Pierre L'Ecuyer

202 papers A 2B 2C 3Misc 78Journal 101Unranked 7

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	Generalized likelihood ratio method for stochastic models with uniform random numbers as inputs. Eur. J. Oper. Res. Yijie Peng, Michael C. Fu, Jiaqiao Hu, Pierre L'Ecuyer, Bruno Tuffin
2024	Misc	`conf`	Pre-Scrambled Digital Nets for Randomized Quasi-Monte Carlo. WSC Pierre L'Ecuyer, Youssef Cherkanihassani, Mohamed El Amine Derkaoui
2023	Misc	`conf`	Confidence Intervals for Randomized Quasi-Monte Carlo Estimators. WSC Pierre L'Ecuyer, Marvin K. Nakayama, Art B. Owen, Bruno Tuffin
2022	Misc	`conf`	A Logistic Regression and Linear Programming Approach for Multi-Skill Staffing Optimization in Call Centers. WSC Thuy Anh Ta, Tien Mai, Fabian Bastin, Pierre L'Ecuyer
2022	J	`jnl`	Construction-Free Median Quasi-Monte Carlo Rules for Function Spaces with Unspecified Smoothness and General Weights. SIAM J. Sci. Comput. Takashi Goda, Pierre L'Ecuyer
2022	J	`jnl`	Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights. CoRR Takashi Goda, Pierre L'Ecuyer
2022	Misc	`conf`	Likelihood Ratio Density Estimation for Simulation Models. WSC Florian Puchhammer, Pierre L'Ecuyer
2022	J	`jnl`	Monte Carlo and Quasi-Monte Carlo Density Estimation via Conditioning. INFORMS J. Comput. Pierre L'Ecuyer, Florian Puchhammer, Amal Ben Abdellah
2022	A	`conf`	Policy Learning and Evaluation with Randomized Quasi-Monte Carlo. AISTATS Sébastien M. R. Arnold, Pierre L'Ecuyer, Liyu Chen, Yi-Fan Chen, Fei Sha
2022	J	`jnl`	Policy Learning and Evaluation with Randomized Quasi-Monte Carlo. CoRR Sébastien M. R. Arnold, Pierre L'Ecuyer, Liyu Chen, Yi-Fan Chen, Fei Sha
2021	J	`jnl`	A simulation-based decomposition approach for two-stage staffing optimization in call centers under arrival rate uncertainty. Eur. J. Oper. Res. Thuy Anh Ta, Wyean Chan, Fabian Bastin, Pierre L'Ecuyer
2021	J	`jnl`	Density Estimation by Randomized Quasi-Monte Carlo. SIAM/ASA J. Uncertain. Quantification Amal Ben Abdellah, Pierre L'Ecuyer, Art B. Owen, Florian Puchhammer
2021	—	`conf`	Learning-Based Prediction of Conditional Wait Time Distributions in Multiskill Call Centers. ICORES (Selected Papers) Mamadou Thiongane, Wyean Chan, Pierre L'Ecuyer
2021	Misc	`conf`	Multiple Streams with Recurrence-Based, Counter-Based, and Splittable Random Number Generators. WSC Pierre L'Ecuyer, Olivier Nadeau-Chamard, Yi-Fan Chen, Justin Lebar
2021	J	`jnl`	On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling. Math. Program. Thuy Anh Ta, Tien Mai, Fabian Bastin, Pierre L'Ecuyer
2021	Misc	`conf`	Variance Reduction for Generalized Likelihood Ratio Method in Quantile Sensitivity Estimation. WSC Yijie Peng, Michael C. Fu, Jiaqiao Hu, Pierre L'Ecuyer, Bruno Tuffin
2020	—	`conf`	A Tool for Custom Construction of QMC and RQMC Point Sets. MCQMC Pierre L'Ecuyer, Pierre Marion, Maxime Godin, Florian Puchhammer
2020	J	`jnl`	A Tool for Custom Construction of QMC and RQMC Point Sets. CoRR Pierre L'Ecuyer, Pierre Marion, Maxime Godin, Florian Puchhammer
2020	J	`jnl`	An algorithm to compute the t-value of a digital net and of its projections. J. Comput. Appl. Math. Pierre Marion, Maxime Godin, Pierre L'Ecuyer
2020	C	`conf`	Delay Predictors in Multi-skill Call Centers: An Empirical Comparison with Real Data. ICORES Mamadou Thiongane, Wyean Chan, Pierre L'Ecuyer
2020	—	`conf`	Density Estimation by Monte Carlo and Quasi-Monte Carlo. MCQMC Pierre L'Ecuyer, Florian Puchhammer
