By Dr Zdravko Botev

Books

Kroese DP; Botev ZI, 2023, An Advanced Course in Probability and Stochastic Processes, http://dx.doi.org/10.1201/9781003315018

Botev Z; Keller A; Lemieux C; Tuffin B, 2022, Preface

Botev Z; Lemieux C; Keller A; Tuffin B, 2021, Advances in Modeling and Simulation: Festschrift for Pierre L'Ecuyer, http://dx.doi.org/10.1007/978-3-031-10193-9

Kroese DP; Botev ZI; Taimre T; Vaisman R, 2019, Data Science and Machine Learning: Mathematical and Statistical Methods, Chapman and Hall/CRC, http://dx.doi.org/10.1201/9780367816971

Kroese D; Taimre T; Botev Z, 2011, Handbook of Monte Carlo Methods, John Wiley & Sons

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

Book Chapters

Botev ZI; Chen YL, 2022, 'Truncated Multivariate Student Computations via Exponential Tilting', in Advances in Modeling and Simulation: Festschrift for Pierre L'Ecuyer, pp. 65 - 87, http://dx.doi.org/10.1007/978-3-031-10193-9_4

Taimre T; Kroese D; Botev Z, 2019, 'Monte Carlo methods', in Wiley StatsRef: Statistics Reference Online, John Wiley & Sons, Ltd., pp. 1 - 10, http://dx.doi.org/10.1002/9781118445112.stat03619.pub2

Botev Z; 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, SPRINGER INTERNATIONAL PUBLISHING AG, pp. 115 - 132, http://dx.doi.org/10.1007/978-3-319-92378-9_8

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.), Lectures on Stochastic Geometry, Spatial Statistics and Random Fields, Volume II: Analysis, Modeling and Simulation of Complex Structures, Springer-Verlag, Berlin, pp. 369 - 404

Journal articles

Manchella S; Thomas A; Su S; Botev Z; Mitchell P; Nastri A, 2023, 'Radiological analysis of maxillary artery relationships to key bony landmarks in maxillofacial surgery', British Journal of Oral and Maxillofacial Surgery, 61, pp. 267 - 273, http://dx.doi.org/10.1016/j.bjoms.2022.11.004

Mathur A; Moka S; Botev Z, 2022, 'Coordinate Descent for Variance-Component Models', Algorithms, 15, http://dx.doi.org/10.3390/a15100354

Botev ZI; L’Ecuyer P, 2020, 'Sampling conditionally on a rare event via generalized splitting', INFORMS Journal on Computing, 32, pp. 986 - 995, http://dx.doi.org/10.1287/ijoc.2019.0936

Colbrook MJ; Botev Z; Kuritz K; MacNamara S, 2020, 'Kernel Density Estimation with Linked Boundary Conditions', Studies in Applied Mathematics, 145, pp. 357 - 396, http://dx.doi.org/10.1111/sapm.12322

Ben Rached N; Mackinlay D; Botev Z; Tempone R; Alouini S, 2020, 'A Universal Splitting Estimator for the Performance Evaluation of Wireless Communications Systems', IEEE Transactions on Wireless Communications, 19, pp. 1 - 10, http://dx.doi.org/10.1109/TWC.2020.2982649

Botev Z; Salomone R; Mackinlay D, 2019, 'Fast and Accurate Computation of the Distribution of Sums of Dependent Log-Normals', Annals of Operations Research, 280, pp. 19 - 46, http://dx.doi.org/10.1007/s10479-019-03161-x

Parick L; Robert S; Botev Z; Salomone R; Laub P, 2018, 'Monte Carlo estimation of the density of the sum of dependent random variables', Mathematics and Computers in Simulation, 161, pp. 23 - 31, 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, 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, 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, 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), 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, 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, 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, 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, 23, pp. 271 - 285, http://dx.doi.org/10.1007/s11222-011-9308-2

