- Rare Event Analysis and Simulation
- Numerical Methods of Markov Chains
Projectleader Adaptive importance sampling algorithms for rare event simulations (NWO), 2007-2011, completed with a PhD thesis of Bahar Kaynar.
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- A simulation tool for truck loading at fuel filling plants presented at the Winter Simulation Conference 2017 December 4, 2017, Las Vegas, USA.
- Sequential importance sampling for counting Hamiltonian cycles on random graphs presented at the 11-th Workshop on Rare Event Simulation April 1, 2016, Eindhoven, Netherlands.
- Counting vertex covers in general graphs presented at the 18-th INFORMS Applied Probability Conference July 6, 2015, Istanbul, Turkey.
- Importance sampling simulation of queues with time-varying rates presented at the Joint Meeting of the GOR and the EURO Working Group on Stochastic Modelling July 1, 2014, Mannheim, Germany.
- Importance ampling for counting Sudoku's presented at the Recreational Mathematic Colloquium IIIs April 6, 2013, Ponta Delgadoa, Azores.
- Minimum cross-entropy methods for rare-event simulationpresented at the 9-th Workshop on Rare Event Simulation June 25, 2012, Trondheim, Norway.
- Counting with combined splitting and capture-recapture methods presented at the 16-th INFORMS Applied Probability Conference July 7, 2011, Stockholm, Sweden.
- Efficiency of the cross-entropy method in Markov chain problemspresented at the 8-th Workshop on Rare Event Simulation June 21, 2010, Cambridge, UK.
- Importance sampling simulation of the fork-join queuepresented at the 6-th St. Petersburg Workshop on Simulation July 1, 2009.
- Importance sampling algorithms for first passage time probabilities in the infinite server queuepresented at the 7-th Workshop on Rare Event Simulation September 24, 2008, Rennes, France.
- The cross-entropy method for importance sampling simulation of the infinite server queuepresented at the 14-th INFORMS Applied Probability Conference July 10, 2007, Eindhoven.