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ORCIDPierre L'Ecuyer
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- affiliation: Université de Montréal, Canada
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2020 – today
- 2025
[j97]Yijie Peng
, Michael C. Fu, Jiaqiao Hu, Pierre L'Ecuyer, Bruno Tuffin:
Generalized likelihood ratio method for stochastic models with uniform random numbers as inputs. Eur. J. Oper. Res. 321(2): 493-502 (2025)- 2023
- [c91]Pierre L'Ecuyer, Marvin K. Nakayama, Art B. Owen, Bruno Tuffin:
Confidence Intervals for Randomized Quasi-Monte Carlo Estimators. WSC 2023: 445-456 - 2022
- [j96]Pierre L'Ecuyer, Florian Puchhammer, Amal Ben Abdellah:
Monte Carlo and Quasi-Monte Carlo Density Estimation via Conditioning. INFORMS J. Comput. 34(3): 1729-1748 (2022) - [j95]Takashi Goda, Pierre L'Ecuyer:
Construction-Free Median Quasi-Monte Carlo Rules for Function Spaces with Unspecified Smoothness and General Weights. SIAM J. Sci. Comput. 44(4): 2765- (2022) - [c90]Sébastien M. R. Arnold, Pierre L'Ecuyer, Liyu Chen, Yi-Fan Chen, Fei Sha:
Policy Learning and Evaluation with Randomized Quasi-Monte Carlo. AISTATS 2022: 1041-1061 - [c89]Florian Puchhammer, Pierre L'Ecuyer:
Likelihood Ratio Density Estimation for Simulation Models. WSC 2022: 109-120 - [c88]Thuy Anh Ta, Tien Mai, Fabian Bastin, Pierre L'Ecuyer:
A Logistic Regression and Linear Programming Approach for Multi-Skill Staffing Optimization in Call Centers. WSC 2022: 3087-3098 - [i4]Takashi Goda, Pierre L'Ecuyer:
Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights. CoRR abs/2201.09413 (2022) - [i3]Sébastien M. R. Arnold, Pierre L'Ecuyer, Liyu Chen, Yi-Fan Chen, Fei Sha:
Policy Learning and Evaluation with Randomized Quasi-Monte Carlo. CoRR abs/2202.07808 (2022) - 2021
- [j94]Thuy Anh Ta, Wyean Chan, Fabian Bastin, Pierre L'Ecuyer:
A simulation-based decomposition approach for two-stage staffing optimization in call centers under arrival rate uncertainty. Eur. J. Oper. Res. 293(3): 966-979 (2021) - [j93]Amal Ben Abdellah, Pierre L'Ecuyer, Art B. Owen, Florian Puchhammer:
Density Estimation by Randomized Quasi-Monte Carlo. SIAM/ASA J. Uncertain. Quantification 9(1): 280-301 (2021) - [j92]Thuy Anh Ta, Tien Mai, Fabian Bastin, Pierre L'Ecuyer:
On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling. Math. Program. 190(1): 1-37 (2021) - [c87]Mamadou Thiongane, Wyean Chan, Pierre L'Ecuyer:
Learning-Based Prediction of Conditional Wait Time Distributions in Multiskill Call Centers. ICORES (Selected Papers) 2021: 83-106 - [c86]Pierre L'Ecuyer, Olivier Nadeau-Chamard, Yi-Fan Chen, Justin Lebar:
Multiple Streams with Recurrence-Based, Counter-Based, and Splittable Random Number Generators. WSC 2021: 1-16 - [c85]Yijie Peng, Michael C. Fu, Jiaqiao Hu, Pierre L'Ecuyer, Bruno Tuffin:
Variance Reduction for Generalized Likelihood Ratio Method in Quantile Sensitivity Estimation. WSC 2021: 1-12 - 2020
- [j91]Pierre L'Ecuyer, Paul Wambergue, Erwan Bourceret:
