By Dr Zdravko Botev

Books

Kroese D; Taimre T; Botev Z, 2011, Handbook of Monte Carlo Methods, John Wiley & Sons, http://dx.doi.org/10.1002/9781118014967

Kroese D; Taimre T; Botev Z; Rubinstein RY, 2007, Solutions Manual for Monte Carlo Methods, 2nd, Wiley-Interscience

Book Chapters

Taimre T; Kroese D; Botev Z, 2019, 'Monte Carlo methods', in , http://dx.doi.org/10.1002/9781118445112.stat03619.pub2

Botev ZI; L'Ecuyer P, 2019, 'Simulation from the Tail of the Univariate and Multivariate Normal Distribution', in Puliafito A; Trivedi KS (ed.), Systems Modeling: Methodologies and Tools, edn. 1, Springer International Publishing, http://dx.doi.org/10.1007/978-3-319-92378-9

Botev Z; Ridder A, 2017, 'Variance Reduction', in Balakrishnan N; Colton T; Everitt B; Piegorsch W; Ruggeri F; Teugels JL (ed.), Wiley StatsRef: Statistics Reference Online, Wiley Online Library, pp. 1 - 6, http://dx.doi.org/10.1002/9781118445112.stat07975

Kroese DP; Botev Z, 2015, 'Spatial Process Simulation', in Schmidt V (ed.), Lecture Notes in Mathematics, Springer-Verlag, Berlin, pp. 369 - 404, http://dx.doi.org/10.1007/978-3-319-10064-7_12

Journal articles

Botev Z; Salomone R; Mackinlay D, 2019, 'Fast and Accurate Computation of the Distribution of Sums of Dependent Log-Normals', Annals of Operations Research, http://dx.doi.org/10.1007/s10479-019-03161-x

Parick L; Robert S; Botev Z, 2018, 'Monte Carlo estimation of the density of the sum of dependent random variables', Mathematics and Computers in Simulation, http://dx.doi.org/10.1016/j.matcom.2018.12.001

Ben Rached N; Botev Z; Kammoun A; Alouini M-S; Tempone R, 2018, 'On the Sum of Order Statistics and Applications to Wireless Communication Systems Performances', IEEE Transactions on Wireless Communications, vol. 17, pp. 7801 - 7813, http://dx.doi.org/10.1109/TWC.2018.2871201

Botev Z; Ridder A; Rojas-Nandayapa L, 2016, 'Semiparametric Cross Entropy For Rare-Event Simulation', Journal of Applied Probability, vol. 53, pp. 633 - 649, http://dx.doi.org/10.1017/jpr.2016.31

Vaisman R; Botev ZI; Ridder A, 2016, 'Sequential Monte Carlo for counting vertex covers in general graphs', Statistics and Computing, vol. 26, pp. 591 - 607, http://dx.doi.org/10.1007/s11222-015-9546-9

Botev Z, 2016, 'The normal law under linear restrictions: simulation and estimation via minimax tilting', Journal of the Royal Statistical Society: Series B (Statistical Methodology), vol. 79, pp. 125 - 148, http://dx.doi.org/10.1111/rssb.12162

Botev ZI; L'Ecuyer P; Simard R; Tuffin B, 2016, 'Static Network Reliability Estimation under the Marshall-Olkin Copula', ACM Transactions on Modeling and Computer Simulation, vol. 26, http://dx.doi.org/10.1145/2775106

Botev ZI; Lloyd CJ, 2015, 'Importance accelerated robbins-monro recursion with applications to parametric confidence limits', Electronic Journal of Statistics, vol. 9, pp. 2058 - 2075, http://dx.doi.org/10.1214/15-EJS1071

Kroese DP; Brereton T; Taimre T; Botev ZI, 2014, 'Why the Monte Carlo method is so important today', Wiley Interdisciplinary Reviews: Computational Statistics, vol. 6, pp. 386 - 392, http://dx.doi.org/10.1002/wics.1314

Botev Z; L''ecuyer P; Tuffin B, 2013, 'Markov chain importance sampling with applications to rare event probability estimation', Statistics and Computing, vol. 23, pp. 271 - 285, http://dx.doi.org/10.1007/s11222-011-9308-2

Botev Z; Kroese DP; Rubinstein RY; L'Ecuyer P, 2013, 'The Cross-Entropy Method for Optimization', Handbook of Statistics, vol. 31, pp. 35 - 59, http://dx.doi.org/10.1016/B978-0-444-53859-8.00003-5

