Dirk Pieter Kroese (born 1963) is a Dutch-Australian
mathematician
A mathematician is someone who uses an extensive knowledge of mathematics in their work, typically to solve mathematical problems.
Mathematicians are concerned with numbers, data, quantity, structure, space, models, and change.
History
On ...
and
statistician
A statistician is a person who works with theoretical or applied statistics. The profession exists in both the private and public sectors.
It is common to combine statistical knowledge with expertise in other subjects, and statisticians may wor ...
, and Professor at the
University of Queensland
, mottoeng = By means of knowledge and hard work
, established =
, endowment = A$224.3 million
, budget = A$2.1 billion
, type = Public research university
, chancellor = Peter Varghese
, vice_chancellor = Deborah Terry
, city = B ...
. He is known for several contributions to
applied probability
Applied probability is the application of probability theory to statistical problems and other scientific and engineering domains.
Scope
Much research involving probability is done under the auspices of applied probability. However, while such res ...
,
kernel density estimation
In statistics, kernel density estimation (KDE) is the application of kernel smoothing for probability density estimation, i.e., a non-parametric method to estimate the probability density function of a random variable based on ''kernels'' as w ...
,
Monte Carlo methods
Monte Carlo methods, or Monte Carlo experiments, are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. The underlying concept is to use randomness to solve problems that might be determini ...
and
rare event simulation. He is, with
Reuven Rubinstein
Reuven Rubinstein (1938-2012)( he, ראובן רובינשטיין) was an Israeli scientist known for his contributions to Monte Carlo simulation, applied probability, stochastic modeling and stochastic optimization, having authored more than on ...
, a pioneer of the
Cross-Entropy (CE) method.
Biography
Born in Wapenveld (municipality of
Heerde
Heerde () is a municipality and a town in the eastern Netherlands. Compared to the rest of the Netherlands, Heerde is fairly religious, as are many of the towns and cities in the Veluwe region.
Population centres
Politics
The municipal counc ...
), Dirk Kroese received his MSc (
Netherlands Ingenieur (ir) degree) in 1986 and his Ph.D. (cum laude) in 1990, both from the Department of Applied Mathematics at the
University of Twente
The University of Twente (Dutch: ''Universiteit Twente''; , abbr. ) is a public technical university located in Enschede, Netherlands.
The university has been placed in the top 170 universities in the world by multiple central ranking tables. ...
. His dissertation was entitled ''Stochastic Models in Reliability''. His PhD advisors were Joseph H. A. de Smit and Wilbert C. M. Kallenberg. Part of his PhD research was carried out at
Princeton University
Princeton University is a private university, private research university in Princeton, New Jersey. Founded in 1746 in Elizabeth, New Jersey, Elizabeth as the College of New Jersey, Princeton is the List of Colonial Colleges, fourth-oldest ins ...
under the guidance of
Erhan Çinlar.
He has held teaching and research positions at
University of Texas at Austin
The University of Texas at Austin (UT Austin, UT, or Texas) is a public research university in Austin, Texas. It was founded in 1883 and is the oldest institution in the University of Texas System. With 40,916 undergraduate students, 11,075 ...
(1986),
Princeton University
Princeton University is a private university, private research university in Princeton, New Jersey. Founded in 1746 in Elizabeth, New Jersey, Elizabeth as the College of New Jersey, Princeton is the List of Colonial Colleges, fourth-oldest ins ...
(1988–1989), the
University of Twente
The University of Twente (Dutch: ''Universiteit Twente''; , abbr. ) is a public technical university located in Enschede, Netherlands.
The university has been placed in the top 170 universities in the world by multiple central ranking tables. ...
(1991–1998), the
University of Melbourne
The University of Melbourne is a public research university located in Melbourne, Australia. Founded in 1853, it is Australia's second oldest university and the oldest in Victoria. Its main campus is located in Parkville, an inner suburb nor ...
(1997), and the
University of Adelaide
The University of Adelaide (informally Adelaide University) is a public research university located in Adelaide, South Australia. Established in 1874, it is the third-oldest university in Australia. The university's main campus is located on N ...
(1998–2000). Since 2000 he has been working at the
University of Queensland
, mottoeng = By means of knowledge and hard work
, established =
, endowment = A$224.3 million
, budget = A$2.1 billion
, type = Public research university
, chancellor = Peter Varghese
, vice_chancellor = Deborah Terry
, city = B ...
, where he became a full professor in 2010.
Work
Kroese's work spans a wide range of topics in applied probability and mathematical statistics, including telecommunication networks, reliability engineering, point processes, kernel density estimation, Monte Carlo methods, rare-event simulation, cross-entropy methods, randomized optimization, and machine learning. He is a Chief Investigator of the Australian Research Council Centre of Excellence in Mathematical and Statistical Frontiers (ACEMS). He has over 120 peer-reviewed publications, including six monographs.
Homepage Dirk Kroese
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Publications
Books
* Rubinstein, R.Y., Kroese, D.P. (2004). ''The Cross-Entropy Method: A Unified Approach to Combinatorial Optimization, Monte-Carlo Simulation, and Machine Learning'', Springer, New York.
* Rubinstein, R. Y. , Kroese, D. P. (2007). ''Simulation and the Monte Carlo Method'', 2nd edition, John Wiley & Sons.
* Kroese, D.P., Taimre, T., and Botev, Z.I. (2011). ''Handbook of Monte Carlo Methods'', Wiley Series in Probability and Statistics, John Wiley & Sons, New York.
* Kroese, D.P. and Chan, J.C.C. (2014). ''Statistical Modeling and Computation'', Springer, New York.
* Rubinstein, R. Y. , Kroese, D. P. (2017). ''Simulation and the Monte Carlo Method'', 3rd edition, John Wiley & Sons.
* Kroese, D.P, Botev, Z.I., Taimre, T and Vaisman, R. (2019) ''Data Science and Machine Learning: Mathematical and Statistical Methods'', Chapman & Hall/CRC.
Selected articles
* de Boer, Kroese, D.P., Mannor, S. and Rubinstein, R.Y. (2005) A tutorial on the cross-entropy method. ''Annals of Operations Research'' 134 (1), 19–67.
* Botev, Z.I., Grotowski J.F., Kroese, D.P. (2010). Kernel density estimation via diffusion. ''The Annals of Statistics'' 38 (5), 2916–2957.
* Kroese, D.P., Brereton. T., Taimre, T. and Botev Z.I. (2014). Why the Monte Carlo method is so important today. ''Wiley Interdisciplinary Reviews: Computational Statistics'' 6 (6), 386–392.
* Kroese, D.P., Porotsky S., Rubinstein, R.Y. (2006) The cross-entropy method for continuous multi-extremal optimization. ''Methodology and Computing in Applied Probability'' 8 (3), 383–407.
* Asmussen, S. and Kroese, D.P. Improved algorithms for rare event simulation with heavy tails (2006). ''Advances in Applied Probability'' 38 (2), 545–558.
* Botev, Z.I. and Kroese, D.P. (2012) Efficient Monte Carlo simulation via the generalized splitting method. ''Statistics and Computing'' 22 (1), 1–16.
References
{{DEFAULTSORT:Kroese, Dirk
1963 births
Living people
Dutch Australian
Dutch mathematicians
University of Queensland faculty
University of Twente alumni
Academic staff of the University of Twente