Zdravko Botev's webpage

School of Mathematics and Physics

	Zdravko Botev, Associate Lecturer in Mathematics and Statistics Contacts: School of Mathematics and Physics The University of Queensland, Brisbane 4072, Australia Room 623, Priestley Building #67 Email: botev AT maths.uq.edu.au Telephone international: +(61) (7) 33461426 Telephone interstate: (07) 33461426
Professional interests Monte Carlo methods in Reliability and Option pricing Kernel density estimation in one and many dimensions Monte Carlo estimation of Rare event probabilities Cross Entropy methods for combinatorial and continuous optimization Markov Chain Monte Carlo algorithms with stochastic search applications non-parametric importance sampling stochastic differential equations	Good Software for Probability Density Estimation Kernel Density Estimators for Matlab (save the code in an m-file under the names below) for one-dimensional data: kde.m for two-dimensional data: kde2d.m for n-dimensional data: ongoing project
Preprints, Papers and Presentations Botev, Z.I., Kroese, D.P. (2008). An Efficient Algorithm for Rare-event Probability Estimation, Combinatorial Optimization, and Counting. Methodology and Computing in Applied Probability 10 (4). Accepted for publication. (pdf) Botev, Z.I., Kroese, D.P. (2008). Discrete Kernel Density Estimation with a Medical Diagnosis Application. Methodology and Computing in Applied Probability. Bachelor of Science Honors Project This paper has been used to help write the kernel density estimation software. Botev, Z.I, Kroese, D.P., Taimre, T. (2008). Generalized Cross-Entropy Methods with Applications to Rare-Event simulation and Optimization. Simulation: Transactions of the Society for Modeling and Simulation. Concepts of Entropy and their Applications Botev, Z.I, Kroese, D.P., Taimre, T. (2006). Generalized Cross-Entropy Methods. Proceedings of RESIM06, 1-30. (pdf) Botev, Z., Kroese, D.P. (2004). Global Likelihood Optimization via the Cross-Entropy Method, with an Application to Mixture Models. Proceedings of the Winter Simulation Conference, Washington DC, pp 529--535. (pdf)
Teaching Teaching projects since my second year of undergraduate study. I have tutored 10 different courses and lectured a 3-rd year level and a 4-th year level course. Teaching feedback: 2009 teaching assignment : STAT2202. 2008 teaching assignment : MATH4091 Financial Calculus . I am regularly collecting teaching evaluation responses (TEVAL) from my fellow students. These are always a mix of positive and negative comments. Overall the responses have encouraged me to strive for better educative results. Financial Calculus - MATH4091 (starts with statistics before giving the student responses) Mechanical Engineering II - MECH3750 Optimization Theory - MATH3404 Complex Analysis - MATH3401 (starts with statistics before giving the student responses) Ordinary Differential Equations - MATH2010 Calculus & Linear Algebra I - MATH1051 (2004) Calculus & Linear Algebra II - MATH2000 Mathematical Analysis - MATH2400 Calculus & Linear Algebra I - MATH1051 (2002) Learning how to prepare pedagogical tools for students from senior academics with decades long experience--- Solutions Manual for Monte Carlo Methods by D. P. Kroese, T. Taimre, Z. I. Botev and R. Y. Rubinstein. [ Wiley \| Amazon \| Barnes and Noble ] The most frequent complaint of students is that the course material is boring. There is an analogy between boring maths and boring musical exercises. Everybody wants to start playing Beethoven sonatas straight away, but you can't play good music unless you put long boring hours of hard work --- practising fingering, chord progressions, notation reading etc etc. The same is true for maths. It takes a lot of hard work and boring exercises to get to a level where it becomes interesting and fascinating like a Beethoven sonata.