2020	Misc	`conf`	Quantile Estimation Via a Combination of Conditional Monte Carlo and Randomized Quasi-Monte Carlo. WSC Marvin K. Nakayama, Zachary T. Kaplan, Yajuan Li, Bruno Tuffin, Pierre L'Ecuyer
2020	J	`jnl`	Sampling Conditionally on a Rare Event via Generalized Splitting. INFORMS J. Comput. Zdravko I. Botev, Pierre L'Ecuyer
2020	J	`jnl`	Spectral Analysis of the MIXMAX Random Number Generators. INFORMS J. Comput. Pierre L'Ecuyer, Paul Wambergue, Erwan Bourceret
2019	J	`jnl`	An algorithm to compute the t-value of a digital net and of its projections. CoRR Pierre Marion, Maxime Godin, Pierre L'Ecuyer
2019	Misc	`conf`	Array-RQMC for Option Pricing Under Stochastic Volatility Models. WSC Amal Ben Abdellah, Pierre L'Ecuyer, Florian Puchhammer
2019	J	`jnl`	Editorial Introduction to the Special Issue on MCM 2017. Math. Comput. Simul. Pierre L'Ecuyer
2019	J	`jnl`	Quasi-Monte Carlo simulation of coagulation-fragmentation. Math. Comput. Simul. Christian Lécot, Pierre L'Ecuyer, Rami El Haddad, Ali Tarhini
2019	—	`ch.`	Simulation from the Tail of the Univariate and Multivariate Normal Distribution. Systems Modeling: Methodologies and Tools Zdravko I. Botev, Pierre L'Ecuyer
2018	Misc	`conf`	Exact posterior simulation from the linear Lasso Regression. WSC Zdravko I. Botev, Yi-Lung Chen, Pierre L'Ecuyer, Shev MacNamara, Dirk P. Kroese
2018	Misc	`conf`	Modeling bursts in the arrival Process to an Emergency Call Center. WSC Pierre L'Ecuyer, Klas Gustavsson, Leif Olsson
2018	J	`jnl`	Non-neutrality of search engines and its impact on innovation. Internet Technol. Lett. Pierre L'Ecuyer, Patrick Maillé, Nicolás E. Stier Moses, Bruno Tuffin
2018	Misc	`conf`	On a generalized splitting method for Sampling from a Conditional Distribution. WSC Pierre L'Ecuyer, Zdravko I. Botev, Dirk P. Kroese
2018	J	`jnl`	Sorting methods and convergence rates for Array-RQMC: Some empirical comparisons. Math. Comput. Simul. Pierre L'Ecuyer, David Munger, Christian Lécot, Bruno Tuffin
2017	Misc	`conf`	Accurate computation of the right tail of the sum of dependent log-normal variates. WSC Zdravko I. Botev, Pierre L'Ecuyer
2017	Misc	`conf`	History of uniform random number generation. WSC Pierre L'Ecuyer
2017	J	`jnl`	Random numbers for parallel computers: Requirements and methods, with emphasis on GPUs. Math. Comput. Simul. Pierre L'Ecuyer, David Munger, Boris N. Oreshkin, Richard J. Simard
2017	J	`jnl`	Revenue-Maximizing Rankings for Online Platforms with Quality-Sensitive Consumers. Oper. Res. Pierre L'Ecuyer, Patrick Maillé, Nicolás E. Stier Moses, Bruno Tuffin
2016	J	`jnl`	Algorithm 958: Lattice Builder: A General Software Tool for Constructing Rank-1 Lattice Rules. ACM Trans. Math. Softw. Pierre L'Ecuyer, David Munger
2016	J	`jnl`	Inter-dependent, heterogeneous, and time-varying service-time distributions in call centers. Eur. J. Oper. Res. Rouba Ibrahim, Pierre L'Ecuyer, Haipeng Shen, Mamadou Thiongane
2016	Misc	`conf`	New history-based delay predictors for service systems. WSC Mamadou Thiongane, Wyean Chan, Pierre L'Ecuyer
2016	J	`jnl`	Rate-Based Daily Arrival Process Models with Application to Call Centers. Oper. Res. Boris N. Oreshkin, Nazim Régnard, Pierre L'Ecuyer
2016	J	`jnl`	Search (Non-)Neutrality and Impact on Innovation: Short talk. SIGMETRICS Perform. Evaluation Rev. Pierre L'Ecuyer, Patrick Maillé, Nicolás E. Stier Moses, Bruno Tuffin
2016	—	`conf`	Simulation from the Normal Distribution Truncated to an Interval in the Tail. VALUETOOLS Zdravko I. Botev, Pierre L'Ecuyer
2016	J	`jnl`	Static Network Reliability Estimation under the Marshall-Olkin Copula. ACM Trans. Model. Comput. Simul. Zdravko I. Botev, Pierre L'Ecuyer, Richard J. Simard, Bruno Tuffin
