Dirk Kroese

Dirk Pieter Kroese (born 1963) is a Dutch-Australian mathematician and statistician, and Emeritus Professor at the University of Queensland. He is known for several significant contributions to applied probability, kernel density estimation, Monte Carlo methods and rare-event simulation. He is, with Reuven Rubinstein, a pioneer of the Cross-Entropy (CE) method.

Born in Wapenveld (municipality of Heerde), Dirk Kroese received his MSc (Netherlands Ingenieur (ir) degree) in 1986 and his Ph.D. (cum laude) in 1990, both from the Department of Applied Mathematics at the University of Twente. His dissertation was entitled Stochastic Models in Reliability. His PhD advisors were Joseph H. A. de Smit and Wilbert C. M. Kallenberg. Part of his PhD research was carried out at Princeton University under the guidance of Erhan Çınlar. He has held teaching and research positions at University of Texas at Austin (1986), Princeton University (1988–1989), the University of Twente (1991–1998), the University of Melbourne (1997), and the University of Adelaide (1998–2000). Since 2000 he has been working at the University of Queensland, where he became a full professor in 2010.

Kroese's work spans a wide range of topics in applied probability and mathematical statistics, including telecommunication networks, reliability engineering, point processes, kernel density estimation, Monte Carlo methods, rare-event simulation, cross-entropy methods, randomized optimization, and machine learning. He is a Chief Investigator of the Australian Research Council Centre of Excellence in Mathematical and Statistical Frontiers (ACEMS). He has over 140 peer-reviewed publications, including 10 books.