Dr Zdravko   Botev
Senior Lecturer

Dr Zdravko Botev

Science
Sch of Mathematics & Statistic

Zdravko Botev received his PhD in 2010 from the University of Queensland, Australia. Prior to joining UNSW Sydney as a Lecturer in Statistics, he was awarded postdoctoral fellowships at the Universities of Montreal and Cambridge.

His research interests include:  adaptive Monte Carlo methods for rare-event probability estimation,  network reliability modeling, kernel density estimation, and model selection methods. He is the author of one of the most widely used Matlab software scripts for nonparametric density estimation.

 keywords: rare-event simulation, splitting, multilevel Monte Carlo, Markov chain Monte Carlo, adaptive importance sampling,  network reliability

 

 

 

Location
UNSW Sydney, Red Centre East Wing, Room 1034

Publications

  • Book Chapters | 2019
    Dr Zdravko Botev
    Botev Z; L'Ecuyer P, 2019, 'Simulation from the Tail of the Univariate and Multivariate Normal Distribution', in Puliafito A; Trivedi KS (ed.), SYSTEMS MODELING: METHODOLOGIES AND TOOLS, SPRINGER INTERNATIONAL PUBLISHING AG, pp. 115 - 132, http://dx.doi.org/10.1007/978-3-319-92378-9_8
    Books | 2019
    Dr Zdravko Botev
    Kroese DP; Botev ZI; Taimre T; Vaisman R, 2019, Data Science and Machine Learning, Chapman and Hall/CRC, http://dx.doi.org/10.1201/9780367816971
    Book Chapters | 2019
    Dr Zdravko Botev
    Taimre T; Kroese D; Botev Z, 2019, 'Monte Carlo methods', in Wiley StatsRef: Statistics Reference Online, John Wiley & Sons, Ltd., http://dx.doi.org/10.1002/9781118445112.stat03619.pub2
    Books | 2019
    Dr Zdravko Botev
    Kroese DP; Botev Z; Taimre T; Vaisman R, 2019, Mathematical and Statistical Methods for Data Science and Machine Learning, Chapman & Hall/CRC
    Book Chapters | 2017
    Dr Zdravko Botev
    Botev Z; Ridder A, 2017, 'Variance Reduction', in Balakrishnan N; Colton T; Everitt B; Piegorsch W; Ruggeri F; Teugels JL (ed.), Wiley StatsRef: Statistics Reference Online, Wiley Online Library, pp. 1 - 6, http://dx.doi.org/10.1002/9781118445112.stat07975
    Book Chapters | 2015
    Dr Zdravko Botev
    Kroese DP; Botev Z, 2015, 'Spatial Process Simulation', in Schmidt V (ed.), Lectures on Stochastic Geometry, Spatial Statistics and Random Fields, Volume II: Analysis, Modeling and Simulation of Complex Structures, Springer-Verlag, Berlin, pp. 369 - 404, http://dx.doi.org/10.1007/978-3-319-10064-7_12
    Book Chapters | 2013
    Dr Zdravko Botev
    Botev ZI; Kroese DP; Rubinstein RY; L’Ecuyer P, 2013, 'Chapter 3 The Cross-Entropy Method for Optimization', in Handbook of Statistics - Machine Learning: Theory and Applications, pp. 35 - 59, http://dx.doi.org/10.1016/b978-0-444-53859-8.00003-5
    Books | 2011
    Dr Zdravko Botev
    Kroese D; Taimre T; Botev Z, 2011, Handbook of Monte Carlo Methods, John Wiley & Sons, http://dx.doi.org/10.1002/9781118014967
    Books | 2007
    Dr Zdravko Botev
    Kroese DP; Taimre T; Botev ZI; Rubinstein RY, 2007, Simulation and the Monte Carlo Method, John Wiley & Sons, Inc., http://dx.doi.org/10.1002/9780470285312
    Books | 2007
    Dr Zdravko Botev
    Kroese D; Taimre T; Botev Z; Rubinstein RY, 2007, Solutions Manual for Monte Carlo Methods, 2nd, Wiley-Interscience
  • Journal articles | 2020
    Dr Zdravko Botev