2016	Misc	`conf`	Two-stage chance-constrained staffing with agent recourse for multi-skill call centers. WSC Wyean Chan, Thuy Anh Ta, Pierre L'Ecuyer, Fabian Bastin
2015	Misc	`conf`	Chance-constrained scheduling with recourse for multi-skill call centers with arrival-rate and absenteeism uncertainty. WSC Thuy Anh Ta, Wyean Chan, Pierre L'Ecuyer, Fabian Bastin
2015	Misc	`conf`	Efficient probability estimation and simulation of the truncated multivariate student-t distribution. WSC Zdravko I. Botev, Pierre L'Ecuyer
2015	Misc	`conf`	Imitation challenges: from uniform random variables to complex systems. WSC Pierre L'Ecuyer
2015	Misc	`conf`	Random number generation with multiple streams for sequential and parallel computing. WSC Pierre L'Ecuyer
2015	Misc	`conf`	Waiting time predictors for multi-skill call centers. WSC Mamadou Thiongane, Wyean Chan, Pierre L'Ecuyer
2014	J	`jnl`	An adaptive zero-variance importance sampling approximation for static network dependability evaluation. Comput. Oper. Res. Bruno Tuffin, Samira Saggadi, Pierre L'Ecuyer
2014	J	`jnl`	Dynamic Call Center Routing Policies Using Call Waiting and Agent Idle Times. Manuf. Serv. Oper. Manag. Wyean Chan, Ger Koole, Pierre L'Ecuyer
2014	J	`jnl`	Guest editors' introduction to special issue on the third INFORMS simulation society research workshop. ACM Trans. Model. Comput. Simul. Peter J. Haas, Shane G. Henderson, Pierre L'Ecuyer
2014	J	`jnl`	On the Lattice Structure of a Special Class of Multiple Recursive Random Number Generators. INFORMS J. Comput. Pierre L'Ecuyer, Richard J. Simard
2014	Misc	`conf`	Reliability of stochastic flow networks with continuous link capacities. WSC Zdravko I. Botev, Slava Vaisman, Reuven Y. Rubinstein, Pierre L'Ecuyer
2014	J	`jnl`	Retail store scheduling for profit. Eur. J. Oper. Res. Nicolas Chapados, Marc Joliveau, Pierre L'Ecuyer, Louis-Martin Rousseau
2014	A	`conf`	Scheduling Agents Using Forecast Call Arrivals at Hydro-Québec's Call Centers. CP Marie Pelleau, Louis-Martin Rousseau, Pierre L'Ecuyer, Walid Zegal, Louis Delorme
2013	J	`jnl`	Call-type dependence in multiskill call centers. Simul. Amel Jaoua, Pierre L'Ecuyer, Louis Delorme
2013	J	`jnl`	Forecasting Call Center Arrivals: Fixed-Effects, Mixed-Effects, and Bivariate Models. Manuf. Serv. Oper. Manag. Rouba Ibrahim, Pierre L'Ecuyer
2013	J	`jnl`	Markov chain importance sampling with applications to rare event probability estimation. Stat. Comput. Zdravko I. Botev, Pierre L'Ecuyer, Bruno Tuffin
2013	Misc	`conf`	Modeling and simulation grand challenges: An OR/MS perspective. WSC Simon J. E. Taylor, Stephen E. Chick, Charles M. Macal, Sally C. Brailsford, Pierre L'Ecuyer, Barry L. Nelson
2013	J	`jnl`	Static Network Reliability Estimation via Generalized Splitting. INFORMS J. Comput. Zdravko I. Botev, Pierre L'Ecuyer, Gerardo Rubino, Richard J. Simard, Bruno Tuffin
2013	B	`conf`	Towards Understanding the Behavior of Classes Using Probabilistic Models of Program Inputs. FASE Arbi Bouchoucha, Houari A. Sahraoui, Pierre L'Ecuyer
2012	J	`jnl`	A normal copula model for the arrival process in a call center. Int. Trans. Oper. Res. Nabil Channouf, Pierre L'Ecuyer
2012	Misc	`conf`	Constructing adapted lattice rules using problem-dependent criteria. WSC Pierre L'Ecuyer, David Munger
2012	Misc	`conf`	Dependent failures in highly reliable static networks. WSC Zdravko I. Botev, Pierre L'Ecuyer, Bruno Tuffin
2012	Misc	`conf`	On the modeling and forecasting of call center arrivals. WSC Rouba Ibrahim, Nazim Régnard, Pierre L'Ecuyer, Haipeng Shen