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

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

Botev Z; Kroese D, 2012, 'Efficient Monte Carlo simulation via the generalized splitting method', Statistics and Computing, 22, pp. 1 - 16

Botev Z; Kroese D, 2011, 'The generalized cross entropy method, with applications to probability density estimation', Methodology and Computing in Applied Probability, 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, 38, pp. 2916 - 2957, http://dx.doi.org/10.1214/10-AOS799

Botev Z; Kroese D, 2008, 'An efficient algorithm for rare-event probability estimation, combinatorial optimization and counting', Methodology and Computing in Applied Probability, 10, pp. 471 - 505

Botev Z; Kroese D, 2008, 'Non-asymptotic bandwidth selection for density estimation of discrete data', Methodology and Computing in Applied Probability, 10, pp. 435 - 541

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, 83, pp. 785 - 806

Conference Papers

Mathur A; Moka S; Botev Z, 2023, 'Column Subset Selection and Nyström Approximation via Continuous Optimization', in Proceedings - Winter Simulation Conference, pp. 3601 - 3612, http://dx.doi.org/10.1109/WSC60868.2023.10407416

Mathur A; Moka S; Botev Z, 2021, 'Variance Reduction for Matrix Computations with Applications to Gaussian Processes', in Zhao Q; Xia L (ed.), pp. 243 - 261, http://dx.doi.org/10.1007/978-3-030-92511-6_16

MacNamara S; Schlogl E; Botev Z, 2021, 'Estimation When Both Covariance and Precision Matrices are Sparse', in Proceedings - Winter Simulation Conference, http://dx.doi.org/10.1109/WSC52266.2021.9715487

Mackinlay D; Botev Z, 2019, 'Mosaic Style Transfer Using Sparse Autocorrelograms', in Proceedings of the 20th ISMIR Conference, Delft, Netherlands, November 4-8, 2019, Delft, The Netherlands, pp. 886 - 893, presented at 20th annual conference of the International Society for Music Information Retrieval (ISMIR), Delft, The Netherlands, 04 November 2019 - 08 November 2019, https://ismir2019.ewi.tudelft.nl/?q=node/1

Botev Z; Chen Y-L, 2018, 'EXACT POSTERIOR SIMULATION FROM THE LINEAR LASSO REGRESSION', in Proceedings - Winter Simulation Conference, Institute of Electrical and Electronics Engineers (IEEE), 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, 2018, 'ON A GENERALIZED SPLITTING METHOD FOR SAMPLING FROM A CONDITIONAL DISTRIBUTION', in Proceedings - Winter Simulation Conference, Institute of Electrical and Electronics Engineers (IEEE), 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, Institute of Electrical and Electronics Engineers (IEEE), 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, 2017, '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, 2017, '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; Ecuyer PL, 2017, 'Simulation from the Normal Distribution Truncated to an Interval in the Tail', in Puliafito A; Trivedi KS; Tuffin B; Scarpa M; Machida F; Alonso J (eds.), 10th EAI International Conference on Performance Evaluation Methodologies and Tools., ACM, Taormina, Italy, pp. 23 - 29, presented at 10th EAI International Conference on Performance Evaluation Methodologies and Tools., Taormina, Italy, 25 October 2017 - 28 October 2017, 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; L’Ecuyer P, 2016, 'Efficient probability estimation and simulation of the truncated multivariate student-t distribution', in Yilmaz L; Chan WKV; Moon I; Roeder TMK; Macal C; Rossetti MD (eds.), Proceedings of the 2015 Winter Simulation Conference, IEEE, Huntington Beach, California , USA, pp. 380 - 391, presented at Winter Simulation Conference, Huntington Beach, California , USA, 06 March 2016 - 09 March 2016, http://dx.doi.org/10.1109/wsc.2015.7408180

Botev Z; Mandjes M; Ridder A, 2015, '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 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

Botev Z; L’Ecuyer P; Tuffin B, 2013, '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, 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

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