributions to applied probability, kernel density estimation, Monte Carlo methods and rare-event simulation. He is, with Reuven Rubinstein, a pioneer of the Cross-Entropy method.

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Dirk Kroese's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

A Tutorial on the Cross-Entropy Method (2005) (2123)
Kernel density estimation via diffusion (2010) (1608)
Handbook of Monte Carlo Methods (2011) (855)
The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation and Machine Learning (2004) (694)
Why the Monte Carlo method is so important today (2014) (453)
The Cross-Entropy Method (2011) (411)
Simulation and the Monte Carlo Method (Wiley Series in Probability and Statistics) (1981) (379)
The Cross Entropy Method: A Unified Approach To Combinatorial Optimization, Monte-carlo Simulation (Information Science and Statistics) (2004) (330)
The Cross-Entropy Method for Continuous Multi-Extremal Optimization (2006) (253)
Application of the Cross-Entropy Method to the Buffer Allocation Problem in a Simulation-Based Environment (2005) (144)
Chapter 3 – The Cross-Entropy Method for Optimization (2013) (136)
Improved algorithms for rare event simulation with heavy tails (2006) (134)
Convergence properties of the cross-entropy method for discrete optimization (2007) (121)
Efficient Monte Carlo simulation via the generalized splitting method (2012) (119)
An Efficient Algorithm for Rare-event Probability Estimation, Combinatorial Optimization, and Counting (2008) (100)
The Cross-Entropy Method for Network Reliability Estimation (2005) (89)
Efficient estimation of large portfolio loss probabilities in t-copula models (2010) (81)
The cross-entropy method for estimation (2013) (80)
Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process (2005) (78)
On the importance function in splitting simulation (2002) (77)
Spatial Process Simulation (2015) (77)
A comparison of RESTART implementations (1998) (71)
Estimating the Number of s-t Paths in a Graph (2007) (70)
Efficient simulation of a tandem Jackson network (1999) (68)
Global likelihood optimization via the cross-entropy method with an application to mixture models (2004) (64)
Network Reliability Optimization via the Cross-Entropy Method (2007) (57)
A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing Networks (2004) (57)
Spatial Process Generation (2013) (56)
A continuous polling system with general service times (1991) (56)
HEAVY TAILS, IMPORTANCE SAMPLING AND CROSS–ENTROPY (2005) (55)
Improved cross-entropy method for estimation (2012) (55)
Rare-event probability estimation with conditional Monte Carlo (2011) (51)
Application of the cross-entropy method to clustering and vector quantization (2007) (50)
Generalized Cross-entropy Methods with Applications to Rare-event Simulation and Optimization (2007) (47)
The Generalized Cross Entropy Method, with Applications to Probability Density Estimation (2011) (47)
Stochastic models for the spread of HIV in a mobile heterosexual population. (2007) (47)
Chromosome arm aneuploidies shape tumour evolution and drug response (2020) (45)
A simulated annealing algorithm for finding consensus sequences (2002) (44)
A Generalized Markov Sampler (2004) (42)
Adaptive independence samplers (2008) (42)
Statistical Modeling and Computation (2013) (36)
Sequence alignment by rare event simulation (2002) (35)
Single-server queues with spatially distributed arrivals (1994) (34)
The Transform Likelihood Ratio Method for Rare Event Simulation with Heavy Tails (2004) (33)
Monte Carlo methods (2019) (33)
Fitting Laguerre tessellation approximations to tomographic image data (2015) (32)
Light-Traffic Analysis for Queues with Spatially Distributed Arrivals (1996) (30)
Unbiased and consistent nested sampling via sequential Monte Carlo (2018) (28)
Heavy traffic analysis for continuous polling models (1997) (27)
A comparison of cross-entropy and variance minimization strategies (2011) (27)
Estimating change-points in biological sequences via the cross-entropy method (2011) (26)
Efficient Estimation of Overflow Probabilities in Queues with Breakdowns (1998) (26)
Combinatorial Optimization via Cross-Entropy (2004) (26)
Joint Distributions for Interacting Fluid Queues (2001) (25)
Controlling the number of HIV infectives in a mobile population. (2008) (25)
THE TREE CUT AND MERGE ALGORITHM FOR ESTIMATION OF NETWORK RELIABILITY (2003) (24)
Truck fleet model for design and assessment of flexible pavements (2008) (23)
Optimal generation expansion planning via the Cross-Entropy method (2009) (23)