2012	J	`jnl`	Variance bounds and existence results for randomly shifted lattice rules. J. Comput. Appl. Math. Vasile Sinescu, Pierre L'Ecuyer
2011	Misc	`conf`	An importance sampling method based on a one-step look-ahead density from a Markov chain. WSC Zdravko I. Botev, Pierre L'Ecuyer, Bruno Tuffin
2011	J	`jnl`	Approximate Zero-Variance Importance Sampling for Static Network Reliability Estimation. IEEE Trans. Reliab. Pierre L'Ecuyer, Gerardo Rubino, Samira Saggadi, Bruno Tuffin
2011	J	`jnl`	Approximating zero-variance importance sampling in a reliability setting. Ann. Oper. Res. Pierre L'Ecuyer, Bruno Tuffin
2011	J	`jnl`	Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights. J. Complex. Vasile Sinescu, Pierre L'Ecuyer
2011	Misc	`conf`	Graph reductions to speed up importance sampling-based static reliability estimation. WSC Pierre L'Ecuyer, Samira Saggadi, Bruno Tuffin
2011	—	`ch.`	Non-uniform Random Variate Generations. International Encyclopedia of Statistical Science Pierre L'Ecuyer
2011	Misc	`conf`	RMSIM: a Java library for simulating revenue management systems. WSC Marco Bijvank, Pierre L'Ecuyer, Patrice Marcotte
2011	—	`ch.`	Uniform Random Number Generators. International Encyclopedia of Statistical Science Pierre L'Ecuyer
2010	Misc	`conf`	American option pricing with randomized quasi-Monte Carlo simulations. WSC Maxime Dion, Pierre L'Ecuyer
2010	J	`jnl`	Asymptotic robustness of estimators in rare-event simulation. ACM Trans. Model. Comput. Simul. Pierre L'Ecuyer, Jose H. Blanchet, Bruno Tuffin, Peter W. Glynn
2010	Misc	`conf`	Combination of conditional Monte Carlo and approximate zero-variance importance sampling for network reliability estimation. WSC Héctor Cancela, Pierre L'Ecuyer, Gerardo Rubino, Bruno Tuffin
2010	J	`jnl`	Coupling from the past with randomized quasi-Monte Carlo. Math. Comput. Simul. Pierre L'Ecuyer, C. Sanvido
2010	J	`jnl`	Optimizing daily agent scheduling in a multiskill call center. Eur. J. Oper. Res. Athanassios N. Avramidis, Wyean Chan, Michel Gendreau, Pierre L'Ecuyer, Ornella Pisacane
2010	J	`jnl`	Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space. Math. Comput. Simul. Rami El Haddad, Christian Lécot, Pierre L'Ecuyer, Nabil Nassif
2010	J	`jnl`	Resolution-stationary random number generators. Math. Comput. Simul. François Panneton, Pierre L'Ecuyer
2009	—	`conf`	A practical view of randomized quasi-Monte Carlo: invited presentation, extended abstract. VALUETOOLS Pierre L'Ecuyer
2009	J	`jnl`	Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence. INFORMS J. Comput. Athanassios N. Avramidis, Nabil Channouf, Pierre L'Ecuyer
2009	Misc	`conf`	Fitting a Normal Copula for a Multivariate Distribution with both Discrete and Continuous Marginals. WSC Nabil Channouf, Pierre L'Ecuyer
2009	—	`ch.`	Importance Sampling in Rare Event Simulation. Rare Event Simulation using Monte Carlo Methods Pierre L'Ecuyer, Michel Mandjes, Bruno Tuffin
2009	Misc	`conf`	On the Error Distribution for Randomly-shifted Lattice Rules. WSC Pierre L'Ecuyer, Bruno Tuffin
2009	J	`jnl`	Quasi-Monte Carlo methods with applications in finance. Finance Stochastics Pierre L'Ecuyer
2009	—	`ch.`	Splitting Techniques. Rare Event Simulation using Monte Carlo Methods Pierre L'Ecuyer, François LeGland, Pascal Lezaud, Bruno Tuffin
2008	C	`conf`	A Fast Jump Ahead Algorithm for Linear Recurrences in a Polynomial Space. SETA Hiroshi Haramoto, Makoto Matsumoto, Pierre L'Ecuyer
