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1

[Wiley Series in Probability and Statistics] Handbook of Monte Carlo Methods (Kroese/Handbook) || Variance Reduction

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I.

Year:

2011

Language:

english

File:

PDF, 1.39 MB

english, 2011

2

[Wiley Series in Probability and Statistics] Handbook of Monte Carlo Methods (Kroese/Handbook) || Uniform Random Number Generation

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I.

Year:

2011

Language:

english

File:

PDF, 1.29 MB

english, 2011

3

Why the Monte Carlo method is so important today

Kroese, Dirk P., Brereton, Tim, Taimre, Thomas, Botev, Zdravko I.

Journal:

Wiley Interdisciplinary Reviews: Computational Statistics

Year:

2014

Language:

english

File:

PDF, 498 KB

english, 2014

4

[Wiley Series in Probability and Statistics] Simulation and the Monte Carlo Method (Solutions Manual to Accompany) || Markov Chain Monte Carlo

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I., Rubinstein, Rueven Y.

Year:

2007

Language:

english

File:

PDF, 473 KB

english, 2007

5

[Wiley Series in Probability and Statistics] Handbook of Monte Carlo Methods (Kroese/Handbook) || Cross-Entropy Method

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I.

Year:

2011

Language:

english

File:

PDF, 1.00 MB

english, 2011

6

Non-asymptotic Bandwidth Selection for Density Estimation of Discrete Data

Zdravko I. Botev, Dirk P. Kroese

Journal:

Methodology and Computing in Applied Probability

Year:

2008

Language:

english

File:

PDF, 461 KB

english, 2008

7

The Generalized Cross Entropy Method, with Applications to Probability Density Estimation

Zdravko I. Botev, Dirk P. Kroese

Journal:

Methodology and Computing in Applied Probability

Year:

2011

Language:

english

File:

PDF, 778 KB

english, 2011

8

[Wiley Series in Probability and Statistics] Handbook of Monte Carlo Methods (Kroese/Handbook) || Markov Chain Monte Carlo

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I.

Year:

2011

Language:

english

File:

PDF, 3.13 MB

english, 2011

9

[Wiley Series in Probability and Statistics] Simulation and the Monte Carlo Method (Solutions Manual to Accompany) || Preliminaries

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I., Rubinstein, Rueven Y.

Year:

2007

Language:

english

File:

PDF, 683 KB

english, 2007

10

Static Network Reliability Estimation under the Marshall-Olkin Copula

Botev, Zdravko I., L'ecuyer, Pierre, Simard, Richard, Tuffin, Bruno

Journal:

ACM Transactions on Modeling and Computer Simulation

Year:

2016

Language:

english

File:

PDF, 391 KB

english, 2016

11

[Wiley Series in Probability and Statistics] Handbook of Monte Carlo Methods (Kroese/Handbook) || Estimation of Derivatives

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I.

Year:

2011

Language:

english

File:

PDF, 847 KB

english, 2011

12

[Wiley Series in Probability and Statistics] Handbook of Monte Carlo Methods (Kroese/Handbook) || Probability Distributions

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I.

Year:

2011

Language:

english

File:

PDF, 2.34 MB

english, 2011

13

[Wiley Series in Probability and Statistics] Handbook of Monte Carlo Methods (Kroese/Handbook) || Random Variable Generation

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I.

Year:

2011

Language:

english

File:

PDF, 1.89 MB

english, 2011

14

[Wiley Series in Probability and Statistics] Handbook of Monte Carlo Methods (Kroese/Handbook) || Statistical Analysis of Simulation Data

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I.

Year:

2011

Language:

english

File:

PDF, 2.01 MB

english, 2011

15

[Wiley Series in Probability and Statistics] Simulation and the Monte Carlo Method (Solutions Manual to Accompany) || Statistical Analysis of Discrete-Event Systems

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I., Rubinstein, Rueven Y.

Year:

2007

Language:

english

File:

PDF, 407 KB

english, 2007

16

[Wiley Series in Probability and Statistics] Simulation and the Monte Carlo Method (Solutions Manual to Accompany) || Preliminaries

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I., Rubinstein, Rueven Y.

Year:

2007

Language:

english

File:

PDF, 415 KB

english, 2007

17

[Wiley Series in Probability and Statistics] Simulation and the Monte Carlo Method (Solutions Manual to Accompany) || Simulation of Discrete-Event Systems

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I., Rubinstein, Rueven Y.