    Colbrook MJ; Botev Z; Kuritz K; MacNamara S, 2020, 'Kernel Density Estimation with Linked Boundary Conditions', Studies in Applied Mathematics, http://dx.doi.org/10.1111/sapm.12322
    Journal articles | 2020
    Dr Zdravko Botev
    Ben Rached N; Mackinlay D; Botev Z; Tempone R; Alouini S, 2020, 'A Universal Splitting Estimator for the Performance Evaluation of Wireless Communications Systems', IEEE Transactions on Wireless Communications, pp. 1 - 10, http://dx.doi.org/10.1109/TWC.2020.2982649
    Journal articles | 2020
    Dr Zdravko Botev
    Botev ZI; L’Ecuyer P, 2020, 'Sampling conditionally on a rare event via generalized splitting', INFORMS Journal on Computing, vol. 32, pp. 986 - 995, http://dx.doi.org/10.1287/ijoc.2019.0936
    Journal articles | 2019
    Dr Zdravko Botev
    Botev Z; Salomone R; Mackinlay D, 2019, 'Fast and Accurate Computation of the Distribution of Sums of Dependent Log-Normals', Annals of Operations Research, http://dx.doi.org/10.1007/s10479-019-03161-x
    Journal articles | 2018
    Dr Zdravko Botev
    Ben Rached N; Botev Z; Kammoun A; Alouini M-S; Tempone R, 2018, 'On the Sum of Order Statistics and Applications to Wireless Communication Systems Performances', IEEE Transactions on Wireless Communications, vol. 17, pp. 7801 - 7813, http://dx.doi.org/10.1109/TWC.2018.2871201
    Journal articles | 2018
    Dr Zdravko Botev
    Parick L; Robert S; Botev Z, 2018, 'Monte Carlo estimation of the density of the sum of dependent random variables', Mathematics and Computers in Simulation, http://dx.doi.org/10.1016/j.matcom.2018.12.001
    Journal articles | 2016
    Dr Zdravko Botev
    Botev Z, 2016, 'The normal law under linear restrictions: simulation and estimation via minimax tilting', Journal of the Royal Statistical Society: Series B (Statistical Methodology), vol. 79, pp. 125 - 148, http://dx.doi.org/10.1111/rssb.12162
    Journal articles | 2016
    Dr Zdravko Botev
    Botev ZI; L'Ecuyer P; Simard R; Tuffin B, 2016, 'Static Network Reliability Estimation under the Marshall-Olkin Copula', ACM Transactions on Modeling and Computer Simulation, vol. 26, http://dx.doi.org/10.1145/2775106
    Journal articles | 2016
    Dr Zdravko Botev
    Botev Z; Ridder A; Rojas-Nandayapa L, 2016, 'Semiparametric Cross Entropy For Rare-Event Simulation', Journal of Applied Probability, vol. 53, pp. 633 - 649, http://dx.doi.org/10.1017/jpr.2016.31
    Journal articles | 2016
    Dr Zdravko Botev
    Vaisman R; Botev ZI; Ridder A, 2016, 'Sequential Monte Carlo for counting vertex covers in general graphs', Statistics and Computing, vol. 26, pp. 591 - 607, http://dx.doi.org/10.1007/s11222-015-9546-9
    Journal articles | 2015
    Dr Zdravko Botev
    Botev ZI; Lloyd CJ, 2015, 'Importance accelerated robbins-monro recursion with applications to parametric confidence limits', Electronic Journal of Statistics, vol. 9, pp. 2058 - 2075, http://dx.doi.org/10.1214/15-EJS1071
    Journal articles | 2014
    Dr Zdravko Botev
    Kroese DP; Brereton T; Taimre T; Botev ZI, 2014, 'Why the Monte Carlo method is so important today', Wiley Interdisciplinary Reviews: Computational Statistics, vol. 6, pp. 386 - 392, http://dx.doi.org/10.1002/wics.1314
    Journal articles | 2013
    Dr Zdravko Botev