2008	J	`jnl`	A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains. Oper. Res. Pierre L'Ecuyer, Christian Lécot, Bruno Tuffin
2008	Misc	`conf`	Approximate zero-variance simulation. WSC Pierre L'Ecuyer, Bruno Tuffin
2008	C	`conf`	Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation. SETA Pierre L'Ecuyer
2008	J	`jnl`	Efficient Jump Ahead for 2-Linear Random Number Generators. INFORMS J. Comput. Hiroshi Haramoto, Makoto Matsumoto, Takuji Nishimura, François Panneton, Pierre L'Ecuyer
2008	J	`jnl`	Four Canadian Contributions to Stochastic Modeling. INFOR Inf. Syst. Oper. Res. Winfried K. Grassmann, Martin L. Puterman, Pierre L'Ecuyer, Armann Ingolfsson
2008	J	`jnl`	On the interaction between stratification and control variates, with illustrations in a call centre simulation. J. Simulation Pierre L'Ecuyer, Eric Buist
2008	Misc	`conf`	Simulation of a Lévy process by PCA sampling to reduce the effective dimension. WSC Pierre L'Ecuyer, Jean-Sebastien Parent-Chartier, Maxime Dion
2008	Misc	`conf`	Speeding up call center simulation and optimization by Markov chain uniformization. WSC Eric Buist, Wyean Chan, Pierre L'Ecuyer
2008	J	`jnl`	Staffing Multiskill Call Centers via Linear Programming and Simulation. Manag. Sci. Mehmet Tolga Çezik, Pierre L'Ecuyer
2007	Misc	`conf`	Efficient and portable 32-bit random variate generators (1986). WSC Pierre L'Ecuyer
2007	Misc	`conf`	Estimating the probability of a rare event over a finite time horizon. WSC Pieter-Tjerk de Boer, Pierre L'Ecuyer, Gerardo Rubino, Bruno Tuffin
2007	Misc	`conf`	Fortieth anniversary special panel: Landmark papers. WSC David Goldsman, James O. Henriksen, Pierre L'Ecuyer, Barry L. Nelson, David H. Withers, Nilay Tanik Argon
2007	Misc	`conf`	Fortieth anniversary special panel: Landmark papers. WSC David Goldsman, James O. Henriksen, Pierre L'Ecuyer, Barry L. Nelson, David H. Withers, Nilay Tanik Argon
2007	J	`jnl`	Markov chain models of a telephone call center with call blending. Comput. Oper. Res. Alexandre Deslauriers, Pierre L'Ecuyer, Juta Pichitlamken, Armann Ingolfsson, Athanassios N. Avramidis
2007	J	`jnl`	Rare events, splitting, and quasi-Monte Carlo. ACM Trans. Model. Comput. Simul. Pierre L'Ecuyer, Valérie Demers, Bruno Tuffin
2007	J	`jnl`	TestU01: A C library for empirical testing of random number generators. ACM Trans. Math. Softw. Pierre L'Ecuyer, Richard J. Simard
2006	—	`ch.`	Chapter 3 Uniform Random Number Generation. Simulation Pierre L'Ecuyer
2006	J	`jnl`	Efficient Monte Carlo and Quasi - Monte Carlo Option Pricing Under the Variance Gamma Model. Manag. Sci. Athanassios N. Avramidis, Pierre L'Ecuyer
2006	J	`jnl`	Improved long-period generators based on linear recurrences modulo 2. ACM Trans. Math. Softw. François Panneton, Pierre L'Ecuyer, Makoto Matsumoto
2006	J	`jnl`	Inverting the symmetrical beta distribution. ACM Trans. Math. Softw. Pierre L'Ecuyer, Richard J. Simard
2006	—	`conf`	Modeling and Optimization Problems in Contact Centers. QEST Pierre L'Ecuyer
2006	Misc	`conf`	Splitting for rare-event simulation. WSC Pierre L'Ecuyer, Valérie Demers, Bruno Tuffin
2006	—	`conf`	Splitting with weight windows to control the likelihood ratio in importance sampling. VALUETOOLS Pierre L'Ecuyer, Bruno Tuffin
2006	Misc	`conf`	Variance reduction in the simulation of call centers. WSC Pierre L'Ecuyer, Eric Buist
2005	Misc	`conf`	A java library for simulating contact centers. WSC Eric Buist, Pierre L'Ecuyer
2005	Misc	`conf`	Fast random number generators based on linear recurrences modulo 2: overview and comparison. WSC Pierre L'Ecuyer, François Panneton
