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Research Output 1993 2019

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Working paper
2015

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

2013

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

2012

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
2011

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
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

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

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

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
2005

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
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
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

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

Ridder, A. A. N., van der Laan, G. & prof dr Salomon, M., 1996, Amsterdam: Tinbergen Institute, (TI Discussion Paper; no. 96-90/9).

Research output: Working paperProfessional

1993

Fast simulation of Markov fluid models

Ridder, A., 1993, Amsterdam: Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam, (Serie Research Memoranda; no. 1993-21).

Research output: Working paperProfessional

Open Access
File

Notes on stochastic orderings on lattices

Ridder, A., 1993, Amsterdam: Faculty of Economics and Business Administration, Vrije Universiteit Amsterdam, (Serie Research Memoranda; no. 1993-29).

Research output: Working paperProfessional

Open Access
File
Open Access
File