My Research Students
The CE group (September 21, 2007).
From left to right:
Thomas Taimre, Gareth Evans, Sho Nariai, Zdravko Botev,
Dirk Kroese,
George Sofronov, Asrul Sani, and a Child Prodigy.
PhD
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Marnix Garvels. The Splitting Method in Rare Event Simulation.
Completed October 2000. The University of Twente.
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Kin-Ping Hui. Network Reliability Theory. Completed March 2005.
The University of Adelaide.
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Sho Naria. Cross-Entropy Method in
Telecommunication Systems.
Awarded November 2008.
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Asrul Sani. Stochastic Modelling and
Intervention of the Spread of
HIV/AIDS. Awarded March 2009.
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Thomas Taimre. Advances in Cross-Entropy Methods. Awarded May 2009.
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Gareth Evans. Cross-Entropy Methods for Biological Systems. Awarded
August 2009.
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Zdravko Botev.
The Generalized Splitting Method for Combinatorial Counting and Static
Rare-Event Probability Estimation. Awarded 2009.
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Joshua Chan. Advanced Monte Carlo Methods with
Applications in Finance. Awarded 2010.
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Tim Brereton. Started March 2010.
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Adam Grace. Started March 2010.
Masters
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Jenny Liu (MSc), 2004. A comparison between the CE Method and
Evolutionary Algorithms. Awarded November 2004.
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Adam Grace (MPhil). Started May 2009, converted to PhD.
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Tim Benham (MSc), 2011.
Honours
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Sho Nariai, 2003. Matrix Analytic Methods and Performance Analysis of
Continuous Time Queueing Systems.
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Thomas Taimre, 2004. Noisy Optimisation via Randomised Algorithms.
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Melanie Black, 2005. Advances in Rare Event Simulation.
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Zdravko Botev, 2005. Stochastic Methods For Optimization
and Machine Learning.
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Ben Roberts, 2005. On Counting the Number of Zero-One Tables with
Fixed Marginals.
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Audrey Soedjito, 2009
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Tim Brereton, 2009. Estimating Hitting Probabilities of Continuous-Time Stochastic Processes.
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Felicie Zhou, 2010. Monte Carlo Methods in Game Theory.
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Georgina Davies, 2010. Application of Monte Carlo Methods to Combinatorics.
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Karl Stacey, 2011.
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Denis O'Sullivan, 2011.
Vacation Scholars and Interns
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Joshua Ross, Summer 2003. Rare-Event Simulation with Heavy Tails.
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Thomas Taimre, Summer 2004. Application of the Cross-Entropy Method to Clustering and
Vector Quantization.
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Zdravko Botev, Summer 2004. Global Likelihood Optimization via the
Cross-Entropy Method with an Application to Mixture Models.
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Zdravko Botev, Summer 2005.
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Nathan Jackson, Summer 2005.
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Ben Roberts, Summer 2005.
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Laurel Yu, Summer 2005.
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Glen Sheedy, Summer 2006.
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Josiah Munro, Summer 2006.
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Ben Roberts, Summer 2006.
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Chung-Kai Chan, Summer 2008.
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Esther Ng, Summer 2008.
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Rishabh Kothari, Spring 2008.
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Audrey Soedjito, Summer 2009.
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Xi Yao, Summer 2009.
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Pankaj Parag, Spring 2009.
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Harshal Goel, Spring 2009.
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Daniel Nix, Summer 2011.
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Francois Louveau. Starting autumn 2011.
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Palash Goyal. Starting autumn 2011.
Associate Supervision
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Nick Denman. Submitted 2006 (MPhil).
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Olena Kravchuck. Non-parametric Statistics in Natural Image Analysis
(PhD). Completed 2007.
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Ali Eshragh Jahromi (PhD). Hybrid Simulation-Optimization Algorithms
for Combinatorial Optimization Problems. Completed 2011.
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Bo Gao (PhD). Started August 2009.
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Ben Hollis (PhD) Completed 2011.