# Papers

- Allon, G., Kroese, D.P., Raviv, T. and Rubinstein, R.Y. (2004).
Application of the Cross-Entropy Method to the Buffer
Allocation Problem in a Simulation-Based Environment.
*Annals of Operations Research*. Vol.**134(1)**, pp 137-151, 2005. - Anderssen, R.S., and Resmerita, E. (2007).

Joint additive Kullback–Leibler residual minimization and regularization for linear inverse problems.*Mathematical Methods in the Applied Sciences*, vol. 30, no. 13, pp. 1527–1544. - Asmussen, S., and Kroese, D.P. (2006).

Improved Algorithms for Rare Event Simulation with Heavy Tails.*Advances in Applied Probability*, vol. 38, no. 2, pp. 545-558. - Asmussen, S., Kroese, D.P., Rubinstein, R.Y. (2005).
Heavy Tails, Importance Sampling and Cross-Entropy.
*Stochastic Models***21**No. 1, pp. 57-76, 2005. - Azran, A., and Meir, R. (2004).

Data Dependent Risk Bounds for Hierarchical Mixture of Experts Classifiers.*Lecture Notes in Computer Science: Learning Theory*, vol. 3120, pp. 427-441. - Belay A., O'Brien, E.G, and Kroese, D.P. (2008).
**Truck Fleet Model for Design and Assessment of Flexible Pavements**.*Journal of Sound and Vibration***311**(3-5), pp.1161--1174. - Belmudes, F., Ernst, D., and Wehenkel, L. (2008).

Cross-entropy based rare-event simulation for the identification of dangerous events in power systems.*Proceedings of the 10th International Conference on Probabilistic Methods Applied to Power Systems*, 2008 (PMAPS '08), pp. 1-7. - Bendavid, I., and Golany, B. (2009).

Setting gates for activities in the stochastic project scheduling problem through the cross entropy methodology.*Annals of Operations Research*, vol. 172, no. 1, pp. 259-276. - Boer, P.-T. D. and Nicola, V. F. (2002).

Adaptive state- dependent importance sampling simulation of markovian queueing networks.*European Transactions on Telecommunications*, 13: 303–315. doi: 10.1002/ett.4460130403 - P.T.de Boer.
**Rear-Event Simulation of Non-Markovian Queueing Networks Using a State-Dependent Change of Measure determined Using Cross-Entropy***Annals of Operations Research*Vol.**134**, pp 69-100, 2005 - De Boer, P.-T., Kroese, D.P., Rubinstein, R.Y. (2004).
A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing
Networks.
*Management Science*,**50**(7), pp 883--895. - De Boer, P-T., Kroese, D.P, Mannor, S. and Rubinstein, R.Y. (2004).
A Tutorial on the Cross-Entropy Method.
*Annals of Operations Research*. Vol.**134(1)**, pp 19-67, 2005 - P. T. de Boer.
Analysis and efficient simulation of queueing models of telecommunication systems.
PhD thesis, University of Twente, 2000.
- P. T. de Boer, D. P. Kroese, and R. Y. Rubinstein.
**Estimating buffer overflows in three stages using cross-entropy**. In*Proceedings of the 2002 Winter Simulation Conference, San Diego*, pages 301-309, 2002. - P. T. de Boer, V. F. Nicola, and R. Y. Rubinstein.
Adaptive importance sampling simulation
of queueing networks
In
*Proceedings of the 2000 Winter Simulation Conference, Orlando, Florida*, pages 646-655, 2000. - Botev, Z., Kroese, D.P. (2004). Global Likelihood Optimization via the Cross-Entropy Method, with an Application to Mixture Models. Winter Simulation Conference, Washington DC. pp 529—535..
- Botev, Z.I., Kroese, D.P. (2008).
An Efficient Algorithm for Rare-event Probability Estimation, Combinatorial Optimization, and Counting.
*Methodology and Computing in Applied Probability***10**(4). Accepted for publication. - Botev, Z.I., Kroese, D.P. (2008).
Non-asymptotic bandwidth selection for density estimation of discrete data.
*Methodology and Computing in Applied Probability*. Accepted for publication. - Botev, Z.I., Kroese, D.P. (2008). The Generalized Cross Entropy Method, with Applications to Probability Density Estimation. Submitted.
- Botev, Z.I, Kroese, D.P., Taimre, T. (2007).
**Generalized Cross-Entropy Methods with Applications to Rare-Event simulation and Optimization**.*Simulation***83**(11), 785 - 806. - Boubezoul, A., Paris, S., and Ouladsine, M. (2008).