2005	Misc	`conf`	Modeling and simulation of call centers. WSC Athanassios N. Avramidis, Pierre L'Ecuyer
2005	J	`jnl`	On the xorshift random number generators. ACM Trans. Model. Comput. Simul. François Panneton, Pierre L'Ecuyer
2005	Misc	`conf`	Simulation in java with SSJ. WSC Pierre L'Ecuyer, Eric Buist
2004	J	`jnl`	Combination of General Antithetic Transformations and Control Variables. Math. Oper. Res. Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux
2004	J	`jnl`	Modeling Daily Arrivals to a Telephone Call Center. Manag. Sci. Athanassios N. Avramidis, Alexandre Deslauriers, Pierre L'Ecuyer
2004	J	`jnl`	On the Deng-Lin random number generators and related methods. Stat. Comput. Pierre L'Ecuyer, Renée Touzin
2004	Misc	`conf`	Quasi-Monte Carlo Methods in Finance. WSC Pierre L'Ecuyer
2003	J	`jnl`	Combined generators with components from different families. Math. Comput. Simul. Pierre L'Ecuyer, Jacinthe Granger-Piché
2003	—	`ed.`	Computational Science and Its Applications - ICCSA 2003, International Conference, Montreal, Canada, May 18-21, 2003, Proceedings, Part I ICCSA (1) Vipin Kumar, Marina L. Gavrilova, Chih Jeng Kenneth Tan, Pierre L'Ecuyer
2003	—	`ed.`	Computational Science and Its Applications - ICCSA 2003, International Conference, Montreal, Canada, May 18-21, 2003, Proceedings, Part II ICCSA (2) Vipin Kumar, Marina L. Gavrilova, Chih Jeng Kenneth Tan, Pierre L'Ecuyer
2003	—	`ed.`	Computational Science and Its Applications - ICCSA 2003, International Conference, Montreal, Canada, May 18-21, 2003, Proceedings, Part III ICCSA (3) Vipin Kumar, Marina L. Gavrilova, Chih Jeng Kenneth Tan, Pierre L'Ecuyer
2003	Misc	`conf`	Customer relations management: call center operations: modelling and simulation of a telephone call center. WSC Juta Pichitlamken, Alexandre Deslauriers, Pierre L'Ecuyer, Athanassios N. Avramidis
2003	J	`jnl`	Guest introduction. ACM Trans. Model. Comput. Simul. Pierre L'Ecuyer
2003	Misc	`conf`	New simulation methodology for finance: efficient simulation of gamma and variance-gamma processes. WSC Athanassios N. Avramidis, Pierre L'Ecuyer, Pierre-Alexandre Tremblay
2003	Misc	`conf`	Quasi-monte carlo methods in practice: quasi-monte carlo methods for simulation. WSC Pierre L'Ecuyer
2003	J	`jnl`	Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation. SIAM J. Sci. Comput. Christiane Lemieux, Pierre L'Ecuyer
2002	J	`jnl`	A Dynamic Programming Procedure for Pricing American-Style Asian Options. Manag. Sci. Hatem Ben Ameur, Michèle Breton, Pierre L'Ecuyer
2002	J	`jnl`	An Object-Oriented Random-Number Package with Many Long Streams and Substreams. Oper. Res. Pierre L'Ecuyer, Richard J. Simard, E. Jack Chen, W. David Kelton
2002	Misc	`conf`	SSJ: SSJ: a framework for stochastic simulation in Java. WSC Pierre L'Ecuyer, Lakhdar Meliani, Jean G. Vaucher
2002	J	`jnl`	Sparse Serial Tests of Uniformity for Random Number Generators. SIAM J. Sci. Comput. Pierre L'Ecuyer, Richard J. Simard, Stefan Wegenkittl
2001	J	`jnl`	Estimating small cell-loss ratios in ATM switches via importance sampling. ACM Trans. Model. Comput. Simul. Pierre L'Ecuyer, Yanick Champoux
2001	Misc	`conf`	Lattice Rules and Randomized Quasi-Monte Carlo. International Conference on Computational Science (1) Pierre L'Ecuyer
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
2001	Misc	`conf`	Panel: academic perspectives: various ways academics teach simulation: are they all appropriate? WSC Tayfur Altiok, W. David Kelton, Pierre L'Ecuyer, Barry L. Nelson, Bruce W. Schmeiser, Thomas J. Schriber, Lee Schruben, James R. Wilson
