Methodology And Computing In Applied Probability

The Cross-Entropy Method for Combinatorial and Continuous Optimization

Reuven Y. Rubinstein · 1999 · 903 citations

Natural Sciences, Computer Science, Mathematics +12

Langevin Diffusions and Metropolis-Hastings Algorithms

Gareth O. Roberts, Osnat Stramer · 2002 · 258 citations

Engineering, Mathematics, Physics +14

The Cross-Entropy Method for Continuous Multi-Extremal Optimization

Dirk P. Kroese, Sergey Porotsky, Reuven Y. Rubinstein · 2006 · 254 citations

Natural Sciences, Mathematics, Optimization +7

Uniform Asymptotics for the Finite-Time Ruin Probability of a Dependent Risk Model with a Constant Interest Rate

Kaiyong Wang, Yuebao Wang, Qingwu Gao · 2011 · 232 citations

Business, Economics, Finance +12

An Adaptive Version for the Metropolis Adjusted Langevin Algorithm with a Truncated Drift

Yves F. Atchadé · 2006 · 160 citations

Engineering, Biostatistics, Stochastic Modeling +13