Estimating buffer overflows in three stages using cross-entropy (2002) (22)
Stability and performance of greedy server systems (2011) (21)
Identifying Change-Points in Biological Sequences via Sequential Importance Sampling (2009) (21)
Queueing systems on a circle (1993) (20)
Data Science and Machine Learning (2019) (20)
Graph-based simulated annealing: a hybrid approach to stochastic modeling of complex microstructures (2013) (19)
Monte Carlo Sampling (2014) (19)
Stochastic modeling and predictive simulations for the microstructure of organic semiconductor films processed with different spin coating velocities (2015) (19)
Rare event simulation and combinatorial optimization using cross entropy: sequence alignment by rare event simulation (2002) (18)
Inverting Laguerre Tessellations (2014) (17)
Parallel cross-entropy optimization (2007) (16)
CEoptim: Cross-Entropy R Package for Optimization (2015) (16)
On the entrance distribution in RESTART simulation (1999) (16)
A General Framework for Consistent Estimation of Charge Transport Properties via Random Walks in Random Environments (2014) (15)
Non-asymptotic Bandwidth Selection for Density Estimation of Discrete Data (2008) (14)
SABRES: Sequence Alignment By Rare Event Simulation (2002) (14)
An optimal sequential procedure for a buying-selling problem with independent observations (2006) (12)
Applications of the Cross-Entropy Method in Reliability (2007) (12)
Improved Sampling Plans for Combinatorial Invariants of Coherent Systems (2016) (12)
Efficient Simulation of Markov Chains Using Segmentation (2014) (12)
Stochastic Enumeration Method for Counting Trees (2017) (12)
Efficient simulation of charge transport in deep-trap media (2012) (12)
Monte Carlo Methods for Portfolio Credit Risk (2013) (11)
Simulation and the Monte Carlo Method, Student Solutions Manual (2012) (10)
Splitting sequential Monte Carlo for efficient unreliability estimation of highly reliable networks (2016) (10)
CEMAB: A Cross-Entropy-based Method for Large-Scale Multi-Armed Bandits (2017) (9)
Preface : From the issue entitled "The Cross-Entropy Method for Combinatorial Optimization, Rare Event Simulation and Neural Computation" (2005) (9)
Shadow Manifold Hamiltonian Monte Carlo (2021) (8)
Network reliability estimation using the tree cut and merge algorithm with importance sampling (2003) (8)
Splitting for optimization (2016) (8)
Automated State-Dependent Importance Sampling for Markov Jump Processes via Sampling from the Zero-Variance Distribution (2014) (7)
Efficient Simulation of Backlogs in Fluid Flow Lines (1997) (7)
Fitting mixture importance sampling distributions via improved cross-entropy (2011) (6)
A critical exponent for shortest-path scaling in continuum percolation (2014) (6)
Designing an Optimal Network Using the Cross-Entropy Method (2005) (6)
Randomized methods for solving the Winner Determination Problem in combinatorial auctions (2008) (6)
The generalized gibbs sampler and the neighborhood sampler (2008) (6)
An On-Line Planner for POMDPs with Large Discrete Action Space: A Quantile-Based Approach (2018) (5)
Random Number, Random Variable, and Stochastic Process Generation (2012) (5)
ON A GENERALIZED SPLITTING METHOD FOR SAMPLING FROM A CONDITIONAL DISTRIBUTION (2018) (5)
Random Variable Generation (2011) (5)
A Tutorial Introduction to the Cross-Entropy Method (2004) (5)
Unbiased Estimation of The Reciprocal Mean For Non-Negative Random Variables (2019) (4)
Generalized Cross-Entropy Methods (2006) (4)
The Multilevel Splitting algorithm for graph colouring with application to the Potts model (2017) (4)
Approximations to the Lifetime Distribution of k-Out-of-n Systems with Cold Standby (1989) (4)
A fluid queue driven by a fluid queue (1996) (4)
Common Statistical Models (2014) (4)
The difference of two renewal processes level crossing and the infimum (1990) (4)
Simulation and the Monte Carlo Method: Solutions Manual to Accompany (2007) (3)
Current Harmonics Generated by Multiple Adjustable-Speed Drives in Distribution Networks in the Frequency Range of 2–9 kHz (2022) (3)
Rare event probability estimation for connectivity of large random graphs (2014) (3)
Rare Events in Random Geometric Graphs (2020) (3)
Simulation of Discrete‐Event Systems (2012) (3)
Without-replacement sampling for particle methods on finite state spaces (2018) (3)
Perfect sampling for Gibbs point processes using partial rejection sampling (2019) (3)
Applications to Differential Equations (2011) (3)
Generalized cross-entropy methods for rare events and optimization (2006) (3)