Application of the cross entropy method to the GLVQ algorithm.*Pattern Recognition*, vol. 41, no. 10, pp. 3173-3178. - Buşoniu, L., Ernst, D., Schutter,B.-D., and Babuška, R. (2009).

Policy Search with Cross-Entropy Optimization of Basis Functions.*IEEE Symposium on Adaptive Dynamic Programming and Reinforcement Learning*, 2009 (ADPRL '09), pp. 153 - 160. - Helene Le Cadre, Robust Routing and Cross-entropy Estimation Technopole Brest Iroise, 2005
- Cappé, O., Douc, R., Guillin, A., Marin, J.-M., and Robert, C. P. (2008).

Adaptive importance sampling in general mixture classes.*Statistics and Computing*, vol. 18, no. 4, pp. 447-459. - Caserta, M., and Quiñonez Rico, E. (2009).

A cross entropy-Lagrangean hybrid algorithm for the multi-item capacitated lot-sizing problem with setup times.*Computers & Operations Research*, vol. 36, no. 2, pp. 530-548. - Caserta, M., Quiñonez Rico, E., and Márquez Uribe, A. (2008).

A cross entropy algorithm for the Knapsack problem with setups.*Computers & Operations Research*, vol. 35, no. 1, pp. 241-252. - M. Caserta, M. Cabo Nodar.
A Cross-Entropy Based Algorithm for Combinatorial Optimization Problems
To be published in
*European Journal of Operational Research* - Celeste, F., Dambreville, F., and Le Cadre, J.-P. (2006).

Optimal path planning using Cross-Entropy method.*2006 9th International Conference on Information Fusion*, pp.1-8. - Chen, J.-C. (2009).

Partial Transmit Sequences for Peak-to-Average Power Ratio Reduction of OFDM Signals With the Cross-Entropy Method.*IEEE Signal Processing Letters*, vol. 16, no. 6, pp. 545 - 548. - Chen,C.E., Lorenzelli, F., Hudson, R.E., and Yao, K. (2007).

Acoustic Source Doa Estimation using the Cross-Entropy Method.*IEEE International Conference on Acoustics, Speech and Signal Processing, 2007 (ICASSP 2007)*, pp. II-1057 - II-1060. - K. Chepuri and T. Homem de Mello.
**Solving the vehicle routing problem with stochastic demands using the cross entropy method**.*Annals of Operations Research*, Vol.**134**, pp 153-181, 2005. - Chockler, H., Farchi, E., Godlin, B. and Novikov, S. Cross-Entropy Based Testing, IBM Haifa Reesearch Laboratory.
- I. Cohen, B. Golany, and A. Shtub.
Managing stochastic finite capacity multi-project systems through the
cross-entropy method.
*Annals of Operations Research*, Vol.**134**, pp 183-199, 2005. - Cornebise, J., Moulines, E., and Olsson, J. (2008).

Adaptive methods for sequential importance sampling with application to state space models.*Statistics and Computing*, vol. 18, no. 4, pp. 461-480. - Costa, A., Jones, O.D, Kroese, D. P. (2007).
Convergence Properties of the Cross-Entropy Method for Discrete Optimization
*Operations Research Letters*,**35**(5), 573-580. - G. D'Acquisto and M. Naldi.
A cross-entropy approach to buffer overflow
probability estimation for markovian fluid systems.
In
*Fourth Workshop on Rare Event Simulation and Related Combinatorial Optimization Problems*, 2002. - G. D'Acquisto and M. Naldi.
**Cross entropy-based adaptive optimization of simulation parameters for Markovian-driven service systems.***Simulation Modelling Practice and Theory*, vol.**13**, no.7, October 2005, pp. 619-645. - F. Dambreville
Cross-Entropic Learning of a Machine for the Decision in a Partially
Observable Universe
*Journal of Global Optimization*, 2006

The original publication is available at www.springerlink.com - Dambreville, F. (2006).

Cross-Entropy method: convergence issues for extended implementation.*arXiv:math/0609461v1 [math.OC]* - Dorigo, M., Zlochin, M., Meuleau, N., and Birattari M.(2002).

