Overview
Zdravko I. Botev is a statistician (Professor, University of New South Wales, Sydney) specializing in Monte Carlo methods, rare-event simulation, kernel density estimation, and the cross-entropy method.
Key Contributions / Features
- Minimax tilting for truncated normals (Botev 2017): exact iid simulation and accurate probability estimation for the high-dimensional truncated multivariate normal via minimax exponential tilting (GHK Simulator).
- Work on rare-event probability estimation, the cross-entropy method, and diffusion-based kernel density estimation.
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