Botev Z; L'ecuyer P; Rubino G; Simard R; Tuffin B, 2013, 'Static network reliability estimation via generalized splitting', INFORMS Journal on Computing, vol. 25, pp. 56 - 71, http://dx.doi.org/10.1287/ijoc.1110.0493

Botev Z; Kroese D, 2012, 'Efficient Monte Carlo simulation via the generalized splitting method', Statistics and Computing, vol. 22, pp. 1 - 16, http://dx.doi.org/10.1007/s11222-010-9201-4

Botev Z; Kroese D, 2011, 'The generalized cross entropy method, with applications to probability density estimation', Methodology and Computing in Applied Probability, vol. 13, pp. 1 - 27, http://dx.doi.org/10.1007/S11009-009-9133-7

Botev ZI; Grotowski JF; Kroese DP, 2010, 'Kernel density estimation via diffusion', Annals of Statistics, vol. 38, pp. 2916 - 2957, http://dx.doi.org/10.1214/10-AOS799

Botev Z; Kroese D, 2008, 'Non-asymptotic bandwidth selection for density estimation of discrete data', Methodology and Computing in Applied Probability, vol. 10, pp. 435 - 541, http://dx.doi.org/10.1007/s11009-007-9057-z

Botev Z; Kroese D, 2008, 'An efficient algorithm for rare-event probability estimation, combinatorial optimization and counting', Methodology and Computing in Applied Probability, vol. 10, pp. 471 - 505, http://dx.doi.org/10.1007/s11009-008-9073-7

Botev Z; Kroese D; Taimre T, 2007, 'Generalised cross-entropy methods with applications to rare-event simulation and optimization', Simulation - Transactions of the Society for Modeling and Simulation International, vol. 83, pp. 785 - 806, http://dx.doi.org/10.1177/0037549707087067

Conference Papers

Botev Z, 2019, 'EXACT POSTERIOR SIMULATION FROM THE LINEAR LASSO REGRESSION', in Proceedings - Winter Simulation Conference, Gothenburg, Sweden, pp. 1706 - 1717, presented at 2018 Winter Simulation Conference, Gothenburg, Sweden, 09 December 2018 - 12 December 2018, http://dx.doi.org/10.1109/WSC.2018.8632237

L'Ecuyer P; Botev Z; Kroese D, 2019, 'ON A GENERALIZED SPLITTING METHOD FOR SAMPLING FROM A CONDITIONAL DISTRIBUTION', in Proceedings - Winter Simulation Conference, Gothenburg, Sweden, Sweden, pp. 1694 - 1705, presented at 2018 Winter Simulation Conference, Gothenburg, Sweden, Sweden, 09 December 2018 - 12 December 2018, http://dx.doi.org/10.1109/WSC.2018.8632422

Ben Rached N; Botev Z; Kammoun A; Alouini M-S; Tempone R, 2018, 'Importance Sampling Estimator of Outage Probability under Generalized Selection Combining Model', in ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings, Calgary, AB, Canada, Canada, pp. 3909 - 3913, presented at 2018 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), Calgary, AB, Canada, Canada, 15 April 2018 - 20 October 2018, http://dx.doi.org/10.1109/ICASSP.2018.8462177

Botev Z; L'Ecuyer P, 2018, 'Accurate computation of the right tail of the sum of dependent log-normal variates', in Chan WKV; D’Ambrogio A; Zacharewicz G; Mustafee N; Wainer G; Page E (eds.), 2017 Winter Simulation Conference (WSC), IEEE, Las Vegas, NV, USA, pp. 1880 - 1890, presented at 2017 Winter Simulation Conference (WSC), Las Vegas, NV, USA, 03 December 2017 - 06 December 2017, http://dx.doi.org/10.1109/WSC.2017.8247924

Botev Z; Mackinlay D; Chen Y-L, 2018, 'Logarithmically Efficient Estimation of the Tail of the Multivariate Normal Distribution', in Chan WKV; D’Ambrogio A; Zacharewicz G; Mustafee N; Wainer G; Page E (eds.), 2017 Winter Simulation Conference (WSC), IEEE, Las Vegas, NV, USA, pp. 1903 - 1913, presented at 2017 Winter Simulation Conference (WSC), Las Vegas, NV, USA, 03 December 2017 - 06 December 2017, http://dx.doi.org/10.1109/WSC.2017.8247926