Updating ACO Pheromones Using Stochastic Gradient Ascent and Cross-Entropy Methods.*Lecture Notes in Computer Science: Applications of Evolutionary Computing*, vol. 2279, pp. 17-23. - Douc, R., Guillin, A., Marin, J.-M., and Robert, C.P. (2007).

Minimum variance importance sampling via Population Monte Carlo.*ESAIM Probability and Statistics*, vol. 11, pp. 427-447. - U Dubin.
**The cross-entropy method for combinatorial optimization with applications**. Master's thesis, The Technion, Israel Institute of Technology, Haifa, June 2002. - U Dubin.
**Application of the cross-entropy method for image segmentation**.*Annals of Operations Research*, 2004. Submitted. - Erdogmus, D., Hild, K.E., Principe, J.C., Lazaro, M., Santamaria, I. (2004).

Adaptive blind deconvolution of linear channels using Renyi's entropy with Parzen window estimation.*IEEE Transactions on Signal Processing*, vol. 52, no. 6, pp. 1489 - 1498. - Ernst, D., Glavic, M. , Stan, G.-B., Mannor, S. and Wehenkel, L. (2007).

The cross-entropy method for power system combinatorial optimization problems.*2007 IEEE Lausanne Powertech*, pp. 1290 - 1295. - Evans, G. Keith, J.M, Kroese, D.P (2007).
Parallel Cross-Entropy Optimization.
*Proceedings of the 2007 Winter Simulation Conference*, Washington DC, pp. 2196-2202. - Jerzy A. Filar Controlled Markov Chains, Graphs, and Hamiltonicity
- Fu, M.C., Hu, J., and Marcus, S. I. (2006).

Model-Based Randomized Methods for Global Optimization.*Proceedings of the 17th international Symposium on Mathematical Theory of Networks and Systems*, Kyoto, Japan, pp. 355-363. - Fu, M.C., Glover, F.W., April, J. (2005).

Simulation optimization: a review, new developments, and applications.*2005 Proceedings of the Winter Simulation Conference*, pp. 13. - García-Villoria, A. and Pastor, R. (2010).

Solving the Response Time Variability Problem by means of the Cross-Entropy Method.*International Journal of Manufacturing Technology and Management*, vol. 20, no. 1-4, pp. 316-330. - He, D., Lee, L. H., Chen, C.-H., Fu, M. C., and Wasserkrug, S. 2010.

Simulation optimization using the cross-entropy method with optimal computing budget allocation.*ACM Trans. Model. Comput. Simul.*20, 1, Article 4 (January 2010), 22 pages. DOI = 10.1145/1667072.1667076 - Heegaard, P. E., Wittner, O., Nicola,V. F., and Helvik, B. (2008).

Distributed Asynchronous Algorithm for Cross-Entropy-Based Combinatorial Optimization. - Heegaard, P. E., Helvik, B. E., and Wittner, O. J. (2008).

The Cross Entropy Ant System for Network Path Management.*Telektronikk*, vol. 1.2008. - B. E. Helvik and O. Wittner.
**Using the cross-entropy method to guide/govern mobile agent's path finding in networks**. In*3rd International Workshop on Mobile Agents for Telecommunication Applications - MATA'01*, 2001. - T. Homem de Mello,
**A Study on the Cross-Entropy Method for Rare Event Probability Estimation**,*INFORMS Journal on Computing*, Vol.**19**, No. 3, 381-394 (2007). - T. Homem de Mello and R. Y. Rubinstein.
Rare event probability estimation
for static models via cross-entropy and importance sampling.
Submitted.
- Hu, J., and Hu, P. (2009).

On The Performance of the Cross-Entropy Method.*Proceedings of the 2009 Winter Simulation Conference (WSC)*, pp. 459 - 468. - Hui, K-P., Bean, N, Kraetzl, M and Kroese, D.P. (2004).
The Cross-Entropy Method for Network Reliability Estimation.
*Annals of Operations Research*. Vol.**134**, pp 101-118, 2005. - Jung, G. J., Cho, H. Y., and Oh, Y.-H. (2007).

Data-Driven Subvector Clustering using the Cross-Entropy Method.*IEEE International Conference on Acoustics, Speech and Signal Processing*, 2007 (ICASSP 2007), pp. IV-977 - IV-980. - Kalyanakrishnan, S., and Stone, P. (2009).