2001	Misc	`conf`	Software for uniform random number generation: distinguishing the good and the bad. WSC Pierre L'Ecuyer
2000	Misc	`conf`	A new class of linear feedback shift register generators. WSC Pierre L'Ecuyer, François Panneton
2000	J	`jnl`	Close-Point Spatial Tests and Their Application to Random Number Generators. Oper. Res. Pierre L'Ecuyer, Jean-François Cordeau, Richard J. Simard
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`	Fast combined multiple recursive generators with multipliers of the form WSC Pierre L'Ecuyer, Renée Touzin
2000	J	`jnl`	Global Stochastic Optimization with Low-Dispersion Point Sets. Oper. Res. Sidney Yakowitz, Pierre L'Ecuyer, Felisa J. Vázquez-Abad
2000	J	`jnl`	Lattice computations for random numbers. Math. Comput. Raymond Couture, Pierre L'Ecuyer
2000	Misc	`conf`	Quasi-random numbers and their applications: using lattice rules for variance reduction in simulation. WSC Christiane Lemieux, Pierre L'Ecuyer
1999	J	`jnl`	Beware of linear congruential generators with multipliers of the form ACM Trans. Math. Softw. Pierre L'Ecuyer, Richard J. Simard
1999	J	`jnl`	Bootstrap confidence intervals for ratios of expectations. ACM Trans. Model. Comput. Simul. Denis Choquet, Pierre L'Ecuyer, Christian Léger
1999	J	`jnl`	Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators. Oper. Res. Pierre L'Ecuyer
1999	Misc	`conf`	Quasi-Monte Carlo via linear shift-register sequences. WSC Pierre L'Ecuyer, Christiane Lemieux
1999	Misc	`conf`	Strategic directions in simulation research (panel). WSC Ernest H. Page, David M. Nicol, Osman Balci, Richard Fujimoto, Paul A. Fishwick, Pierre L'Ecuyer, Roger Smith
1999	J	`jnl`	Tables of linear congruential generators of different sizes and good lattice structure. Math. Comput. Pierre L'Ecuyer
1999	J	`jnl`	Tables of maximally equidistributed combined LFSR generators. Math. Comput. Pierre L'Ecuyer
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	J	`jnl`	Budget-Dependent Convergence Rate of Stochastic Approximation. SIAM J. Optim. Pierre L'Ecuyer, Gang George Yin
1998	Misc	`conf`	Efficiency Improvement by Lattice Rules for Pricing Asian Options. WSC Christiane Lemieux, Pierre L'Ecuyer
1998	J	`jnl`	Guest Editors' Introduction to the Special Issue on Uniform Random Number Generation. ACM Trans. Model. Comput. Simul. Raymond Couture, Pierre L'Ecuyer
1998	Misc	`conf`	Uniform Random Number Generators. WSC Pierre L'Ecuyer
1997	J	`jnl`	An Implementation of the Lattice and Spectral Tests for Multiple Recursive Linear Random Number Generators. INFORMS J. Comput. Pierre L'Ecuyer, Raymond Couture
1997	J	`jnl`	Bad Lattice Structures for Vectors of Nonsuccessive Values Produced by Some Linear Recurrences. INFORMS J. Comput. Pierre L'Ecuyer
1997	J	`jnl`	Combining the Stochastic Counterpart and Stochastic Approximation Methods. Discret. Event Dyn. Syst. Jean-Pierre Dussault, Donald Labrecque, Pierre L'Ecuyer, Reuven Y. Rubinstein
1997	J	`jnl`	Distribution properties of multiply-with-c arry random number generators. Math. Comput. Raymond Couture, Pierre L'Ecuyer
1997	J	`jnl`	Functional Estimation with Respect to a Threshold Parameter via Dynamic Split-and-Merge. Discret. Event Dyn. Syst. Pierre L'Ecuyer, Felisa J. Vázquez-Abad
1997	Misc	`conf`	Uniform Random Number Generators: A Review. WSC Pierre L'Ecuyer
1996	J	`jnl`	Combined Multiple Recursive Random Number Generators. Oper. Res. Pierre L'Ecuyer
1996	J	`jnl`	Commentary - Simulation of Algorithms for Performance Analysis. INFORMS J. Comput. Pierre L'Ecuyer
