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Research Output 1993 2019

2019

Monte Carlo Methods for Insurance Risk Computation

Bar-Lev, S. & Ridder, A., 2019, In : International Journal of Statistics and Probability. 8, 3, p. 54-74

Research output: Contribution to JournalArticleAcademicpeer-review

2018

A simulation tool for truck loading at fuel filling plants

Cohen, B., Ridder, A. & Mateman, B., 4 Jan 2018, 2017 Winter Simulation Conference, WSC 2017. Chan, W. K. V., D'Ambrogio, A., Zacharewicz, G., Mustafee, N., Wainer, G. & Page, E. (eds.). New York, NY: Institute of Electrical and Electronics Engineers Inc., p. 3102-3113 12 p.

Research output: Chapter in Book / Report / Conference proceedingConference contributionAcademicpeer-review

Simulation Tool
Trucks
Lubricants
Software Tools
Driver
2017

Variance Reduction

Ridder, A. A. N. & Botev, Z. I., 15 Nov 2017, Wiley StatsRef: Statistics Reference Online. Wiley, p. 1-6

Research output: Chapter in Book / Report / Conference proceedingChapterAcademicpeer-review

2016

An M-estimator for Rare-event Probability Estimation

Ridder, A. A. N. & Botev, Z. I., 2016, Proceedings Winter Simulation Conference (WSC 2016), Arlington, VA, USA. Arlington: WSC

Research output: Chapter in Book / Report / Conference proceedingConference contributionAcademicpeer-review

Semiparametric cross-entropy for rare-event simulation

Ridder, A. A. N., Botev, Z. & Rojas-Nandayapa, L., 2016, In : Journal of Applied Probability. 53, 3, p. 633-649

Research output: Contribution to JournalArticleAcademicpeer-review

Rare Event Simulation
Cross-entropy
Importance Sampling
Sampling Distribution
Cross-entropy Method

Sequential Monte Carlo for counting vertex covers in general graphs

Ridder, A. A. N., Botev, Z. & Vaisman, R., 2016, In : Statistics and Computing. 26, 3, p. 591-607 18 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Sequential Importance Sampling
Sequential Monte Carlo
Importance sampling
Vertex Cover
Counting

Tail distribution of the maximum of correlated Gaussian random variables

Botev, Z. I., Mandjes, M. & Ridder, A., 16 Feb 2016, 2015 Winter Simulation Conference, WSC 2015. Institute of Electrical and Electronics Engineers, Inc., Vol. 2016-February. p. 633-642 10 p. 7408202

Research output: Chapter in Book / Report / Conference proceedingConference contributionAcademicpeer-review

Importance sampling
Random variables
Tail
Random variable
Estimator
2015

Tail distribution of the maximum of correlated Gaussian random variables

Ridder, A. A. N., Botev, Z. & Mandjes, M. R. H., 2015, Proceedings Winter Simulation Conference (WSC 2015). Huntington Beach, CA: WSC

Research output: Chapter in Book / Report / Conference proceedingConference contributionAcademicpeer-review

Tail Distribution of the Maximum of Correlated Gaussian Random Variables

Botev, Z., Mandjes, M. R. H. & Ridder, A. A. N., 2015, Amsterdam: Tinbergen Institute, 14 p. (TI Discussion Paper; no. 15-132/III).

Research output: Working paperProfessional

2014

Optimal control for an M^X/G/1/N+1 queue with two service modes

Ridder, A. A. N. & Nobel, R. D., 2014, COMPUTATIONAL INTELLIGENCE, CYBER SECURITY AND COMPUTATIONAL MODELS. Krishnan, G. S. S., Anita, R., Lakshmi, R. S., Kumar, M. S., Bonato, A. & Grana, M. (eds.). New Delhi: Springer, p. 47-59 13 p. (Advances in Intelligent Systems and Computing; no. 246).

Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

Queue
Optimal control
Batch
Buffer
Queueing model
2013

Counting the number of Sudoku's by importance sampling simulation

Ridder, A. A. N., 2013, Proceedings of the Recreational Mathematics Colloquium III. Nuno Silva, J. (ed.). Lisboa: Associacao Ludus, p. 85-92

Research output: Chapter in Book / Report / Conference proceedingConference contributionAcademicpeer-review

Fast Sequential Monte Carlo Methods for Counting and Optimization

Ridder, A. A. N., Rubinstein, R. Y. & Vaisman, R., 2013, London: Wiley. 224 p. (Wiley Series in Probability and Statistics)

Research output: Book / ReportBookAcademic

Semiparametric Cross Entropy for Rare-Event Simulation

Botev, Z., Ridder, A. A. N. & Rojas-Nandayapa, L., 2013, Amsterdam: Tinbergen Institute, 26 p. (TI Discussion Paper; no. 13-127/III).

Research output: Working paperProfessional

Sequential Monte Carlo for Counting Vertex Covers in General Graphs

Vaisman, R., Botev, Z. & Ridder, A. A. N., 2013, Amsterdam: Tinbergen Institute, 22 p. (TI Discussion Paper; no. 13-133/III).

Research output: Working paperProfessional

Variance reduction techniques in Monte Carlo methods

Ridder, A. A. N., Kleijnen, J. P. C. & Rubinstein, R. Y., 2013, Encyclopedia of Operations Research & Management Science, 3rd edition. Gass, S. I. & Fu, M. C. (eds.). London: Springer, 1648 p.

Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

2012

Counting with combined splitting and capture-recapture methods

Dupuis, P., Kaynar, B., Ridder, A. A. N., Rubinstein, R. & Vaisman, R., 2012, In : Stochastic Models. 28, 3, p. 478-502

Research output: Contribution to JournalArticleAcademicpeer-review

Capture-recapture
Splitting Method
Counting
Counting Problems
Contingency Table

Probabilistic bounded relative error for event simulationlearning techniques

Ridder, A. A. N. & Tuffin, B., 2012, Winter Simulation Conference. Berlin: WSC

Research output: Chapter in Book / Report / Conference proceedingConference contributionAcademicpeer-review

Probabilistic bounded relative error for rare event simulation learning techniques

Tuffin, B. & Ridder, A., 1 Dec 2012, Proceedings of the 2012 Winter Simulation Conference, WSC 2012. 6465041

Research output: Chapter in Book / Report / Conference proceedingConference contributionAcademicpeer-review

Rare Event Simulation
Relative Error
Learning algorithms
Estimator
Robustness

Probabilistic Bounded Relative Error Property for Learning Rare Event Simulation Techniques

Ridder, A. A. N. & Tuffin, B., 2012, Amsterdam: Tinbergen Institute, 21 p. (TI Discussion Papers; no. 12-103/III).

Research output: Working paperProfessional

File

Rare Event Simulation Techniques for Stochastic Design Problems in Markovian Setting

Kaynar, B., 2012, Amsterdam: Thela Thesis/TI. 133 p.

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

Open Access
File
2011

Approximate results for a generalized secretary problem

Dietz, C., van der Laan, D. A. & Ridder, A. A. N., 2011, In : Probability in the Engineering and Informational Sciences. 25, 2, p. 157-169

Research output: Contribution to JournalArticleAcademicpeer-review

Secretary Problem
Backward Induction
Optimal Policy
Person
Approximation

Counting with combined splitting and capture-recapture methods

Dupuis, P., Kaynar, B., Ridder, A. A. N., Rubinstein, R. & Vaisman, R., 2011, Amsterdam: Tinbergen Institute, 27 p. (TI Discussion Papers; no. 11-062/4).

