Select Publications

Preprints

Macnamara S; Schlögl E; Botev ZI, 2021, Estimation When Both Covariance And Precision Matrices Are Sparse

Mathur A; Moka S; Botev Z, 2021, Variance Reduction for Matrix Computations with Applications to Gaussian Processes

Botev ZI; L'Ecuyer P, 2019, Sampling Conditionally on a Rare Event via Generalized Splitting

Rached NB; MacKinlay D; Botev Z; Tempone R; Alouini M-S, 2019, A Universal Splitting Estimator for the Performance Evaluation of Wireless Communications Systems

Colbrook MJ; Botev ZI; Kuritz K; MacNamara S, 2018, Kernel Density Estimation with Linked Boundary Conditions

Botev ZI; L'Ecuyer P; Tuffin B, 2018, Reliability Estimation for Networks with Minimal Flow Demand and Random Link Capacities

Laub PJ; Salomone R; Botev ZI, 2017, Monte Carlo Estimation of the Density of the Sum of Dependent Random Variables

Rached NB; Botev Z; Kammoun A; Alouini M-S; Tempone R, 2017, On the Sum of Order Statistics and Applications to Wireless Communication Systems Performances

Botev Z; Salomone R; MacKinlay D, 2017, Accurate Computation of the Distribution of Sums of Dependent Log-Normals with Applications to the Black-Scholes Model

Lam K; Botev Z, 2015, The Dynamic Splitting Method with an application to portfolio credit risk

Kroese DP; Botev ZI, 2013, Spatial Process Generation

Botev Z; Ridder A; Rojas-Nandayapa L, Semiparametric Cross Entropy for Rare-Event Simulation, http://dx.doi.org/10.2139/ssrn.2319292

Vaisman R; Botev Z; Ridder A, Sequential Monte Carlo for Counting Vertex Covers in General Graphs, http://dx.doi.org/10.2139/ssrn.2316050

Botev Z; Mandjes M; Ridder A, Tail Distribution of the Maximum of Correlated Gaussian Random Variables, http://dx.doi.org/10.2139/ssrn.2703769


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