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  • A.A.N. Ridder

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

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

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

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

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

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

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 / ReportBook

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

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 21 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access

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

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

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

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

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

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 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

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

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

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

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

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