    Botev Z; L''ecuyer P; Tuffin B, 2013, 'Markov chain importance sampling with applications to rare event probability estimation', Statistics and Computing, vol. 23, pp. 271 - 285, http://dx.doi.org/10.1007/s11222-011-9308-2
    Journal articles | 2013
    Dr Zdravko Botev
    Botev Z; Kroese DP; Rubinstein RY; L'Ecuyer P, 2013, 'The Cross-Entropy Method for Optimization', Handbook of Statistics, vol. 31, pp. 35 - 59, http://dx.doi.org/10.1016/B978-0-444-53859-8.00003-5
    Journal articles | 2013
    Dr Zdravko Botev
    Botev Z; L'ecuyer P; Rubino G; Simard R; Tuffin B, 2013, 'Static network reliability estimation via generalized splitting', INFORMS Journal on Computing, vol. 25, pp. 56 - 71, http://dx.doi.org/10.1287/ijoc.1110.0493
    Journal articles | 2012
    Dr Zdravko Botev
    Botev Z; Kroese D, 2012, 'Efficient Monte Carlo simulation via the generalized splitting method', Statistics and Computing, vol. 22, pp. 1 - 16, http://dx.doi.org/10.1007/s11222-010-9201-4
    Journal articles | 2011
    Dr Zdravko Botev
    Botev Z; Kroese D, 2011, 'The generalized cross entropy method, with applications to probability density estimation', Methodology and Computing in Applied Probability, vol. 13, pp. 1 - 27, http://dx.doi.org/10.1007/S11009-009-9133-7
    Journal articles | 2010
    Dr Zdravko Botev
    Botev ZI; Grotowski JF; Kroese DP, 2010, 'Kernel density estimation via diffusion', Annals of Statistics, vol. 38, pp. 2916 - 2957, http://dx.doi.org/10.1214/10-AOS799
    Journal articles | 2008
    Dr Zdravko Botev
    Botev Z; Kroese D, 2008, 'An efficient algorithm for rare-event probability estimation, combinatorial optimization and counting', Methodology and Computing in Applied Probability, vol. 10, pp. 471 - 505, http://dx.doi.org/10.1007/s11009-008-9073-7
    Journal articles | 2008
    Dr Zdravko Botev
    Botev Z; Kroese D, 2008, 'Non-asymptotic bandwidth selection for density estimation of discrete data', Methodology and Computing in Applied Probability, vol. 10, pp. 435 - 541, http://dx.doi.org/10.1007/s11009-007-9057-z
    Journal articles | 2007
    Dr Zdravko Botev
    Botev Z; Kroese D; Taimre T, 2007, 'Generalised cross-entropy methods with applications to rare-event simulation and optimization', Simulation - Transactions of the Society for Modeling and Simulation International, vol. 83, pp. 785 - 806, http://dx.doi.org/10.1177/0037549707087067
  • Conference Papers | 2019
    Dr Zdravko Botev
    Mackinlay D; Botev Z, 2019, 'Mosaic Style Transfer Using Sparse Autocorrelograms', in Proceedings of the 20th ISMIR Conference, Delft, Netherlands, November 4-8, 2019, Delft, The Netherlands, presented at 20th annual conference of the International Society for Music Information Retrieval (ISMIR), Delft, The Netherlands, 04 November 2019 - 08 November 2019, https://ismir2019.ewi.tudelft.nl/?q=node/1
    Conference Papers | 2018
    Dr Zdravko Botev
    Ben Rached N; Botev Z; Kammoun A; Alouini M-S; Tempone R, 2018, 'Importance Sampling Estimator of Outage Probability under Generalized Selection Combining Model', in ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings, Calgary, AB, Canada, Canada, pp. 3909 - 3913, presented at 2018 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), Calgary, AB, Canada, Canada, 15 April 2018 - 20 October 2018, http://dx.doi.org/10.1109/ICASSP.2018.8462177
    Conference Papers | 2018