Year:

2007

Language:

english

File:

PDF, 277 KB

english, 2007

18

[Wiley Series in Probability and Statistics] Simulation and the Monte Carlo Method (Solutions Manual to Accompany) || Random Number, Random Variable, and Stochastic Process Generation

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I., Rubinstein, Rueven Y.

Year:

2007

Language:

english

File:

PDF, 383 KB

english, 2007

19

[Wiley Series in Probability and Statistics] Simulation and the Monte Carlo Method (Solutions Manual to Accompany) || Appendix

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I., Rubinstein, Rueven Y.

Year:

2007

Language:

english

File:

PDF, 253 KB

english, 2007

20

[Wiley Series in Probability and Statistics] Simulation and the Monte Carlo Method (Solutions Manual to Accompany) || Sensitivity Analysis and Monte Carlo Optimization

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I., Rubinstein, Rueven Y.

Year:

2007

Language:

english

File:

PDF, 397 KB

english, 2007

21

[Wiley Series in Probability and Statistics] Simulation and the Monte Carlo Method (Solutions Manual to Accompany) || Controlling the Variance

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I., Rubinstein, Rueven Y.

Year:

2007

Language:

english

File:

PDF, 701 KB

english, 2007

22

[IEEE 2017 Winter Simulation Conference (WSC) - Las Vegas, NV, USA (2017.12.3-2017.12.6)] 2017 Winter Simulation Conference (WSC) - Accurate computation of the right tail of the sum of dependent log-normal variates

Botev, Zdravko, L'Ecuyer, Pierre

Year:

2017

Language:

english

File:

PDF, 181 KB

english, 2017

23

Fast and accurate computation of the distribution of sums of dependent log-normals

Botev, Zdravko I., Salomone, Robert, Mackinlay, Daniel

Journal:

Annals of Operations Research

Year:

2019

Language:

english

File:

PDF, 618 KB

english, 2019

24

An Efficient Algorithm for Rare-event Probability Estimation, Combinatorial Optimization, and Counting

Zdravko I. Botev, Dirk P. Kroese

Journal:

Methodology and Computing in Applied Probability

Year:

2008

Language:

english

File:

PDF, 906 KB

english, 2008

25

Efficient Monte Carlo simulation via the generalized splitting method

Zdravko I. Botev, Dirk P. Kroese

Journal:

Statistics and Computing

Year:

2012

Language:

english

File:

PDF, 1.05 MB

english, 2012

26

Markov chain importance sampling with applications to rare event probability estimation

Zdravko I. Botev, Pierre L’Ecuyer, Bruno Tuffin

Journal:

Statistics and Computing

Year:

2013

Language:

english

File:

PDF, 658 KB

english, 2013

27

[Wiley Series in Probability and Statistics] Handbook of Monte Carlo Methods (Kroese/Handbook) || Random Process Generation

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I.

Year:

2011

Language:

english

File:

PDF, 3.17 MB

english, 2011

28

[Wiley Series in Probability and Statistics] Handbook of Monte Carlo Methods (Kroese/Handbook) || Particle Methods

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I.

Year:

2011

Language:

english

File:

PDF, 1.96 MB

english, 2011

29

[Wiley Series in Probability and Statistics] Handbook of Monte Carlo Methods (Kroese/Handbook) || Discrete Event Simulation

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I.

Year:

2011

Language:

english

File:

PDF, 1005 KB

english, 2011

30

[Wiley Series in Probability and Statistics] Handbook of Monte Carlo Methods (Kroese/Handbook) || Applications to Differential Equations

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I.

Year:

2011

Language:

english

File:

PDF, 1.43 MB

english, 2011

31

[Wiley Series in Probability and Statistics] Handbook of Monte Carlo Methods (Kroese/Handbook) || Rare-Event Simulation

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I.

Year:

2011

Language:

english

File:

PDF, 1.80 MB

english, 2011

32

[Wiley Series in Probability and Statistics] Handbook of Monte Carlo Methods (Kroese/Handbook) || Applications to Finance

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I.

Year:

2011

Language:

english

File:

PDF, 1.22 MB

english, 2011

33

[Wiley Series in Probability and Statistics] Handbook of Monte Carlo Methods (Kroese/Handbook) || Quasirandom Number Generation

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I.

