Select Publications

Journal articles

Botev ZI; L’Ecuyer P, 2020, 'Sampling conditionally on a rare event via generalized splitting', INFORMS Journal on Computing, vol. 32, pp. 986 - 995,

Colbrook MJ; Botev Z; Kuritz K; MacNamara S, 2020, 'Kernel Density Estimation with Linked Boundary Conditions', Studies in Applied Mathematics,

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, pp. 1 - 10,

Botev Z; Salomone R; Mackinlay D, 2019, 'Fast and Accurate Computation of the Distribution of Sums of Dependent Log-Normals', Annals of Operations Research,

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,

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,

Botev Z; Ridder A; Rojas-Nandayapa L, 2016, 'Semiparametric Cross Entropy For Rare-Event Simulation', Journal of Applied Probability, vol. 53, pp. 633 - 649,

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,

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,

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,

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,

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,

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,

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,

Botev Z; Kroese DP; Rubinstein RY; L'Ecuyer P, 2013, 'The Cross-Entropy Method for Optimization', Handbook of Statistics, vol. 31, pp. 35 - 59,

Botev Z; Kroese D, 2012, 'Efficient Monte Carlo simulation via the generalized splitting method', Statistics and Computing, vol. 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, vol. 13, pp. 1 - 27,

Botev ZI; Grotowski JF; Kroese DP, 2010, 'Kernel density estimation via diffusion', Annals of Statistics, vol. 38, pp. 2916 - 2957,

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,

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,

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,

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