Research Students

PhD

• Marnix Garvels. The Splitting Method in Rare Event Simulation. Completed October 2000. The University of Twente.
• Kin-Ping Hui. Network Reliability Theory. Completed March 2005. The University of Adelaide.
• Sho Naria. Cross-Entropy Method in Telecommunication Systems. Awarded November 2008.
• Asrul Sani. Stochastic Modelling and Intervention of the Spread of HIV/AIDS. Awarded March 2009.
• Thomas Taimre. Advances in Cross-Entropy Methods. Awarded May 2009.
• Gareth Evans. Cross-Entropy Methods for Biological Systems. Awarded August 2009.
• Zdravko Botev. The Generalized Splitting Method for Combinatorial Counting and Static Rare-Event Probability Estimation. Awarded 2009.
• Joshua Chan. Advanced Monte Carlo Methods with Applications in Finance. Awarded 2010.
• Adam Grace. Markov Chain Monte Carlo for Rare-Event Probability Estimation. Awarded June 2013.
• Tim Brereton. Monte Carlo Methods for Complex Systems. Awarded October 2013.
• Rohan Shah. Monte Carlo Methods for Discrete Problems. Awarded November 2017.
• Qibin Duan. Optimization by Rare-Event Simulation. Awarded February 2018.
• Robert Salomone. Advances in Sequential Monte Carlo Methods. Awarded November 2018.
• Erli Wang. Decision Making in an Uncertain World. Awarded July 2019.
• Arash Moradi. Analysis and Modeling of Harmonics Generated by Multiple Motor Drive Systems in Distribution Networks. Principal advisor: Firuz Zare (Electrical Engineering). Awarded Spring 2023.
• Edi Matijevic (2021). Active Front End Power Electronics converter: modeling, control and analysis. Principal advisor: Rahul Sharma.
• Jun Ju (2021). Advances in Partially Observable Markov Decision Processes. Principal advisor: Nan Ye.
• Ruethaichanok Kardkasem (2022). Extreme Precipitation on the Eastern Coast of Australia. Principal adviser: Meagon Carney.

Masters

• Jenny Liu (MSc), 2004. A comparison between the CE Method and Evolutionary Algorithms.
• Adam Grace (MPhil). Started May 2009, converted to PhD.
• Tim Benham (MSc), 2011
• Meng-Zhou (Fred) Jing (Msc), 2013.
• Morgan Grant (MPhil). Random Graphs and Heavy Tails. Awarded January 2019.

Honours

• Sho Nariai, 2003. Matrix Analytic Methods and Performance Analysis of Continuous Time Queueing Systems.
• Thomas Taimre, 2004. Noisy Optimisation via Randomised Algorithms.
• Melanie Black, 2005. Advances in Rare Event Simulation.
• Zdravko Botev, 2005. Stochastic Methods For Optimization and Machine Learning.
• Ben Roberts, 2005. On Counting the Number of Zero-One Tables with Fixed Marginals.
• Audrey Soedjito, 2009
• Tim Brereton, 2009. Estimating Hitting Probabilities of Continuous-Time Stochastic Processes.
• Felicie Zhou, 2010. Monte Carlo Methods in Game Theory.
• Georgina Davies, 2010. Application of Monte Carlo Methods to Combinatorics.
• Karl Stacey, 2011. Analysis of Marked Point Processes via Monte Carlo Simulation.
• Denis O'Sullivan, 2011. The Cross-Entropy Method for Efficient Timetabling.
• Daniel Nix, 2013. Brownian Motion on Riemannian Manifolds: Theory and Simulation.
• Robert Salomone, 2014. Splitting Methods for Rare-Event Estimation and Counting Problems.
• William Rudd, 2017. Heteroscedastic Bayesian Optimization.
• Mingze (Lucas) Ni, 2019. Monte Carlo Simulation with Applications in Machine Learning.
• Lachlan Bennett, 2019-2020. Hamiltonian Monte Carlo for Neural Networks.
• Callum Gray, 2020. Monte Carlo Methods for Sequential Decision Making.
• Jonathan Wilton, 2020-2021. Machine Learning Algorithms for Time Series.
• Kurt Enkera, 2023. Approximating Feynman Path Integrals via Machine Learning. Jointly with Joel Corney (Physics).

Vacation Scholars and Interns

• Joshua Ross, Summer 2003. Rare-Event Simulation with Heavy Tails.
• Thomas Taimre, Summer 2004. Application of the Cross-Entropy Method to Clustering and Vector Quantization.
• Zdravko Botev, Summer 2004. Global Likelihood Optimization via the Cross-Entropy Method with an Application to Mixture Models.
• Zdravko Botev, Summer 2005.
• Nathan Jackson, Summer 2005.
• Ben Roberts, Summer 2005.
• Laurel Yu, Summer 2005.
• Glen Sheedy, Summer 2006.
• Josiah Munro, Summer 2006.
• Ben Roberts, Summer 2006.
• Chung-Kai Chan, Summer 2008.
• Esther Ng, Summer 2008.
• Rishabh Kothari, Spring 2008.
• Audrey Soedjito, Summer 2009.
• Xi Yao, Summer 2009.
• Pankaj Parag, Spring 2009.
• Harshal Goel, Spring 2009.
• Daniel Nix, Summer 2011.
• Francois Louveau. Autumn 2011.
• Palash Goyal. Autumn 2011.
• Akshat Verma. Autumn 2012.
• Qibin Duan. July-December 2013.
• Erli Wang. July-December 2013.
• Robert Salomone November 2013 - February 2014
• Bo Chen. November 2013 - February 2014
• Luke Taylor. Summer 2017-2018.
• Lauren Jones. Winter 2018.
• Bryce Stansfield. Winter 2018.
• Dillon Steyl. Winter 2018.
• Harry Goodman. Winter 2018.
• Ryan Tongs Winter 2018.
• Remi Mouzayek. July-September 2018.
• Jonathan Wilton. AMSI Vacation Research Scholarship, 2020. Design of Neural Networks Using Randomised Search Techniques

Associate Supervision

• Nick Denman, 2006 (MPhil).
• Olena Kravchuck. Non-parametric Statistics in Natural Image Analysis (PhD), 2007.
• Ali Eshragh Jahromi (PhD). Hybrid Simulation-Optimization Algorithms for Combinatorial Optimization Problems, 2011.
• Bo Gao (PhD), 2013.
• Ben Hollis (PhD), 2011.
• Shahla Nikbakht (MPhil). Simulation of Stochastic Transport in Complex Systems Using Quantum Techniques, 2013.