Handbook of Monte Carlo methods. Zbl 1213.65001
Kroese, Dirk P.; Taimre, Thomas; Botev, Zdravko I. |
|
2011
|
Kernel density estimation via diffusion. Zbl 1200.62029
Botev, Z. I.; Grotowski, J. F.; Kroese, D. P. |
|
2010
|
The normal law under linear restrictions: simulation and estimation via minimax tilting. Zbl 1414.62102
Botev, Z. I. |
|
2017
|
An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting. Zbl 1293.65004
Botev, Zdravko I.; Kroese, Dirk P. |
|
2008
|
Efficient Monte Carlo simulation via the generalized splitting method. Zbl 1322.65002
Botev, Zdravko I.; Kroese, Dirk P. |
|
2012
|
Spatial process simulation. Zbl 1346.68244
Kroese, Dirk P.; Botev, Zdravko I. |
|
2015
|
Why the Monte Carlo method is so important today. Zbl 07912742
Kroese, Dirk P.; Brereton, Tim; Taimre, Thomas; Botev, Zdravko I. |
|
2014
|
The generalized cross entropy method, with applications to probability density estimation. Zbl 1207.94041
Botev, Zdravko I.; Kroese, Dirk P. |
|
2011
|
Markov chain importance sampling with applications to rare event probability estimation. Zbl 1322.62010
Botev, Zdravko I.; L’Ecuyer, Pierre; Tuffin, Bruno |
|
2013
|
Static network reliability estimation under the Marshall-Olkin copula. Zbl 1369.90057
Botev, Zdravko I.; L’Ecuyer, Pierre; Simard, Richard; Tuffin, Bruno |
|
2016
|
Kernel density estimation with linked boundary conditions. Zbl 1453.62440
Colbrook, Matthew J.; Botev, Zdravko I.; Kuritz, Karsten; MacNamara, Shev |
|
2020
|
Fast and accurate computation of the distribution of sums of dependent log-normals. Zbl 1448.60029
Botev, Zdravko I.; Salomone, Robert; Mackinlay, Daniel |
|
2019
|
Non-asymptotic bandwidth selection for density estimation of discrete data. Zbl 1177.94109
Botev, Zdravko I.; Kroese, Dirk P. |
|
2008
|
Importance accelerated Robbins-Monro recursion with applications to parametric confidence limits. Zbl 1327.62177
Botev, Zdravko I.; Lloyd, Chris J. |
|
2015
|
Monte Carlo estimation of the density of the sum of dependent random variables. Zbl 1540.62013
Laub, Patrick J.; Salomone, Robert; Botev, Zdravko I. |
|
2019
|
Semiparametric cross entropy for rare-event simulation. Zbl 1355.65022
Botev, Z. I.; Ridder, A.; Rojas-Nandayapa, L. |
|
2016
|
Data science and machine learning. Mathematical and statistical methods. Zbl 1496.68004
Kroese, Dirk P.; Botev, Zdravko I.; Taimre, Thomas; Vaisman, Radislav |
|
2020
|
Kernel density estimation with linked boundary conditions. Zbl 1453.62440
Colbrook, Matthew J.; Botev, Zdravko I.; Kuritz, Karsten; MacNamara, Shev |
|
2020
|
Data science and machine learning. Mathematical and statistical methods. Zbl 1496.68004
Kroese, Dirk P.; Botev, Zdravko I.; Taimre, Thomas; Vaisman, Radislav |
|
2020
|
Fast and accurate computation of the distribution of sums of dependent log-normals. Zbl 1448.60029
Botev, Zdravko I.; Salomone, Robert; Mackinlay, Daniel |
|
2019
|
Monte Carlo estimation of the density of the sum of dependent random variables. Zbl 1540.62013
Laub, Patrick J.; Salomone, Robert; Botev, Zdravko I. |
|
2019
|
The normal law under linear restrictions: simulation and estimation via minimax tilting. Zbl 1414.62102
Botev, Z. I. |
|
2017
|
Static network reliability estimation under the Marshall-Olkin copula. Zbl 1369.90057
Botev, Zdravko I.; L’Ecuyer, Pierre; Simard, Richard; Tuffin, Bruno |
|
2016
|
Semiparametric cross entropy for rare-event simulation. Zbl 1355.65022
Botev, Z. I.; Ridder, A.; Rojas-Nandayapa, L. |
|
2016
|
Spatial process simulation. Zbl 1346.68244
Kroese, Dirk P.; Botev, Zdravko I. |
|
2015
|
Importance accelerated Robbins-Monro recursion with applications to parametric confidence limits. Zbl 1327.62177
Botev, Zdravko I.; Lloyd, Chris J. |
|
2015
|
Why the Monte Carlo method is so important today. Zbl 07912742
Kroese, Dirk P.; Brereton, Tim; Taimre, Thomas; Botev, Zdravko I. |
|
2014
|
Markov chain importance sampling with applications to rare event probability estimation. Zbl 1322.62010
Botev, Zdravko I.; L’Ecuyer, Pierre; Tuffin, Bruno |
|
2013
|
Efficient Monte Carlo simulation via the generalized splitting method. Zbl 1322.65002
Botev, Zdravko I.; Kroese, Dirk P. |
|
2012
|
Handbook of Monte Carlo methods. Zbl 1213.65001
Kroese, Dirk P.; Taimre, Thomas; Botev, Zdravko I. |
|
2011
|
The generalized cross entropy method, with applications to probability density estimation. Zbl 1207.94041
Botev, Zdravko I.; Kroese, Dirk P. |
|
2011
|
Kernel density estimation via diffusion. Zbl 1200.62029
Botev, Z. I.; Grotowski, J. F.; Kroese, D. P. |
|
2010
|
An efficient algorithm for rare-event probability estimation, combinatorial optimization, and counting. Zbl 1293.65004
Botev, Zdravko I.; Kroese, Dirk P. |
|
2008
|
Non-asymptotic bandwidth selection for density estimation of discrete data. Zbl 1177.94109
Botev, Zdravko I.; Kroese, Dirk P. |
|
2008
|