Personal Page 

Professor Dirk Kroese's personal page

Teaching and learning

Professor Kroese teaches 3rd year statistics. 

Researcher biography

Dirk Kroese's research interests are in: Monte Carlo methods, rare-event simulation, the cross-entropy method, applied probability, and randomised optimisation.

Dirk Kroese is a professor of Mathematics and Statistics at the School of Mathematics and Physics of the University of Queensland. He has held teaching and research positions at The University of Texas at Austin, Princeton University, the University of Twente, the University of Melbourne, and the University of Adelaide. His research interests include Monte Carlo methods, adaptive importance sampling, randomized optimization, and rare-event simulation. He has over 90 peer-reviewed publications, including four monographs: Simulation and the Monte Carlo Method, 2nd Edition, 2008, John Wiley & Sons (with R.Y. Rubinstein), The Cross-Entropy Method, Springer-Verlag, 2004, (with R.Y. Rubinstein), the Handbook of Monte Carlo Methods, John Wiley & Sons, 2011 (with T. Taimre and Z.I. Botev, 772 pages), and Statistical Modeling and Computation, 2014 (with J.C.C. Chan).