An empirical analysis of value function-based and policy search reinforcement learning.*AAMAS '09 Proceedings of The 8th International Conference on Autonomous Agents and Multiagent Systems*- Volume 2, pp. 749-756. - Kaminer, Boaz.
Solving Large MAXCUT Problems Using Cross Entropy & Parametric Minimum Cross Entropy
*Technion* - Keith, J.
Sequence alignment by rare event simulation
*Report on MASCOS One-Day Symposium - Multi-Agent Systems and Machine Learning*, The University of Queensland, 2004 - J. Keith and D. P. Kroese.
Sequence alignment by rare event simulation.
In
*Proceedings of the 2002 Winter Simulation Conference*, pages 320-327, San Diego, 2002. - Keith, J.M., Kroese, D.P. and Sofronov, G. Yu. (2008)
Adaptive Independence Samplers.
*Statistics and Computing*. Accepted for publication. - Khan, H. A., Zhang, Y., Ji, C.,Stevens, C. J., Edwards, D. J., and O’Brien, D. (2006).

Optimizing Polyphase Sequences for Orthogonal Netted Radar.*IEEE Signal Processing Letters*, vol. 13, no. 10, pp. 589 - 592. - Kroese, D.P
The Cross-Entropy Method and mathematical programming
*Report on MASCOS One-Day Symposium - Multi-Agent Systems and Machine Learning*, The University of Queensland, 2004 - Kroese, D.P., Nariai, S, Hui, K-P (2007).
Network Reliability Optimization via the Cross-Entropy Method.
*IEEE Trans. Rel.*,**56**(2), 275-287. - Kroese, D.P, Rubinstein, R.Y., Taimre, T. (2004).
Application of the Cross-Entropy Method to Clustering and Vector
Quantization.
*Journal of Global Optimization***37**, pp.137-157, 2006. - Kroese and Rubinstein, R.Y. (2004).
The Transform Likelihood Ratio Method for Rare Event Simulation with Heavy
Tails.
*Queueing Systems*,**46**, pp 317--351. - D. P. Kroese, R. Y Rubinstein and S. Porotsky
The Cross-Entropy Method for Continuous Multiextremal Optimization
*Methodology and Computing in Applied Probability*,**8**, pp.383-407, 2006.. - Kroese, D.P., and Hui. K.-P. (2007).

Applications of the Cross-Entropy Method in Reliability.*Studies in Computational Intelligence: Intelligence in Reliability Engineering*, vol. 40, pp. 37-82. - Laguna M., Duarte, A. and Martí, R. (2009).

Hybridizing the cross-entropy method: An application to the max-cut problem.*Computers & Operations Research*, vol. 36, no. 2, pp. 487-498. - Leite da Silva, A.M., Fernández, R.A.G., and Singh, C. (2010).

Generating Capacity Reliability Evaluation Based on Monte Carlo Simulation and Cross-Entropy Methods.*IEEE Transactions on Power Systems*, vol. 25, no. 1, pp. 129 - 137. - F. Li, S. Mannor, A. Lippman,
Random Tree Optimization for
Energy-Efficient Broadcast in All-Wireless Networks.
in
*first IEEE International Conference on Sensor and Ad Hoc Communication and Networks*, (SECON '04), Oct. 2004. - D. Lieber.
**Rare-events estimation via cross-entropy and importance sampling**. PhD thesis, William Davidson Faculty of Industrial Engineering and Management, Technion, Haifa, Israel, 1998. - D. Lieber and R. Rubinstein.
**Rare-event estimation via cross-entropy and importance sampling**. Technion, Manuscript, 1998. - D. Lieber, R. Y. Rubinstein, and D. Elmakis.
Quick estimation of rare events in stochastic networks.
*IEEE Transaction on Reliability*, 46:254-265, 1997. - Lin, S. and Ding, J. (2009).

Integration of Ranked Lists via Cross Entropy Monte Carlo with Applications to mRNA and microRNA Studies.*Biometrics*, vol. 65, no. 1, pp. 9-18. - Z. Liu, A. Doucet, and S. S. Singh.
The cross-entropy method for blind multiuser detection.
In
*IEEE International Symposium on Information Theory*, Chicago, 2004. - Jenny Liu
Global Optimization Techniques using
Cross-Entropy and Evolution Algorithms
Coursework Master Thesis, Department of Mathematics, The University of
Queensland, 2004.
- Liu, Z., Lin, S., and Tan, M. (2006).