Botev Z; L'Ecuyer P, 2017, 'Simulation from the normal distribution truncated to an interval in the tail', in ValueTools 2016 - 10th EAI International Conference on Performance Evaluation Methodologies and Tools, pp. 23 - 29, http://dx.doi.org/10.4108/eai.25-10-2016.2266879

Botev Z; Ridder A, 2016, 'An M-estimator for rare-event probability estimation', in Proceedings of the 2016 Winter Simulation Conference, IEEE Press Piscataway, NJ, USA ©2016, Arlington, Virginia, USA, pp. 359 - 369, presented at 2016 Winter Simulation Conference, Arlington, Virginia, USA, 11 December 2016 - 11 December 2016, http://dx.doi.org/10.1109/WSC.2016.7822103

Botev Z; Mandjes M; Ridder A, 2016, 'Tail distribution of the maximum of correlated Gaussian random variables', in Yilmaz, L; Chan WKV; Moon I; Roeder TMK; Macal C; Rossetti, MD (eds.), Proceedings of the 2015 Winter Simulation Conference, IEEE, Huntington Beach, CA, pp. 633 - 642, presented at 2015 Winter Simulation Conference (WSC), Huntington Beach, CA, 06 December 2015 - 09 December 2015, http://dx.doi.org/10.1109/WSC.2015.7408202

Botev ZI; L'Ecuyer P, 2016, 'Efficient probability estimation and simulation of the truncated multivariate student-t distribution', in Proceedings - Winter Simulation Conference, pp. 380 - 391, http://dx.doi.org/10.1109/WSC.2015.7408180

Botev ZIB; Vaisman SV; Rubinstein RYR; L'Ecuyer PL, 2014, 'Reliability of Stochastic Flow Networks with Continuous Link Capacities', in Tolk A; Diallo SY; Ryzhov IO; Yilmaz L; Buckley S; Miller JA (eds.), Proceedings of the 2014 Winter Simulation Conference, IEEE, Savannah, Georgia, USA, pp. 543 - 552, presented at Winter Simulation Conference 2014, Savannah, Georgia, USA, 07 December 2014 - 10 December 2014, http://dx.doi.org/10.1109/WSC.2014.7019919

Botev Z; L’Ecuyer P; Tuffin B, 2014, 'Modeling and Estimating Small Unreliabilities for Static Networks with Dependent Components', in Caruge D; Calvin C; Diop CM; Malvagi F; Trama J-C (eds.), SNA + MC 2013 - Joint International Conference on Supercomputing in Nuclear Applications + Monte Carlo, SNA + MC2013 - Joint International Conference on Supecomputing in Nuclear Applications + Montel Carlo, Paris, France, pp. Article 03306, presented at SNA + MC2013 - Joint International Conference on Supecomputing in Nuclear Applications + Montel Carlo, Paris, France, 27 October 2013 - 31 October 2013, http://dx.doi.org/10.1051/snamc/201403306

Botev Z; L''ecuyer P; Tuffin B, 2012, 'Dependent failures in highly reliable static network', in Proceedings of the 2012 Winter Simulation Conference, Winter Simulation Conference, Berlin, Germany, pp. Artcile 39 (12pp), presented at 2012 Winter Simulation Conference, Berlin, Germany, 09 December 2012 - 12 December 2012, http://dx.doi.org/10.1109/WSC.2012.6465033

Botev Z; L'ecuyer P; Tuffin B, 2011, 'An importance sampling method based on a one-step look-ahead density from a Markov chain', in Proceedings of the 2011 Winter Simulation Conference, pp. 528 - 539, presented at Winter Simulation Conference, http://dx.doi.org/10.1109/WSC.2011.6147782

Botev Z; Kroese D; Taimre T, 2006, 'Generalized cross-entropy methods', in Proceedings of RESIM, RESIM, Bamberg, Germany, pp. 1 - 30, presented at RESIM, Bamberg, Germany, 01 January 2006

Botev Z; Kroese D, 2004, 'Global Likelihood optimization via cross-entropy method, with and application to mixture models', in Proceedings of the Winter Simulation Conference, Washington, DC, pp. 529 - 535, presented at Winter Simulation Conference, Washington, DC

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