    Dr Zdravko Botev
    Botev Z, 2018, 'EXACT POSTERIOR SIMULATION FROM THE LINEAR LASSO REGRESSION', in Proceedings - Winter Simulation Conference, Gothenburg, Sweden, pp. 1706 - 1717, presented at 2018 Winter Simulation Conference, Gothenburg, Sweden, 09 December 2018 - 12 December 2018, http://dx.doi.org/10.1109/WSC.2018.8632237
    Conference Papers | 2018
    Dr Zdravko Botev
    L'Ecuyer P; Botev Z; Kroese D, 2018, 'ON A GENERALIZED SPLITTING METHOD FOR SAMPLING FROM A CONDITIONAL DISTRIBUTION', in Proceedings - Winter Simulation Conference, Gothenburg, Sweden, Sweden, pp. 1694 - 1705, presented at 2018 Winter Simulation Conference, Gothenburg, Sweden, Sweden, 09 December 2018 - 12 December 2018, http://dx.doi.org/10.1109/WSC.2018.8632422
    Conference Papers | 2017
    Dr Zdravko Botev
    Botev Z; L'Ecuyer P, 2017, 'Accurate computation of the right tail of the sum of dependent log-normal variates', in Chan WKV; D’Ambrogio A; Zacharewicz G; Mustafee N; Wainer G; Page E (eds.), 2017 Winter Simulation Conference (WSC), IEEE, Las Vegas, NV, USA, pp. 1880 - 1890, presented at 2017 Winter Simulation Conference (WSC), Las Vegas, NV, USA, 03 December 2017 - 06 December 2017, http://dx.doi.org/10.1109/WSC.2017.8247924
    Conference Papers | 2017
    Dr Zdravko Botev
    Botev Z; Ecuyer PL, 2017, 'Simulation from the Normal Distribution Truncated to an Interval in the Tail', in Puliafito A; Trivedi KS; Tuffin B; Scarpa M; Machida F; Alonso J (eds.), 10th EAI International Conference on Performance Evaluation Methodologies and Tools., ACM, Taormina, Italy, pp. 23 - 29, presented at 10th EAI International Conference on Performance Evaluation Methodologies and Tools., Taormina, Italy, 25 October 2017 - 28 October 2017, http://dx.doi.org/10.4108/eai.25-10-2016.2266879
    Conference Papers | 2017
    Dr Zdravko Botev
    Botev Z; Mackinlay D; Chen Y-L, 2017, 'Logarithmically Efficient Estimation of the Tail of the Multivariate Normal Distribution', in Chan WKV; D’Ambrogio A; Zacharewicz G; Mustafee N; Wainer G; Page E (eds.), 2017 Winter Simulation Conference (WSC), IEEE, Las Vegas, NV, USA, pp. 1903 - 1913, presented at 2017 Winter Simulation Conference (WSC), Las Vegas, NV, USA, 03 December 2017 - 06 December 2017, http://dx.doi.org/10.1109/WSC.2017.8247926
    Conference Papers | 2016
    Dr Zdravko Botev
    Botev Z; L’Ecuyer P, 2016, 'Efficient probability estimation and simulation of the truncated multivariate student-t distribution', in Yilmaz L; Chan WKV; Moon I; Roeder TMK; Macal C; Rossetti MD (eds.), Proceedings of the 2015 Winter Simulation Conference, IEEE, Huntington Beach, California , USA, pp. 380 - 391, presented at Winter Simulation Conference, Huntington Beach, California , USA, 06 March 2016 - 09 March 2016, http://dx.doi.org/10.1109/WSC.2015.7408180
    Conference Papers | 2016
    Dr Zdravko Botev
    Botev Z; Ridder A, 2016, 'An M-estimator for rare-event probability estimation', in Proceedings of the 2016 Winter Simulation Conference, IEEE Press Piscataway, NJ, USA ©2016, Arlington, Virginia, USA, pp. 359 - 369, presented at 2016 Winter Simulation Conference, Arlington, Virginia, USA, 11 December 2016 - 11 December 2016, http://dx.doi.org/10.1109/WSC.2016.7822103
    Conference Papers | 2015
    Dr Zdravko Botev