Research output: Working paperProfessional

File

Finite-state Markov chains obey Benford's law

Ridder, A. A. N., Berger, A., Hill, T. P. & Kaynar, B., 2011, In : SIAM Journal on Matrix Analysis and Applications. 32, 3, p. 665-684

Research output: Contribution to JournalArticleAcademicpeer-review

Benford's law
P-matrix
Markov chain
Transition Probability Matrix
Floating point

State-dependent importance sampling schemes via minimum cross-entropy

Ridder, A. A. N. & Taimre, T., 2011, In : Annals of Operations Research. 189, 1, p. 357-388

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
File
Importance sampling
Estimator
Cross-entropy
Simulation
Jump
2010

Approximate results for a generalized secretary problem

Dietz, C., van der Laan, D. A. & Ridder, A. A. N., 2010, Amsterdam: Tinbergen Institute, 19 p. (TI Discussion Papers Series; no. 10-092/4).

Research output: Working paperProfessional

File

Asymptotic optimality of the cross-entropy method for Markov chain problems

Ridder, A. A. N., 2010, In : Procedia Computer Science. 1, 1, p. 1571-1578

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Markov processes
Entropy

Finite-state markov chains obey Benford's law

Kaynar, B., Berger, A., Hill, T. P. & Ridder, A. A. N., 2010, Amsterdam: Tinbergen Instituut (TI), 30 p. (TI Discussion Papers Series; no. 10-030/4).

Research output: Working paperProfessional

File

The cross-entropy method with patching for rare-event simulation of large Markov chains

Ridder, A. A. N. & Kaynar, B., 2010, In : European Journal of Operational Research. 207, p. 1380-1397

Research output: Contribution to JournalArticleAcademicpeer-review

Rare Event Simulation
Cross-entropy Method
Importance sampling
Importance Sampling
Markov processes

Variance reduction techniques in Monte Carlo methods

Ridder, A. A. N., Kleijnen, J. & Rubinstein, R., 2010, Tilburg: CentER, (Center Discussion Paper; no. 2010-117).

Research output: Working paperProfessional

2009

Importance sampling algorithms for first passage time probabilities in the infinite server queue

Ridder, A. A. N., 2009, In : European Journal of Operational Research. 199, p. 176-186

Research output: Contribution to JournalArticleAcademicpeer-review

Infinite Server Queue
Importance sampling
First Passage Time
Importance Sampling
Servers

Importance sampling simulation of the fork-join queue

Ridder, A. A. N., 2009, Proceedings 6th St. Peterburg Workshop on Simulation. Ermakov, S. M., Melas, V. B. & Pepelyshev, A. N. (eds.). St. Petersburg: VVM com. Ltd., p. 791-796

Research output: Chapter in Book / Report / Conference proceedingConference contributionAcademicpeer-review

The cross-entropy method with patching for rare-event simulation of large markov chains

Kaynar, B. & Ridder, A. A. N., 2009, Amsterdam: Tinbergen Instituut (TI), 25 p. (TI Discussion Papers Series; no. 09-084/4).

Research output: Working paperProfessional

File
2007

Minimum cross-entropy methods for rare-event simulation

Ridder, A. A. N. & Rubinstein, R., 2007, In : Simulation. 83, 11, p. 769-784

Research output: Contribution to JournalArticleAcademicpeer-review

Rare Event Simulation
Cross-entropy Method
Importance sampling
Entropy
Hazard Rate
2006

Proceedings of the Second Korea-Netherlands Conference on Queueing Theory and its Applications to Telecommunication Systems

Mandjes, M. R. H., Ridder, A. A. N. & Tijms, H. C., 2006, Proceedings of the Second Korea-Netherlands Conference on Queueing Theory and its Applications to Telecommunication Systems. Amsterdam: Vrije Universiteit, 275 p.

Research output: Chapter in Book / Report / Conference proceedingConference contributionAcademic

2005

Importance sampling simulations of Markovian reliability systems using cross-entropy

Ridder, A. A. N., 2005, In : Annals of Operations Research. 1, 134, p. 119-136

Research output: Contribution to JournalArticleAcademic

Cross-entropy
Importance sampling
Estimator
System reliability
Simulation

Large Deviations Methods and the Join-the-Shortest-Queue Model

Ridder, A. & Shwartz, A., 2005, Amsterdam: Tinbergen Instituut, (Discussion paper TI; no. 05-016/4).

