1.7k citations · 1.8k across the 13 of their papers we have counts for
16 papers
A Flow-Based Generative Model for Rare-Event Simulation
Lachlan Gibson, Marcus Hoerger, Dirk Kroese
Solving decision problems in complex, stochastic environments is often achieved by estimating the expected outcome of decisions via Monte Carlo sampling. However, sampling may over…
Adaptive Discretization using Voronoi Trees for Continuous POMDPs
Marcus Hoerger, Hanna Kurniawati, Dirk Kroese +1
Solving continuous Partially Observable Markov Decision Processes (POMDPs) is challenging, particularly for high-dimensional continuous action spaces. To alleviate this difficulty,…
Adaptive Discretization using Voronoi Trees for Continuous-Action POMDPs
Marcus Hoerger, Hanna Kurniawati, Dirk Kroese +1
Solving Partially Observable Markov Decision Processes (POMDPs) with continuous actions is challenging, particularly for high-dimensional action spaces. To alleviate this difficult…
Rare Events in Random Geometric Graphs
Christian Hirsch, Sarat B. Moka, Thomas Taimre +1
This work introduces and compares approaches for estimating rare-event probabilities related to the number of edges in the random geometric graph on a Poisson point process. In the…
Unbiased Estimation of the Reciprocal Mean for Non-negative Random Variables
Sarat Moka, Dirk P. Kroese, Sandeep Juneja
Many simulation problems require the estimation of a ratio of two expectations. In recent years Monte Carlo estimators have been proposed that can estimate such ratios without bias…
Perfect Sampling for Gibbs Point Processes Using Partial Rejection Sampling
Sarat B. Moka, Dirk P. Kroese
We present a perfect sampling algorithm for Gibbs point processes, based on the partial rejection sampling of Guo et al. (2017). Our particular focus is on pairwise interaction pro…