Christiane Lemieux

37 papers A 1B 1Misc 9Journal 23Unranked 2
YearRankTypeTitle / Venue / Authors
2024 Misc conf
An Improved Halton Sequence for Implementation in Quasi-Monte Carlo Methods.
WSC
Nathan Kirk, Christiane Lemieux
2024 J jnl
An improved Halton sequence for implementation in quasi-Monte Carlo methods.
CoRR
Nathan Kirk, Christiane Lemieux
2024 J jnl
Message-Passing Monte Carlo: Generating low-discrepancy point sets via Graph Neural Networks.
CoRR
T. Konstantin Rusch, Nathan Kirk, Michael M. Bronstein, Christiane Lemieux, Daniela Rus
2022 J jnl
Dependence properties of scrambled Halton sequences.
Math. Comput. Simul.
Gracia Y. Dong, Christiane Lemieux
2022 J jnl
Multivariate Normal Variance Mixtures in
J. Stat. Softw.
Erik Hintz, Marius Hofert, Christiane Lemieux
2021 J jnl
Normal variance mixtures: Distribution, density and parameter estimation.
Comput. Stat. Data Anal.
Erik Hintz, Marius Hofert, Christiane Lemieux
2021 J jnl
On the dependence structure and quality of scrambled (t, m, s)-nets.
Monte Carlo Methods Appl.
Jaspar Wiart, Christiane Lemieux, Gracia Y. Dong
2020 — conf
On the Distribution of Scrambled (0, m, s)-Nets Over Unanchored Boxes.
MCQMC
Christiane Lemieux, Jaspar Wiart
2019 J jnl
Implementation of irreducible Sobol sequences in prime power bases.
CoRR
Henri Faure, Christiane Lemieux
2019 J jnl
Implementation of irreducible Sobol' sequences in prime power bases.
Math. Comput. Simul.
Henri Faure, Christiane Lemieux
2018 J jnl
Negative Dependence, Scrambled Nets, and Variance Bounds.
Math. Oper. Res.
Christiane Lemieux
2017 J jnl
A review of discrepancy bounds for (t, s) and -sequences with numerical comparisons.
Math. Comput. Simul.
Henri Faure, Christiane Lemieux
2017 J jnl
Low-discrepancy sequences: Atanassov's methods revisited.
Math. Comput. Simul.
Henri Faure, Christiane Lemieux
2017 J jnl
Quasi-random numbers for copula models.
Stat. Comput.
Mathieu Cambou, Marius Hofert, Christiane Lemieux
2015 J jnl
Tractability using periodized generalized Faure sequences.
J. Complex.
Christiane Lemieux
2014 J jnl
A variant of Atanassov's method for (t, s)-sequences and (t, e, s)-sequences.
J. Complex.
Henri Faure, Christiane Lemieux
2013 J jnl
Lattice Particle Filters
CoRR
Dirk Ormoneit, Christiane Lemieux, David J. Fleet
2011 — conf
Real options for mobile communication management.
GLOBECOM Workshops
Rodolfo G. Esteves, Michael D. McCool, Christiane Lemieux
2010 J jnl
Improved Halton sequences and discrepancy bounds.
Monte Carlo Methods Appl.
Henri Faure, Christiane Lemieux
2009 J jnl
Generalized Halton sequences in 2008: A comparative study.
ACM Trans. Model. Comput. Simul.
Henri Faure, Christiane Lemieux
2008 Misc conf
Fast simulation of equity-linked life insurance contracts with a surrender option.
WSC
Carole Bernard, Christiane Lemieux
2007 J jnl
Acceleration of the Multiple-Try Metropolis algorithm using antithetic and stratified sampling.
Stat. Comput.
Radu V. Craiu, Christiane Lemieux
2007 J jnl
Searching for extensible Korobov rules.
J. Complex.
Hardeep S. Gill, Christiane Lemieux
2006 — ch.
Chapter 12 Quasi-Random Number Techniques.
Simulation
Christiane Lemieux
2006 J jnl
Exact sampling with highly uniform point sets.
Math. Comput. Model.
Christiane Lemieux, Paul Sidorsky
2005 Misc conf
A study of variance reduction techniques for American option pricing.
WSC
Christiane Lemieux, Jennie La
2004 J jnl
Combination of General Antithetic Transformations and Control Variables.
Math. Oper. Res.
Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux
2004 Misc conf
Randomized Quasi-Monte Carlo: A Tool for Improving the Efficiency of Simulations in Finance.
WSC
Christiane Lemieux
2003 J jnl
Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation.
SIAM J. Sci. Comput.
Christiane Lemieux, Pierre L'Ecuyer
2001 A conf
Lattice Particle Filters.
UAI
Dirk Ormoneit, Christiane Lemieux, David J. Fleet
2001 Misc conf
On the Use of Quasi-Monte Carlo Methods in Computational Finance.
International Conference on Computational Science (1)
Christiane Lemieux, Pierre L'Ecuyer
2000 J jnl
Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature.
SIAM J. Sci. Comput.
Fred J. Hickernell, Hee Sun Hong, Pierre L'Ecuyer, Christiane Lemieux
2000 Misc conf
Quasi-random numbers and their applications: using lattice rules for variance reduction in simulation.
WSC
Christiane Lemieux, Pierre L'Ecuyer
1999 Misc conf
Quasi-Monte Carlo via linear shift-register sequences.
WSC
Pierre L'Ecuyer, Christiane Lemieux
1999 Misc conf
Variance reduction of Monte Carlo and randomized quasi-Monte Carlo estimators for stochastic volatility models in finance.
WSC
Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux
1998 B conf
An Empirical Comparison of Diffusion Approximations and Simulation in ATM Networks.
MASCOTS
Christiane Lemieux, Pierre L'Ecuyer
1998 Misc conf
Efficiency Improvement by Lattice Rules for Pricing Asian Options.
WSC
Christiane Lemieux, Pierre L'Ecuyer