Year:

2011

Language:

english

File:

PDF, 1018 KB

english, 2011

34

[Wiley Series in Probability and Statistics] Handbook of Monte Carlo Methods (Kroese/Handbook) || Applications to Network Reliability

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I.

Year:

2011

Language:

english

File:

PDF, 1.37 MB

english, 2011

35

[Wiley Series in Probability and Statistics] Handbook of Monte Carlo Methods (Kroese/Handbook) || Randomized Optimization

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I.

Year:

2011

Language:

english

File:

PDF, 1.11 MB

english, 2011

36

[Wiley Series in Probability and Statistics] Handbook of Monte Carlo Methods (Kroese/Handbook) || Index

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I.

Year:

2011

Language:

english

File:

PDF, 899 KB

english, 2011

37

[Wiley Series in Probability and Statistics] Handbook of Monte Carlo Methods (Kroese/Handbook) || Appendix A: Probability and Stochastic Processes

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I.

Year:

2011

Language:

english

File:

PDF, 2.17 MB

english, 2011

38

[Wiley Series in Probability and Statistics] Handbook of Monte Carlo Methods (Kroese/Handbook) || Acronyms and Abbreviations

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I.

Year:

2011

Language:

english

File:

PDF, 101 KB

english, 2011

39

[Wiley Series in Probability and Statistics] Handbook of Monte Carlo Methods (Kroese/Handbook) || Appendix B: Elements of Mathematical Statistics

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I.

Year:

2011

Language:

english

File:

PDF, 1.04 MB

english, 2011

40

[Wiley Series in Probability and Statistics] Handbook of Monte Carlo Methods (Kroese/Handbook) || List of Symbols

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I.

Year:

2011

Language:

english

File:

PDF, 128 KB

english, 2011

41

[Wiley Series in Probability and Statistics] Handbook of Monte Carlo Methods (Kroese/Handbook) || Appendix D: Miscellany

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I.

Year:

2011

Language:

english

File:

PDF, 777 KB

english, 2011

42

[Wiley Series in Probability and Statistics] Handbook of Monte Carlo Methods (Kroese/Handbook) || List of Distributions

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I.

Year:

2011

Language:

english

File:

PDF, 110 KB

english, 2011

43

[Wiley Series in Probability and Statistics] Simulation and the Monte Carlo Method (Solutions Manual to Accompany) || Markov Chain Monte Carlo

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I., Rubinstein, Rueven Y.

Year:

2007

Language:

english

File:

PDF, 1.00 MB

english, 2007

44

[Wiley Series in Probability and Statistics] Simulation and the Monte Carlo Method (Solutions Manual to Accompany) || Counting via Monte Carlo

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I., Rubinstein, Rueven Y.

Year:

2007

Language:

english

File:

PDF, 546 KB

english, 2007

45

[Wiley Series in Probability and Statistics] Simulation and the Monte Carlo Method (Solutions Manual to Accompany) || The Cross-Entropy Method

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I., Rubinstein, Rueven Y.

Year:

2007

Language:

english

File:

PDF, 1.13 MB

english, 2007

46

[Wiley Series in Probability and Statistics] Simulation and the Monte Carlo Method (Solutions Manual to Accompany) || Random Number, Random Variable, and Stochastic Process Generation

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I., Rubinstein, Rueven Y.

Year:

2007

Language:

english

File:

PDF, 695 KB

english, 2007

47

[Wiley Series in Probability and Statistics] Simulation and the Monte Carlo Method (Solutions Manual to Accompany) || Simulation of Discrete-Event Systems

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I., Rubinstein, Rueven Y.

Year:

2007

Language:

english

File:

PDF, 504 KB

english, 2007

48

[Wiley Series in Probability and Statistics] Simulation and the Monte Carlo Method (Solutions Manual to Accompany) || Statistical Analysis of Discrete-Event Systems

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I., Rubinstein, Rueven Y.

Year:

2007

Language:

english

File:

PDF, 545 KB

english, 2007

49

[Wiley Series in Probability and Statistics] Handbook of Monte Carlo Methods (Kroese/Handbook) || Front Matter

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I.

Year:

2011

Language:

english

File:

PDF, 581 KB

english, 2011

50

[Wiley Series in Probability and Statistics] Handbook of Monte Carlo Methods (Kroese/Handbook) || Appendix C: Optimization

Kroese, Dirk P., Taimre, Thomas, Botev, Zdravko I.

Year:

2011

Language:

english

File:

PDF, 1.04 MB

english, 2011

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