Preprints, Papers and Presentations
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D. P. Kroese, T. Taimre and Z. I. Botev (2011),
Handbook of Monte Carlo Methods,
John Wiley & Sons , in press
[
Wiley,
homepage]
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Botev. Z.I. and Kroese D. P. (2010). Efficient Monte Carlo simulation
via the Generalized Splitting Method. Statistics and Computing. DOI: 10.1007/s11222-010-9201-4
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Botev. Z.I., Grotowski J.F and Kroese D. P. (2010). Kernel density estimation via diffusion. Annals of Statistics. Volume 38, Number 5, Pages 2916--2957
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Botev, Z.I., Kroese, D.P. (2009). The Generalized Cross Entropy Method, with Applications to Probability Density Estimation. Methodology and Computing in Applied Probability.
DOI: 10.1007/s11009-009-9133-7
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Botev, Z.I., Kroese, D.P. (2008).
Non-asymptotic bandwidth selection for density estimation of discrete data. Methodology and Computing in Applied Probability.
Volume 10, Number 3, 435-451,
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Botev, Z.I., Kroese, D.P. (2008). An Efficient Algorithm for
Rare-event Probability Estimation, Combinatorial Optimization, and
Counting. Methodology and Computing in Applied
Probability. Volume 10, Number 4, 471-505
(pdf)
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D. P. Kroese, T. Taimre, Z. I. Botev and R. Y. Rubinstein (2007),
Solutions Manual for Monte Carlo Methods,
Wiley-Interscience, Second edition
[
Wiley |
Amazon |
Barnes and Noble ]
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Botev, Z.I, Kroese, D.P., Taimre, T. (2007).
Generalized Cross-Entropy Methods with Applications to Rare-Event simulation and Optimization.
Simulation. Volume 83, Number 11, 785-806
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Botev, Z.I, Kroese, D.P., Taimre, T. (2006). Generalized Cross-Entropy
Methods.
Proceedings of RESIM 2006, Bamberg, Germany, 1-30. (pdf)
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Botev, Z., Kroese, D.P. (2004).
Global Likelihood Optimization via the Cross-Entropy Method,
with an Application to Mixture Models. Proceedings of the Winter
Simulation Conference, Washington DC, pp 529--535.
(pdf)
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Bachelor of Science Honors Project
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This paper has been used to help write the kernel density estimation software.
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