A Markov-modulated fluid system with two interacting reservoirs (1997) (3)
Estimating the number of vertices in convex polytopes (2016) (3)
On the design of multi-type networks via the cross-entropy method (2005) (3)
Markov Chain Monte Carlo (2012) (2)
On the Decay Rates of Buffers in Continuous Flow Lines (2000) (2)
Random Number Generators Based on Linear Recurrences (2011) (2)
Optimal epidemic intervention of HIV spread using the cross-entropy method (2007) (2)
Splitting for Multi-objective Optimization (2018) (2)
Analysis of a Markov-modulated fluid tandem queue (1997) (2)
A system of fluid queues with feedback (1997) (2)
State Space Models (2014) (2)
Statistical Analysis of Simulation Data (2011) (2)
Efficient Simulation via Cross-Entropy (2004) (1)
Efficient Monte Carlo simulation via the generalized splitting method (2010) (1)
Simulations of thresholds in multiple best choice problem (2006) (1)
Adaptive Discretization using Voronoi Trees for Continuous-Action POMDPs (2022) (1)
Solutions manual to accompany simulation and the Monte Carlo Method (2007) (1)
Random Process Generation (2011) (1)
Discrete Event Simulation (2011) (1)
Appendix A: Probability and Stochastic Processes (2011) (1)
Estimating Residual Connectivity for Random Graphs (2015) (1)
Annals of Operations Research (2005) (1)
EXACT POSTERIOR SIMULATION FROM THE LINEAR LASSO REGRESSION (2018) (1)
Estimation of Derivatives (2011) (1)
Statistical Analysis of Discrete‐Event Systems (2012) (1)
Computing the Drift of Random Walks in Dependent Random Environments (2014) (1)
6. Markov Chain Monte Carlo (2011) (1)
Dependent Data Models (2014) (1)
Applications of CE to Machine Learning (2004) (1)
Controlling the Variance (2012) (1)
Second-order asymptotics in level crossing for differences of renewal processes (1992) (1)
Uniform Random Number Generation (2011) (1)
Appendix C: Optimization (2011) (0)
Regression (2019) (0)
On the change of measure for a tandem Jackson network (1999) (0)
Decision Trees and Ensemble Methods (2019) (0)
Counting via Monte Carlo (2012) (0)
Sensitivity Analysis and Monte Carlo Optimization (2012) (0)
A Generalized Markov Chain Sampler (2004) (0)
Noisy Optimization with CE (2004) (0)
Current Harmonics Generated by Multi-power Converters in Distribution Networks in the Frequency Range of 2-9 kHz (2021) (0)
Quasirandom Number Generation (2011) (0)
Review of Kernel Methods for Pattern Analysis (2005) (0)
Importing, Summarizing, and Visualizing Data (2019) (0)
List of Distributions (2011) (0)
Simulating rare events in queues via neural networks (2022) (0)
Applications to Finance (2011) (0)
12. Randomized Optimization (2011) (0)
Adaptive Discretization using Voronoi Trees for Continuous POMDPs (2023) (0)
Stratified Splitting for Efficient Monte Carlo Integration (2017) (0)
DSAA/BESC keynote speeches (2015) (0)
Random Variables and Probability Distributions (2014) (0)
Unsupervised Learning (2019) (0)
Preface (2011) (0)
Greedy servers on a torus (2011) (0)
Efficient estimation of tail probabilities of the typical distance in preferential attachment models (2016) (0)
Preface (2005) (0)
A comparison of random walks in dependent random environments (2015) (0)
Applications to Network Reliability (2011) (0)
Rare‐Event Simulation (2011) (0)
On the analysis of independent sets via multilevel splitting (2018) (0)
Applications of CE to COPs (2004) (0)
Stochastic Enumeration Method for Counting Trees (2015) (0)
Statistical Learning (2019) (0)
14. Particle Methods (2011) (0)
Splitting for Multi-objective Optimization (2017) (0)
Detailed Estimation of Grid-Side Current and Its Oscillations Caused by Adjustable Speed Drive Systems (2023) (0)
Appendix B: Elements of Mathematical Statistics (2011) (0)
THE DRIFT OF RANDOM WALKS IN DEPENDENT RANDOM ENVIRONMENTS By (2014) (0)
Improved cross-entropy method for estimation (2011) (0)
Efficient Simulation of Markov Chains Using Segmentation (2013) (0)
Appendix D: Miscellany (2011) (0)
Classification (2019) (0)
Without-replacement sampling for particle methods on finite state spaces (2017) (0)
Chromosome arm aneuploidies shape tumour evolution and drug response (2020) (0)
A Markov renewal approach to an opportunistic replacement model in continuous time (1990) (0)
Title Truck fleet model for design and assessment of flexiblepavements (2017) (0)
Regularization and Kernel Methods (2019) (0)
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Deep Learning (2019) (0)
Continuous Optimization and Modifications (2004) (0)

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