Genome-Wide Tagging SNPs with Entropy-Based Monte Carlo Method.*Journal of Computational Biology*,vol. 13, no. 9, pp. 1606–1614. - Lőrincz, A., Palotai, Z., and Szirtes, G. (2008).

Spike-based cross-entropy method for reconstruction.*Neurocomputing*, vol. 71, no. 16-18, pp. 3635-3639. - Ma, T.-Y., and Lebacque, J.-P. (2009).

A Cross Entropy Based Multi-Agent Approach to Traffic Assignment Problems.*Traffic and Granular Flow*’07, Part I, pp. 161-170. - S. Mannor, R. Y. Rubinstein, and Y. Gat.
The cross-entropy method for fast policy search.
In
*The 20th International Conference on Machine Learning (ICML-2003)*, Washington, DC, August 2003. - L. Margolin.
**Cross-entropy method for combinatorial optimization**. Master's thesis, The Technion, Israel Institute of Technology, Haifa, July 2002. - L. Margolin.
On the convergence of the cross-entropy method.
*Annals of Operations Research*, Vol.**134**, pp 201-214, 2005. - Don L. McLeish Bounded Relative Error Importance Sampling and Rare Event Simulation
- I. Menache, S. Mannor, and N. Shimkin.
Basis Function Adaption in Temporal Difference Reinforcement Learning.
*Annals of Operations Research*, Vol.**134**, pp 215-238, 2005. - M. Naldi, G. D’Acquisto.
**A normal copula model for the economic risk analysis of correlated failures in communications networks***Journal of Universal Computer Science*, vol.**14**, no. 5, 2008, pp. 786-799. - Nariai S., Kroese, D.P., Hui, K.P. (2005).
Designing an Optimal Network Using the Cross-Entropy Method
In:
*Lecture Notes in Computer Science: Intelligent Data Engineering and Automated Learning*, Gallagher M., Hogan J., Maire F., Eds., Springer-Verlag. Winner of best student paper at IDEAL 2005: 6th International Conference, July 6-8, 2005. pp. 228--233 - Nariai S., Kroese, D.P. (2005).
On the Design of Multi-type Networks via the Cross-Entropy Method
Proceeding of the Fifth International Workshop on the Design of Reliable
Communication Networks (DRCN 2005), pp. 109-114.
- Oliehoek, F. A., Kooij, J. F.P. , and Vlassis, N. (2008).

The Cross-Entropy Method for Policy Search in Decentralized POMDPs.*Informatica*, vol. 32, pp. 341–357. - D. Peleg, S. Mannor and R. Y. Rubinstein
"
The Cross-Entropy Method for Classification
*Proceeding of the 22-nd International Conference on Machine Learning*, Bonn, Germany, 2005 - L. Perelman, A. Ostfeld Water Distribution Systems Optimal Design Using Cross Entropy"
- Pihur, V., Datta, S. and Datta, S. (2008).

Finding common genes in multiple cancer types through meta–analysis of microarray experiments: A rank aggregation approach.*Genomics*, vol. 92, no. 6, pp. 400-403. - Pihur, V., Datta, S. and Datta, S. (2007).

Weighted rank aggregation of cluster validation measures: a Monte Carlo cross-entropy approach.*Bioinformatics*, vol. 23, no. 13, pp. 1607-1615. - Qin, Z., Li, X., and Ji, X. (2009).

Portfolio selection based on fuzzy cross-entropy.*Journal of Computational and Applied Mathematics*, vol. 228, no. 1, pp. 139-149. - Qiu, Y., Zhou, H., and Wu, Y. (2008).

An Importance Sampling Method Based on Martingale with Applications to Rare Event Probability.*7th World Congress on Intelligent Control and Automation*, 2008 (WCICA 2008), pp. 4041 - 4045. - Qiu, Y., Zhou, H., and Wu, Y.-Q. (2007).

An Importance Sampling Method with Applications to Rare Event Probability.*IEEE International Conference on Grey Systems and Intelligent Services*, 2007 (GSIS 2007), pp. 1381 - 1385. - A. Ridder.
Importance sampling simulations of Markovian reliability systems
using cross-entropy.
*Annals of Operations Research*. Vol.**134**, pp 119-136, 2005. - A. Ridder.
Importance sampling algorithms for first passge time probabilities in the infinite server queue Submitted to
*EJOR*. - A. Ridder, R. Y. Rubinstein
Correlated Hazard Rate Twisting for Rare Event Simulation with Heavy Tails
Submitted to
*Simulation*. - A. Ridder, R. Y. Rubinstein
Minimum Cross-Entropy Methods for Rare Event Simulation
*Simulation*Vol.**83**, pp. 769-784, 2007. - Ridder, A. (2005).

