UQ logo Centre of Excellence for
Mathematical and Statistical Frontiers
ACEMS

Dirk P. Kroese

Professor
School of Mathematics and Physics
The University of Queensland
Brisbane 4072
Australia

+61 7 3365 3287
+61 7 3365 3277 (Secr.)

Room 745, Priestley Building

kroese@maths.uq.edu.au

Kroese R.Y. Rubinstein and D.P. Kroese. Simulation and the Monte Carlo Method, Third Edition, John Wiley &Sons, 2017.

out now!

Order Info: [ Wiley|Amazon ]
simulation and the Monte Carlo method

D.P Kroese, T. Taimre, Z.I. Botev. Handbook of Monte Carlo Methods, John Wiley &Sons, 2011.

Home Page: montecarlohandbook.org

Order Info: [Wiley|Amazon]
Monte Carlo D.P. Kroese and J.C.C. Chan Statistical Modeling and Computation, Springer, 2014.


Home Page:
statmodcomp.org

Order Info: [Springer|Amazon]

statistical modeling and computation R.Y. Rubinstein & D.P. Kroese. The Cross-Entropy Method, Springer, 2004.


Home Page:
www.cemethod.org

Order Info: [Springer|Amazon]
Cross-entropy book

Teaching

  1. Tutorial talk on the CE Method
  2. Mathematicians in Schools
  3. First-year statistics notes (3Mb)
  4. Second-year probability notes (1Mb)
  5. Monte Carlo lecture notes (4.7Mb)
  6. mySI-net
  7. Consultation hours
Research

  1. Publications
  2. Google Scholar
  3. Research Interests
  4. Research Students
  5. Research Projects
  6. On loan
Other

  1. The University of Queensland
  2. School of Mathematics and Physics
  3. ARC Centre of Excellence for Mathematical and Statistical Frontiers (ACEMS)
  4. The Probability Web
  5. Australian Mathematical Society

News:

  • Check out the 2017 ACEMS Sampling & Exploration Competition, which is open to all students, and offers $1200 + $600 + $200 in prizes.

  • If you like the 3rd edition of Simulation and the Monte Carlo method and would like more people to know about it, please consider posting a review on Amazon.

  • By popular demand I have put my probability notes back on the net.