1996	Misc	`conf`	Importance Sampling for Large ATM-Type Queueing Networks. WSC Pierre L'Ecuyer, Yanick Champoux
1996	J	`jnl`	Maximally equidistributed combined Tausworthe generators. Math. Comput. Pierre L'Ecuyer
1996	J	`jnl`	Orbits and lattices for linear random number generators with composite moduli. Math. Comput. Raymond Couture, Pierre L'Ecuyer
1995	Misc	`conf`	Linear Recurrences with Carry as Uniform Random Number Generators. WSC Raymond Couture, Pierre L'Ecuyer
1994	J	`jnl`	Convergence of stochastic approximation coupled with perturbation analysis in a class of manufacturing flow control models. Discret. Event Dyn. Syst. Alain Haurie, Pierre L'Ecuyer, Christian van Delft
1994	Misc	`conf`	Efficiency improvement and variance reduction. WSC Pierre L'Ecuyer
1994	J	`jnl`	Gradient estimation via perturbation analysis, by Paul Glasserman, Kluwer, Boston. MA, 1991, 221 pp. Networks Pierre L'Ecuyer
1994	J	`jnl`	On the Convergence Rates of IPA and FDC Derivative Estimators. Oper. Res. Pierre L'Ecuyer, Gaétan Perron
1994	Misc	`conf`	Recent advances in uniform random number generation. WSC Pierre L'Ecuyer
1994	J	`jnl`	Uniform random number generation. Ann. Oper. Res. Pierre L'Ecuyer
1993	J	`jnl`	A Search for Good Multiple Recursive Random Number Generators. ACM Trans. Model. Comput. Simul. Pierre L'Ecuyer, François Blouin, Raymond Couture
1993	J	`jnl`	On the Lattice Structure of the Add-With-Carry and Subtract-With-Borrow Random Number Generators. ACM Trans. Model. Comput. Simul. Shu Tezuka, Pierre L'Ecuyer, Raymond Couture
1993	Misc	`conf`	Two approaches for estimating the gradient in functional form. WSC Pierre L'Ecuyer
1992	Misc	`conf`	Analysis of Add-with-Carry and Subtract-with-Borrow Generators. WSC Shu Tezuka, Pierre L'Ecuyer
1992	J	`jnl`	Convergence rates for steady-state derivative estimators. Ann. Oper. Res. Pierre L'Ecuyer
1992	Misc	`conf`	Testing random number generators. WSC Pierre L'Ecuyer
1991	Misc	`conf`	An overview of derivative estimation. WSC Pierre L'Ecuyer
1991	Misc	`conf`	Comparing alternative methods for derivative estimation when IPA does not apply directly. WSC Felisa J. Vázquez-Abad, Pierre L'Ecuyer
1991	J	`jnl`	Efficient and Portable Combined Tausworthe Random Number Generators. ACM Trans. Model. Comput. Simul. Shu Tezuka, Pierre L'Ecuyer
1991	Misc	`conf`	Gradient estimation for ratios. WSC Peter W. Glynn, Pierre L'Ecuyer, Michel Adès
1991	J	`jnl`	Implementing a random number package with splitting facilities. ACM Trans. Math. Softw. Pierre L'Ecuyer, Serge Côté
1990	J	`jnl`	Random Numbers for Simulation. Commun. ACM Pierre L'Ecuyer
1989	Misc	`conf`	A tutorial on uniform variate generation. WSC Pierre L'Ecuyer
1989	Misc	`conf`	About polynomial-time "unpredictable" generators. WSC Pierre L'Ecuyer, René Proulx
1988	J	`jnl`	Computing Optimal Checkpointing Strategies for Rollback and Recovery Systems. IEEE Trans. Computers Pierre L'Ecuyer, Jacques Malenfant
1988	J	`jnl`	Discrete Event Dynamic Programming with Simultaneous Events. Math. Oper. Res. Pierre L'Ecuyer, Alain Haurie
1988	J	`jnl`	Efficient and Portable Combined Random Number Generators. Commun. ACM Pierre L'Ecuyer
1988	Misc	`conf`	Linear congruential generators of order K>1. WSC Pierre L'Ecuyer, François Blouin
1987	Misc	`conf`	A process-oriented simulation package based on Modula-2. WSC Pierre L'Ecuyer, Nataly Giroux
1987	J	`jnl`	Formal formatting rules for Pascal programs. J. Syst. Softw. Pierre L'Ecuyer
1986	Misc	`conf`	Efficient and portable 32-bit random variate generators. WSC Pierre L'Ecuyer