Importance Sampling Simulations of Markovian Reliability Systems Using Cross-Entropy.*Annals of Operations Research*, vol. 134, no. 1, pp. 119-136. - R. Y. Rubinstein
"
The Stochastic Minimum Cross-Entropy Method for Combinatorial Optimization
and Rare-event Estimation".
*"Methodology and Computing in Applied Probability*vol.**7**, No 1. pp 5-50, 2005. - R. Y. Rubinstein.
The cross-entropy method for combinatorial and continuous
optimization.
*Methodology and Computing in Applied Probability*, 2:127-190, 1999. - R. Y. Rubinstein.
Combinatorial optimization, cross-entropy, ants and rare events.
In S. Uryasev and P. M. Pardalos, editors,
*Stochastic Optimization: Algorithms and Applications*, pages 304-358. Kluwer, 2001. - R. Y. Rubinstein.
Combinatorial optimization via cross-entropy.
In S. Gass and C. Harris, editors,
*Encyclopedia of Operations Research and Management Sciences*, pages 102-106. Kluwer, 2001. - R. Y. Rubinstein.
The cross-entropy method and rare-events for maximal cut and
bipartition problems.
*ACM Transactions on Modelling and Computer Simulation*, 12(1):27-53, 2002. - R. Y. Rubinstein.
Randomized Algorithms with Splitting: Why the Classic Randomized Algorithms do not Work and how to Make them Work
- R. Y Rubinstein and D. P. Kroese.
**The Cross-Entropy Method: A Unified Approach to Monte Carlo Simulation, Randomized Optimization and Machine Learning**. Springer Verlag, 2004. - R. Y Rubinstein.
How Many Needles Are in a Haystack, or How to Solve Fast #P-Complete Counting
Problems
*Methodology and Computing in Applied Probability*,**11**, pp 5-49, 2007. - R. Y. Rubinstein, D. Kroese, A. Dolgin and P. W. Glynn "Parametric Minimum Cross-Entropy Method for Counting the Number of Satisfiability Assignments",
*OR*. - R. Y. Rubinstein. "How to Deal with the Curse of Dimensionality of Likelihood Ratios
in Monte Carlo Simulation".
- R. Y. Rubinstein. "
Semi-Iterative Minimum Cross-Entropy Algorithms for Rare-Events, Counting, Combinatorial and Integer Programming"
To be published in
*Methodology and Computing in Applied Probability* - R. Y. Rubinstein.
The Gibbs Cloner for Combinatorial Optimization, Counting and Sampling
To be published in
*Methodology and Computing in Applied Probability*2008 - Sani, A. and Kroese, D.P. (2007)
Optimal Epidemic Intervention of HIV Spread Using the Cross-Entropy Method. In Kulasiri, D. and Oxley, L. (Eds.)
*Proceedings of the International Congress on Modelling and Simulation (MODSIM),*Modelling and Simulation Society of Australia and New Zealand, pp.448-454. - Sani, A, Kroese, D.P. (2008).
Controling the number of HIV infectives in a mobile population.
*Mathematical Biosciences*. Accepted for publication. - Simonin, C., Le Cadre, J.-P., and Dambreville, F. (2007).

The Cross-Entropy method for solving a variety of hierarchical search problems.*2007 10th International Conference on Information Fusion*, pp. 1-8. - Zoltán Szabó, Barnabás Póczos and
András Lörincz.
Cross-Entropy Optimization for Independent Process Analysis

, Conference poster

6th International Conference on Independent Component Analysis and Blind Source Separation (ICA 2006), 2006. - Zoltán Szabó, András Lörincz.
Fast parallel estimation of high dimensional information theoretical quantities with low dimensional random projection ensembles. In Tülay Adali, Christian Jutten, João Marcos T. Romano, and Allan Kardec Barros, editors,
*Independent Component Analysis and Signal Separation*, (ICA 2009), volume 5441 of*Lecture Notes in Computer Science*, pages 146-153, Berlin Heidelberg, 15-18 March 2009. Springer-Verlag.