Research output: Working paperProfessional

Open Access
File
Large deviations
Join
Queue
Methodology

Large deviations without principle: join the shortest queue

Ridder, A. A. N. & Shwartz, A., 2005, In : Mathematical Methods of Operations Research. 62, 3, p. 467-483

Research output: Contribution to JournalArticleAcademic

Large Deviations
Join
Queue
Servers
Large Deviation Principle

The minimum cross entropy method for rare event simulations

Ridder, A. A. N. & Rubinstein, R., 2005, Proceedings of the Korea-Netherlands joint conference on queueing and its applications to telecommunication systems. Choi, B. D. (ed.). Seoul, Korea: Korea University, p. 155-164

Research output: Chapter in Book / Report / Conference proceedingConference contributionProfessional

2004

Importance Sampling Simulations of Markovian Reliability Systems using Cross Entropy

Ridder, A., 2004, Amsterdam: Tinbergen Instituut, (Discussion paper TI; no. 04-018/4).

Research output: Working paperProfessional

Open Access
File
Importance sampling
Entropy
Experiments

Large Deviations without Principle: Join the Shortest Queue

Ridder, A. & Shwartz, A., 2004, Amsterdam: Tinbergen Instituut, (Discussion paper TI; no. 05-003/4).

Research output: Working paperProfessional

Open Access
File
Large deviations
Join
Queue
Methodology
2003

Large-deviations analysis of the fluid approximation for a controllable tandem queue

Ridder, A. A. N., 2003, In : Annals of Applied Probability. 13, 4, p. 1423-1448 25 p.

Research output: Contribution to JournalArticleAcademic

Open Access
File
2002
Overflow
Large Deviations
Queue
Fluid
Fluids

Rare event simulation in models with heavy-tailed random variables

Boots, N. K., 2002, Amsterdam: Tinbergen Instituut.

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

2001

A large deviations approach to the transient of the Erlang loss model

Ridder, A. A. N. & Mandjes, M. R. H., 2001, In : Performance Evaluation. 43, p. 181-198 18 p.

Research output: Contribution to JournalArticleAcademic

Asymptotic analysis
Blocking probability
Asynchronous transfer mode
Large Deviations
ATM Networks
2000

An analytic model for capacity planning of prisons in the Netherlands

Ridder, A. A. N., Korporaal, R., Dekker, R. & Kloprogge, P., 2000, In : The Journal of the Operational Research Society. 51, p. 1228-1237 10 p.

Research output: Contribution to JournalArticleAcademic

Prisons
Decision support systems
Planning
The Netherlands
Prison
1999

Efficient simulation of fluid queues with many sources

Ridder, A. A. N., 1999, Proceedings 2nd International Workshop on Rare Event Simulation. Nicola, V. F. & de Smit, J. H. A. (eds.). Enschede: Centre for Telematics and Information Technology, p. 19-27 213 p.

Research output: Chapter in Book / Report / Conference proceedingChapterAcademic

Optimal trajectory to overflow in a queue fed by a large number of sources

Ridder, A. A. N. & Mandjes, M. R. H., 1999, In : Queueing Systems. 31, p. 137-170 33 p.

Research output: Contribution to JournalArticleAcademic

How larger demand variability may lead to lower costs in the newsvendor problem

Ridder, A. A. N., van der Laan, E. & Salomon, M., 1998, In : Operations Research. 46, 6, p. 934-936 4 p.

Research output: Contribution to JournalArticleAcademic

1996

A balance criterion for fast simulation

Ridder, A. A. N., 1996, Amsterdam: Tinbergen Institute, (TI Discussion Paper; no. 96-41/9).

Research output: Working paperProfessional