    Botev Z; Mandjes M; Ridder A, 2015, 'Tail distribution of the maximum of correlated Gaussian random variables', in Yilmaz, L; Chan WKV; Moon I; Roeder TMK; Macal C; Rossetti, MD (eds.), Proceedings of the 2015 Winter Simulation Conference, IEEE, Huntington Beach, CA, pp. 633 - 642, presented at 2015 Winter Simulation Conference (WSC), Huntington Beach, CA, 06 December 2015 - 09 December 2015, http://dx.doi.org/10.1109/WSC.2015.7408202
    Conference Papers | 2014
    Dr Zdravko Botev
    Botev ZIB; Vaisman SV; Rubinstein RYR; L'Ecuyer PL, 2014, 'Reliability of Stochastic Flow Networks with Continuous Link Capacities', in Tolk A; Diallo SY; Ryzhov IO; Yilmaz L; Buckley S; Miller JA (eds.), Proceedings of the 2014 Winter Simulation Conference, IEEE, Savannah, Georgia, USA, pp. 543 - 552, presented at Winter Simulation Conference 2014, Savannah, Georgia, USA, 07 December 2014 - 10 December 2014, http://dx.doi.org/10.1109/WSC.2014.7019919
    Conference Papers | 2013
    Dr Zdravko Botev
    Botev Z; L’Ecuyer P; Tuffin B, 2013, 'Modeling and Estimating Small Unreliabilities for Static Networks with Dependent Components', in Caruge D; Calvin C; Diop CM; Malvagi F; Trama J-C (eds.), SNA + MC 2013 - Joint International Conference on Supercomputing in Nuclear Applications + Monte Carlo, SNA + MC2013 - Joint International Conference on Supecomputing in Nuclear Applications + Montel Carlo, Paris, France, pp. Article 03306, presented at SNA + MC2013 - Joint International Conference on Supecomputing in Nuclear Applications + Montel Carlo, Paris, France, 27 October 2013 - 31 October 2013, http://dx.doi.org/10.1051/snamc/201403306
    Conference Papers | 2012
    Dr Zdravko Botev
    Botev Z; L''ecuyer P; Tuffin B, 2012, 'Dependent failures in highly reliable static network', in Proceedings of the 2012 Winter Simulation Conference, Winter Simulation Conference, Berlin, Germany, pp. Artcile 39 (12pp), presented at 2012 Winter Simulation Conference, Berlin, Germany, 09 December 2012 - 12 December 2012, http://dx.doi.org/10.1109/WSC.2012.6465033
    Conference Papers | 2011
    Dr Zdravko Botev
    Botev Z; L'ecuyer P; Tuffin B, 2011, 'An importance sampling method based on a one-step look-ahead density from a Markov chain', in Proceedings of the 2011 Winter Simulation Conference, pp. 528 - 539, presented at Winter Simulation Conference, http://dx.doi.org/10.1109/WSC.2011.6147782
    Conference Papers | 2006
    Dr Zdravko Botev
    Botev Z; Kroese D; Taimre T, 2006, 'Generalized cross-entropy methods', in Proceedings of RESIM, RESIM, Bamberg, Germany, pp. 1 - 30, presented at RESIM, Bamberg, Germany, 01 January 2006
    Conference Papers | 2004
    Dr Zdravko Botev
    Botev Z; Kroese D, 2004, 'Global Likelihood optimization via cross-entropy method, with and application to mixture models', in Proceedings of the Winter Simulation Conference, Washington, DC, pp. 529 - 535, presented at Winter Simulation Conference, Washington, DC
    Conference Papers |
    Dr Zdravko Botev
    Botev Z; Kroese DP, 'Global Likelihood Optimization Via the Cross-Entropy Method, with an Application to Mixture Models', in Proceedings of the 2004 Winter Simulation Conference, 2004., IEEE, presented at 2004 Winter Simulation Conference, 2004., http://dx.doi.org/10.1109/wsc.2004.1371358

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