Dirk P. Kroese
- Unbiased and Consistent Nested Sampling via Sequential Monte Carlo
2018/05/10 by Robert Salomone, Salomone, Robert, Leah F. South +8 · 4 voices · 9 citations
Mathematics · #stat.CO
- Why the Monte Carlo method is so important today
2014/06/20 by Dirk P. Kroese, Tim Brereton, Thomas Taimre +1 · 3 citations
Physics and Astronomy · Mathematics · #Scientific Research and Discoveries #Mathematical Approximation and Integration #Markov Chains and Monte Carlo Methods #Markov chain Monte Carlo #Monte Carlo method #Computer science #Monte Carlo method in statistical physics #Monte Carlo molecular modeling #Hybrid Monte Carlo #Statistical physics #Mathematics #Statistics #Physics
- Adaptive Discretization using Voronoi Trees for Continuous POMDPs
2023/02/21 by Marcus Hoerger, Hanna Kurniawati, Hoerger, Marcus +5 · 3 citations
Computer Science · #Bayesian Modeling and Causal Inference #Machine Learning and Data Classification #Bayesian Methods and Mixture Models
- A Flow-Based Generative Model for Rare-Event Simulation
2023/05/13 by Lachlan J. Gibson, Marcus Hoerger, Gibson, Lachlan +3 · 1 citation
Decision Sciences · Social Sciences · #Probability and Risk Models #Simulation Techniques and Applications #Insurance, Mortality, Demography, Risk Management
- Global Likelihood Optimization Via the Cross-Entropy Method, with an Application to Mixture Models
2005/04/05 by Zdravko I. Botev, Dirk P. Kroese · 1 citation
Computer Science · Physics and Astronomy · Mathematics · #Bayesian Methods and Mixture Models #Gaussian Processes and Bayesian Inference #Statistical Mechanics and Entropy #Entropy maximization #Likelihood function #Computer science #Maximization #Entropy (arrow of time) #Cross entropy #Expectation–maximization algorithm #Maximum likelihood #Mixture model #Principle of maximum entropy #Cross-entropy method #Mathematical optimization #Estimation theory #Algorithm #Mathematics #Statistics #Artificial intelligence #Optimization problem