Select Publications
Journal articles
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
,2022, 'Coordinate Descent for Variance-Component Models', Algorithms, 15, http://dx.doi.org/10.3390/a15100354
,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
,2020, 'Kernel Density Estimation with Linked Boundary Conditions', Studies in Applied Mathematics, 145, pp. 357 - 396, http://dx.doi.org/10.1111/sapm.12322
,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
,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
,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
,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
,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
,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
,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
,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
,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
,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
,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
,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
,2013, 'The Cross-Entropy Method for Optimization', , 31, pp. 35 - 59, http://dx.doi.org/10.1016/B978-0-444-53859-8.00003-5
,2012, 'Efficient Monte Carlo simulation via the generalized splitting method', Statistics and Computing, 22, pp. 1 - 16
,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
,2010, 'Kernel density estimation via diffusion', Annals of Statistics, 38, pp. 2916 - 2957, http://dx.doi.org/10.1214/10-AOS799
,2008, 'An efficient algorithm for rare-event probability estimation, combinatorial optimization and counting', Methodology and Computing in Applied Probability, 10, pp. 471 - 505
,2008, 'Non-asymptotic bandwidth selection for density estimation of discrete data', Methodology and Computing in Applied Probability, 10, pp. 435 - 541
,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
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