Handbook of Monte Carlo Methods
Copyright © 2011 John Wiley & Sons, Inc.
Author(s): Dirk P. Kroese, Thomas Taimre, Zdravko I. Botev
Print ISBN: 9780470177938
Online ISBN: 9781118014967
Book Series: Wiley Series in Probability and Statistics
About the Author
Dirk P. Kroese, PhD, is Australian Professorial Fellow in Statistics at The University of Queensland (Australia). Dr. Kroese has more than seventy publications in such areas as stochastic modeling, randomized algorithms, computational statistics, and reliability. He is a pioneer of the cross-entropy method and the coauthor of Simulation and the Monte Carlo Method, Second Edition (Wiley).
Thomas Taimre, PhD, is a Postdoctoral Research Fellow at The University of Queensland. He currently focuses his research on Monte Carlo methods and simulation, from the theoretical foundations to performing computer implementations.
Zdravko I. Botev, PhD, is a Postdoctoral Research Fellow at the University of Montreal (Canada). His research interests include the splitting method for rare-event simulation and kernel density estimation. He is the author of one of the most widely used free MATLAB® statistical software programs for nonparametric kernel density estimation.