Conference poster - Szita, I., and Lörincz, A. (2006).

Learning Tetris Using the Noisy Cross-Entropy Method.*Neural Computation*, vol. 18, no. 12, pp. 2936-2941. - Szita, I., and Lörincz, A. (2008).

Online Variants of the Cross-Entropy Method.

arXiv:0801.1988v1 [cs.LG] 14 Jan 2008. - Szita, I., and Lörincz, A. (2007).

Learning to Play Using Low-Complexity Rule-Based Policies: Illustrations through Ms. Pac-Man.*Journal of Artificial Intelligence Research*, vol. 30, no. 1, pp. 659-684. - Unveren, A., and Acan, A. (2007).

Multi-objective optimization with cross entropy method: Stochastic learning with clustered pareto fronts.*IEEE Congress on Evolutionary Computation, 2007 (CEC 2007)*, pp. 3065 - 3071. - Radislav Vaisman
TSP random tour generation algorithm
- Taimre, Thomas
Application of the Cross-Entropy Method to clustering and vector
quantization
*Report on MASCOS One-Day Symposium - Multi-Agent Systems and Machine Learning*, The University of Queensland, 2004 - Taimre, T. (2009).

Advances In Cross-Entropy Methods.

*Bulletin of the Australian Mathematical Society*, vol. 80, no. 3, pp. 521-522. - Wang, L., and Tellambura, C. (2008).

Cross-Entropy-Based Sign-Selection Algorithms for Peak-to-Average Power Ratio Reduction of OFDM Systems.*IEEE Transactions on Signal Processing*, vol. 56, no. 10, pp. 4990 - 4994. - Widell, N., and Nyberg, C. (2004).

Cross Entropy Based Module Allocation for Distributed Systems.*Proceedings of the 16th IASTED International Conference on Parallel and Distributed Computing and Systems*. - Wittner, O., and Helvik, B.E. (2002).

Cross-Entropy Guided Ant-Like Agents Finding Cyclic Paths in Scarcely Meshed Networks.*Lecture Notes in Computer Science*, vol. 2463, pp. 239-274. - O. Wittner and B. E. Helvik.
Cross entropy guided ant-like agents finding dependable
primary/backup path patterns in networks.
In
*Proceedings of Congress on Evolutionary Computation (CEC2002)*, Honolulu, Hawaii, May 12-17th 2002. IEEE. - Wu. J., and Chung, A. C. S. (2005).

Cross Entropy: A New Solver for Markov Random Field Modeling and Applications to Medical Image Segmentation.*Lecture Notes in Computer Science: Medical Image Computing and Computer-Assisted Intervention (MICCAI 2005)*, vol. 3749, pp. 229-237. - Wu. Y and Fyfe. C. (2007).

The On-line Cross Entropy Method for Unsupervised Data Exploration.*WSEAS TRANSACTIONS on MATHEMATICS*, vol. 6, no. 12, pp. 865-877. - Wu. Y and Fyfe. C. (2008).

Topology perserving mappings using cross entropy adaptation.*AIKED'08 Proceedings of the 7th WSEAS International Conference on Artificial intelligence, knowledge engineering and data bases*, pp. 176-181. - Zhang, Y., Ji, C., Malik, W.Q., O’Brien, D.C., and Edwards, D.J. (2007).

Cross-entropy optimisation of multiple-input multiple-output capacity by transmit antenna selection.*IET Microwaves, Antennas & Propagation*, vol. 1, no. 6, pp. 1131 - 1136. - Zlochin, M., and Dorigo, M. (2002).

Model-Based Search for Combinatorial Optimization: A Comparative Study.*Lecture Notes in Computer Science: Parallel Problem Solving from Nature (PPSN VII)*, vol. 2439, pp. 651-661.

# Slides

- R. Y. Rubinstein. "
Fast Minimum Cross-Entropy Algorithms for Solving NP-hard Counting and Optimization Problems"

Plenary talk - presented Melbourne 2007 - R. Y. Rubinstein. "
My Personal View on Monte-Carlo Simulation:"

Plenary talk presented at ASOR, Melbourne, 2007 - R. Y. Rubinstein, D. P. Kroese "
Fast Cross-Entropy Methods for Combinatorial Optimization, Simulation and Counting"

Plenary talk presented at INFORMS, Seattle Washington, 2007