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

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.
Tim Brereton. Started March 2010.
Adam Grace. Started March 2010.

Masters

Jenny Liu (MSc), 2004. A comparison between the CE Method and Evolutionary Algorithms. Awarded November 2004.
Adam Grace (MPhil). Started May 2009, converted to PhD.
Tim Benham (MSc), 2011.

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.
Denis O'Sullivan, 2011.

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. Starting autumn 2011.
Palash Goyal. Starting autumn 2011.

Associate Supervision

Nick Denman. Submitted 2006 (MPhil).
Olena Kravchuck. Non-parametric Statistics in Natural Image Analysis (PhD). Completed 2007.
Ali Eshragh Jahromi (PhD). Hybrid Simulation-Optimization Algorithms for Combinatorial Optimization Problems. Completed 2011.
Bo Gao (PhD). Started August 2009.
Ben Hollis (PhD) Completed 2011.