By Dr Zdravko Botev

Books

Kroese DP; Botev ZI, 2023, An Advanced Course in Probability and Stochastic Processes, CRC Press (Taylor & Francis), New York, http://dx.doi.org/10.1201/9781003315018

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, Wiley-Interscience

Book Chapters

Botev Z; Keller A; Lemieux C; Tuffin B, 2022, 'Preface', in , pp. v - vi

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; Liquet B; Botev Z, 2024, 'GROUP COMBSS: GROUP SELECTION VIA CONTINUOUS OPTIMIZATION', in Proceedings - Winter Simulation Conference, pp. 3217 - 3228, http://dx.doi.org/10.1109/WSC63780.2024.10838770

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, http://dx.doi.org/10.26190/unsworks/27458

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

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