Spectral Analysis of the MIXMAX Random Number Generators. INFORMS J. Comput. 32(1): 135-144 (2020) - [j90]Zdravko I. Botev, Pierre L'Ecuyer:
Sampling Conditionally on a Rare Event via Generalized Splitting. INFORMS J. Comput. 32(4): 986-995 (2020) - [j89]Pierre Marion, Maxime Godin, Pierre L'Ecuyer:
An algorithm to compute the t-value of a digital net and of its projections. J. Comput. Appl. Math. 371: 112669 (2020) - [c84]Mamadou Thiongane, Wyean Chan, Pierre L'Ecuyer:
Delay Predictors in Multi-skill Call Centers: An Empirical Comparison with Real Data. ICORES 2020: 100-108 - [c83]Pierre L'Ecuyer, Florian Puchhammer:
Density Estimation by Monte Carlo and Quasi-Monte Carlo. MCQMC 2020: 3-21 - [c82]Pierre L'Ecuyer, Pierre Marion, Maxime Godin, Florian Puchhammer:
A Tool for Custom Construction of QMC and RQMC Point Sets. MCQMC 2020: 51-70 - [c81]Marvin K. Nakayama, Zachary T. Kaplan, Yajuan Li, Bruno Tuffin, Pierre L'Ecuyer:
Quantile Estimation Via a Combination of Conditional Monte Carlo and Randomized Quasi-Monte Carlo. WSC 2020: 301-312 - [i2]Pierre L'Ecuyer, Pierre Marion, Maxime Godin, Florian Puchhammer:
A Tool for Custom Construction of QMC and RQMC Point Sets. CoRR abs/2012.10263 (2020)
2010 – 2019
- 2019
- [j88]Pierre L'Ecuyer:
Editorial Introduction to the Special Issue on MCM 2017. Math. Comput. Simul. 161: 1 (2019) - [j87]Christian Lécot, Pierre L'Ecuyer, Rami El Haddad, Ali Tarhini:
Quasi-Monte Carlo simulation of coagulation-fragmentation. Math. Comput. Simul. 161: 113-124 (2019) - [c80]Amal Ben Abdellah, Pierre L'Ecuyer, Florian Puchhammer:
Array-RQMC for Option Pricing Under Stochastic Volatility Models. WSC 2019: 440-451 - [p4]Zdravko I. Botev, Pierre L'Ecuyer:
Simulation from the Tail of the Univariate and Multivariate Normal Distribution. Systems Modeling: Methodologies and Tools 2019: 115-132 - [i1]Pierre Marion, Maxime Godin, Pierre L'Ecuyer:
An algorithm to compute the t-value of a digital net and of its projections. CoRR abs/1910.02277 (2019) - 2018
- [j86]Pierre L'Ecuyer, Patrick Maillé, Nicolás E. Stier Moses, Bruno Tuffin:
Non-neutrality of search engines and its impact on innovation. Internet Technol. Lett. 1(1) (2018) - [j85]Pierre L'Ecuyer, David Munger, Christian Lécot, Bruno Tuffin:
Sorting methods and convergence rates for Array-RQMC: Some empirical comparisons. Math. Comput. Simul. 143: 191-201 (2018) - [c79]Pierre L'Ecuyer, Klas Gustavsson, Leif Olsson:
Modeling bursts in the arrival Process to an Emergency Call Center. WSC 2018: 525-536 - [c78]Pierre L'Ecuyer, Zdravko I. Botev, Dirk P. Kroese:
On a generalized splitting method for Sampling from a Conditional Distribution. WSC 2018: 1694-1705 - [c77]Zdravko I. Botev, Yi-Lung Chen, Pierre L'Ecuyer, Shev MacNamara, Dirk P. Kroese:
Exact posterior simulation from the linear Lasso Regression. WSC 2018: 1706-1717 - 2017
- [j84]Pierre L'Ecuyer, Patrick Maillé, Nicolás E. Stier Moses, Bruno Tuffin:
Revenue-Maximizing Rankings for Online Platforms with Quality-Sensitive Consumers. Oper. Res. 65(2): 408-423 (2017) - [j83]Pierre L'Ecuyer, David Munger, Boris N. Oreshkin, Richard J. Simard:
Random numbers for parallel computers: Requirements and methods, with emphasis on GPUs. Math. Comput. Simul. 135: 3-17 (2017) - [c76]Pierre L'Ecuyer:
History of uniform random number generation. WSC 2017: 202-230 - [c75]Zdravko I. Botev, Pierre L'Ecuyer:
Accurate computation of the right tail of the sum of dependent log-normal variates. WSC 2017: 1880-1890 - 2016
- [j82]Rouba Ibrahim, Pierre L'Ecuyer, Haipeng Shen, Mamadou Thiongane:
Inter-dependent, heterogeneous, and time-varying service-time distributions in call centers. Eur. J. Oper. Res. 250(2): 480-492 (2016) - [j81]Boris N. Oreshkin, Nazim Régnard, Pierre L'Ecuyer:
Rate-Based Daily Arrival Process Models with Application to Call Centers. Oper. Res. 64(2): 510-527 (2016) - [j80]Pierre L'Ecuyer, Patrick Maillé, Nicolás E. Stier Moses, Bruno Tuffin:
Search (Non-)Neutrality and Impact on Innovation: Short talk. SIGMETRICS Perform. Evaluation Rev. 44(3): 31 (2016) - [j79]Zdravko I. Botev, Pierre L'Ecuyer, Richard J. Simard, Bruno Tuffin:
Static Network Reliability Estimation under the Marshall-Olkin Copula. ACM Trans. Model. Comput. Simul. 26(2): 14:1-14:28 (2016) - [j78]Pierre L'Ecuyer, David Munger:
Algorithm 958: Lattice Builder: A General Software Tool for Constructing Rank-1 Lattice Rules. ACM Trans. Math. Softw. 42(2): 15:1-15:30 (2016) - [c74]Zdravko I. Botev, Pierre L'Ecuyer:
Simulation from the Normal Distribution Truncated to an Interval in the Tail. VALUETOOLS 2016 - [c73]Mamadou Thiongane, Wyean Chan, Pierre L'Ecuyer:
New history-based delay predictors for service systems. WSC 2016: 425-436 - [c72]Wyean Chan, Thuy Anh Ta, Pierre L'Ecuyer, Fabian Bastin:
Two-stage chance-constrained staffing with agent recourse for multi-skill call centers. WSC 2016: 3189-3200 - 2015
- [c71]Pierre L'Ecuyer:
Random number generation with multiple streams for sequential and parallel computing. WSC 2015: 31-44 - [c70]Zdravko I. Botev, Pierre L'Ecuyer:
Efficient probability estimation and simulation of the truncated multivariate student-t distribution. WSC 2015: 380-391 - [c69]Pierre L'Ecuyer:
Imitation challenges: from uniform random variables to complex systems. WSC 2015: 1867 - [c68]Mamadou Thiongane, Wyean Chan, Pierre L'Ecuyer:
Waiting time predictors for multi-skill call centers. WSC 2015: 3073-3084 - [c67]Thuy Anh Ta, Wyean Chan, Pierre L'Ecuyer, Fabian Bastin:
Chance-constrained scheduling with recourse for multi-skill call centers with arrival-rate and absenteeism uncertainty. WSC 2015: 3156-3157 - 2014
- [j77]Bruno Tuffin, Samira Saggadi, Pierre L'Ecuyer:
An adaptive zero-variance importance sampling approximation for static network dependability evaluation. Comput. Oper. Res. 45: 51-59 (2014) - [j76]Nicolas Chapados, Marc Joliveau, Pierre L'Ecuyer, Louis-Martin Rousseau:
Retail store scheduling for profit. Eur. J. Oper. Res. 239(3): 609-624 (2014) - [j75]Pierre L'Ecuyer, Richard J. Simard:
On the Lattice Structure of a Special Class of Multiple Recursive Random Number Generators. INFORMS J. Comput. 26(3): 449-460 (2014) - [j74]Wyean Chan, Ger Koole, Pierre L'Ecuyer:
Dynamic Call Center Routing Policies Using Call Waiting and Agent Idle Times. Manuf. Serv. Oper. Manag. 16(4): 544-560 (2014) - [j73]Peter J. Haas, Shane G. Henderson, Pierre L'Ecuyer:
Guest editors' introduction to special issue on the third INFORMS simulation society research workshop. ACM Trans. Model. Comput. Simul. 24(1): 1:1-1:3 (2014) - [c66]Marie Pelleau, Louis-Martin Rousseau, Pierre L'Ecuyer, Walid Zegal, Louis Delorme:
Scheduling Agents Using Forecast Call Arrivals at Hydro-Québec's Call Centers. CP 2014: 862-869 - [c65]Zdravko I. Botev, Slava Vaisman, Reuven Y. Rubinstein, Pierre L'Ecuyer:
Reliability of stochastic flow networks with continuous link capacities. WSC 2014: 543-552 - 2013
- [j72]Zdravko I. Botev, Pierre L'Ecuyer, Gerardo Rubino, Richard J. Simard, Bruno Tuffin:
Static Network Reliability Estimation via Generalized Splitting. INFORMS J. Comput. 25(1): 56-71 (2013) - [j71]Rouba Ibrahim, Pierre L'Ecuyer:
Forecasting Call Center Arrivals: Fixed-Effects, Mixed-Effects, and Bivariate Models. Manuf. Serv. Oper. Manag. 15(1): 72-85 (2013) - [j70]Zdravko I. Botev, Pierre L'Ecuyer, Bruno Tuffin:
Markov chain importance sampling with applications to rare event probability estimation. Stat. Comput. 23(2): 271-285 (2013) - [j69]Amel Jaoua, Pierre L'Ecuyer, Louis Delorme:
Call-type dependence in multiskill call centers. Simul. 89(6): 722-734 (2013) - [c64]Arbi Bouchoucha, Houari A. Sahraoui, Pierre L'Ecuyer:
Towards Understanding the Behavior of Classes Using Probabilistic Models of Program Inputs. FASE 2013: 99-113 - [c63]Simon J. E. Taylor, Stephen E. Chick, Charles M. Macal, Sally C. Brailsford, Pierre L'Ecuyer, Barry L. Nelson:
Modeling and simulation grand challenges: An OR/MS perspective. WSC 2013: 1269-1282 - 2012
- [j68]Nabil Channouf, Pierre L'Ecuyer:
A normal copula model for the arrival process in a call center. Int. Trans. Oper. Res. 19(6): 771-787 (2012) - [j67]Vasile Sinescu, Pierre L'Ecuyer:
Variance bounds and existence results for randomly shifted lattice rules. J. Comput. Appl. Math. 236(13): 3296-3307 (2012) - [c62]Rouba Ibrahim, Nazim Régnard, Pierre L'Ecuyer, Haipeng Shen:
On the modeling and forecasting of call center arrivals. WSC 2012: 23:1-23:12 - [c61]Pierre L'Ecuyer, David Munger:
Constructing adapted lattice rules using problem-dependent criteria. WSC 2012: 34:1-34:12 - [c60]Zdravko I. Botev, Pierre L'Ecuyer, Bruno Tuffin:
Dependent failures in highly reliable static networks. WSC 2012: 39:1-39:12 - 2011
- [j66]Pierre L'Ecuyer, Bruno Tuffin:
Approximating zero-variance importance sampling in a reliability setting. Ann. Oper. Res. 189(1): 277-297 (2011) - [j65]Vasile Sinescu, Pierre L'Ecuyer:
Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights. J. Complex. 27(5): 449-465 (2011) - [j64]Pierre L'Ecuyer, Gerardo Rubino, Samira Saggadi, Bruno Tuffin:
Approximate Zero-Variance Importance Sampling for Static Network Reliability Estimation. IEEE Trans. Reliab. 60(3): 590-604 (2011) - [c59]Pierre L'Ecuyer, Samira Saggadi, Bruno Tuffin:
Graph reductions to speed up importance sampling-based static reliability estimation. WSC 2011: 429-438 - [c58]Zdravko I. Botev, Pierre L'Ecuyer, Bruno Tuffin:
An importance sampling method based on a one-step look-ahead density from a Markov chain. WSC 2011: 528-539 - [c57]Marco Bijvank, Pierre L'Ecuyer, Patrice Marcotte:
RMSIM: a Java library for simulating revenue management systems. WSC 2011: 2703-2714 - [r2]Pierre L'Ecuyer:
Non-uniform Random Variate Generations. International Encyclopedia of Statistical Science 2011: 991-995 - [r1]Pierre L'Ecuyer:
Uniform Random Number Generators. International Encyclopedia of Statistical Science 2011: 1625-1630 - 2010
- [j63]Athanassios N. Avramidis, Wyean Chan, Michel Gendreau, Pierre L'Ecuyer, Ornella Pisacane:
Optimizing daily agent scheduling in a multiskill call center. Eur. J. Oper. Res. 200(3): 822-832 (2010) - [j62]François Panneton, Pierre L'Ecuyer:
Resolution-stationary random number generators. Math. Comput. Simul. 80(6): 1096-1103 (2010) - [j61]Pierre L'Ecuyer, C. Sanvido:
Coupling from the past with randomized quasi-Monte Carlo. Math. Comput. Simul. 81(3): 476-489 (2010) - [j60]Rami El Haddad, Christian Lécot, Pierre L'Ecuyer, Nabil Nassif:
Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space. Math. Comput. Simul. 81(3): 560-567 (2010) - [j59]Pierre L'Ecuyer, Jose H. Blanchet, Bruno Tuffin, Peter W. Glynn:
Asymptotic robustness of estimators in rare-event simulation. ACM Trans. Model. Comput. Simul. 20(1): 6:1-6:41 (2010) - [c56]Héctor Cancela, Pierre L'Ecuyer, Gerardo Rubino, Bruno Tuffin:
Combination of conditional Monte Carlo and approximate zero-variance importance sampling for network reliability estimation. WSC 2010: 1263-1274 - [c55]Maxime Dion, Pierre L'Ecuyer:
American option pricing with randomized quasi-Monte Carlo simulations. WSC 2010: 2705-2720
2000 – 2009
- 2009
- [j58]Pierre L'Ecuyer:
Quasi-Monte Carlo methods with applications in finance. Finance Stochastics 13(3): 307-349 (2009) - [j57]Athanassios N. Avramidis, Nabil Channouf, Pierre L'Ecuyer:
Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence. INFORMS J. Comput. 21(1): 88-106 (2009) - [c54]Pierre L'Ecuyer:
A practical view of randomized quasi-Monte Carlo: invited presentation, extended abstract. VALUETOOLS 2009: 46 - [c53]Nabil Channouf, Pierre L'Ecuyer:
Fitting a Normal Copula for a Multivariate Distribution with both Discrete and Continuous Marginals. WSC 2009: 352-358 - [c52]Pierre L'Ecuyer, Bruno Tuffin:
On the Error Distribution for Randomly-shifted Lattice Rules. WSC 2009: 392-402 - [p3]Pierre L'Ecuyer, Michel Mandjes, Bruno Tuffin:
Importance Sampling in Rare Event Simulation. Rare Event Simulation using Monte Carlo Methods 2009: 17-38 - [p2]Pierre L'Ecuyer, François LeGland, Pascal Lezaud, Bruno Tuffin:
Splitting Techniques. Rare Event Simulation using Monte Carlo Methods 2009: 39-61 - 2008
- [j56]Winfried K. Grassmann, Martin L. Puterman, Pierre L'Ecuyer, Armann Ingolfsson:
Four Canadian Contributions to Stochastic Modeling. INFOR Inf. Syst. Oper. Res. 46(1): 3-14 (2008) - [j55]Hiroshi Haramoto, Makoto Matsumoto, Takuji Nishimura, François Panneton, Pierre L'Ecuyer:
Efficient Jump Ahead for 2-Linear Random Number Generators. INFORMS J. Comput. 20(3): 385-390 (2008) - [j54]Pierre L'Ecuyer, Christian Lécot, Bruno Tuffin:
A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains. Oper. Res. 56(4): 958-975 (2008) - [j53]Pierre L'Ecuyer, Eric Buist:
On the interaction between stratification and control variates, with illustrations in a call centre simulation. J. Simulation 2(1): 29-40 (2008) - [j52]Mehmet Tolga Çezik, Pierre L'Ecuyer:
Staffing Multiskill Call Centers via Linear Programming and Simulation. Manag. Sci. 54(2): 310-323 (2008) - [c51]Pierre L'Ecuyer:
Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation. SETA 2008: 1-17 - [c50]Hiroshi Haramoto, Makoto Matsumoto, Pierre L'Ecuyer:
A Fast Jump Ahead Algorithm for Linear Recurrences in a Polynomial Space. SETA 2008: 290-298 - [c49]Pierre L'Ecuyer, Bruno Tuffin:
Approximate zero-variance simulation. WSC 2008: 170-181 - [c48]Pierre L'Ecuyer, Jean-Sebastien Parent-Chartier, Maxime Dion:
Simulation of a Lévy process by PCA sampling to reduce the effective dimension. WSC 2008: 436-443 - [c47]Eric Buist, Wyean Chan, Pierre L'Ecuyer:
Speeding up call center simulation and optimization by Markov chain uniformization. WSC 2008: 1652-1660 - 2007
- [j51]Alexandre Deslauriers, Pierre L'Ecuyer, Juta Pichitlamken, Armann Ingolfsson, Athanassios N. Avramidis:
Markov chain models of a telephone call center with call blending. Comput. Oper. Res. 34(6): 1616-1645 (2007) - [j50]Pierre L'Ecuyer, Valérie Demers, Bruno Tuffin:
Rare events, splitting, and quasi-Monte Carlo. ACM Trans. Model. Comput. Simul. 17(2): 9 (2007) - [j49]Pierre L'Ecuyer, Richard J. Simard:
TestU01: A C library for empirical testing of random number generators. ACM Trans. Math. Softw. 33(4): 22:1-22:40 (2007) - [c46]David Goldsman, James O. Henriksen, Pierre L'Ecuyer, Barry L. Nelson, David H. Withers, Nilay Tanik Argon:
Fortieth anniversary special panel: Landmark papers. WSC 2007: 2-13 - [c45]Pierre L'Ecuyer:
Efficient and portable 32-bit random variate generators (1986). WSC 2007: 5 - [c44]David Goldsman, James O. Henriksen, Pierre L'Ecuyer, Barry L. Nelson, David H. Withers, Nilay Tanik Argon:
Fortieth anniversary special panel: Landmark papers. WSC 2007: 14-25 - [c43]Pieter-Tjerk de Boer, Pierre L'Ecuyer, Gerardo Rubino, Bruno Tuffin:
Estimating the probability of a rare event over a finite time horizon. WSC 2007: 403-411 - 2006
- [j48]Athanassios N. Avramidis, Pierre L'Ecuyer:
Efficient Monte Carlo and Quasi - Monte Carlo Option Pricing Under the Variance Gamma Model. Manag. Sci. 52(12): 1930-1944 (2006) - [j47]François Panneton, Pierre L'Ecuyer, Makoto Matsumoto:
Improved long-period generators based on linear recurrences modulo 2. ACM Trans. Math. Softw. 32(1): 1-16 (2006) - [j46]Pierre L'Ecuyer, Richard J. Simard:
Inverting the symmetrical beta distribution. ACM Trans. Math. Softw. 32(4): 509-520 (2006) - [c42]Pierre L'Ecuyer:
Modeling and Optimization Problems in Contact Centers. QEST 2006: 145-156 - [c41]Pierre L'Ecuyer, Bruno Tuffin:
Splitting with weight windows to control the likelihood ratio in importance sampling. VALUETOOLS 2006: 21 - [c40]Pierre L'Ecuyer, Valérie Demers, Bruno Tuffin:
Splitting for rare-event simulation. WSC 2006: 137-148 - [c39]Pierre L'Ecuyer, Eric Buist:
Variance reduction in the simulation of call centers. WSC 2006: 604-613 - [p1]Pierre L'Ecuyer:
Chapter 3 Uniform Random Number Generation. Simulation 2006: 55-81 - 2005
- [j45]François Panneton, Pierre L'Ecuyer:
On the xorshift random number generators. ACM Trans. Model. Comput. Simul. 15(4): 346-361 (2005) - [c38]Pierre L'Ecuyer, François Panneton:
Fast random number generators based on linear recurrences modulo 2: overview and comparison. WSC 2005: 110-119 - [c37]Athanassios N. Avramidis, Pierre L'Ecuyer:
Modeling and simulation of call centers. WSC 2005: 144-152 - [c36]Eric Buist, Pierre L'Ecuyer:
A java library for simulating contact centers. WSC 2005: 556-565 - [c35]Pierre L'Ecuyer, Eric Buist:
Simulation in java with SSJ. WSC 2005: 611-620 - 2004
- [j44]Athanassios N. Avramidis, Alexandre Deslauriers, Pierre L'Ecuyer:
Modeling Daily Arrivals to a Telephone Call Center. Manag. Sci. 50(7): 896-908 (2004) - [j43]Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux:
Combination of General Antithetic Transformations and Control Variables. Math. Oper. Res. 29(4): 946-960 (2004) - [j42]Pierre L'Ecuyer, Renée Touzin:
On the Deng-Lin random number generators and related methods. Stat. Comput. 14(1): 5-9 (2004) - [c34]Pierre L'Ecuyer:
Quasi-Monte Carlo Methods in Finance. WSC 2004: 1645-1655 - 2003
- [j41]Pierre L'Ecuyer, Jacinthe Granger-Piché:
Combined generators with components from different families. Math. Comput. Simul. 62(3-6): 395-404 (2003) - [j40]Christiane Lemieux, Pierre L'Ecuyer:
Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation. SIAM J. Sci. Comput. 24(5): 1768-1789 (2003) - [j39]Pierre L'Ecuyer:
Guest introduction. ACM Trans. Model. Comput. Simul. 13(4): 295-298 (2003) - [c33]Pierre L'Ecuyer:
Quasi-monte carlo methods in practice: quasi-monte carlo methods for simulation. WSC 2003: 81-89 - [c32]Athanassios N. Avramidis, Pierre L'Ecuyer, Pierre-Alexandre Tremblay:
New simulation methodology for finance: efficient simulation of gamma and variance-gamma processes. WSC 2003: 319-326 - [c31]Juta Pichitlamken, Alexandre Deslauriers, Pierre L'Ecuyer, Athanassios N. Avramidis:
Customer relations management: call center operations: modelling and simulation of a telephone call center. WSC 2003: 1805-1812 - [e3]Vipin Kumar, Marina L. Gavrilova, Chih Jeng Kenneth Tan, Pierre L'Ecuyer:
Computational Science and Its Applications - ICCSA 2003, International Conference, Montreal, Canada, May 18-21, 2003, Proceedings, Part I. Lecture Notes in Computer Science 2667, Springer 2003, ISBN 3-540-40155-5 [contents] - [e2]Vipin Kumar, Marina L. Gavrilova, Chih Jeng Kenneth Tan, Pierre L'Ecuyer:
Computational Science and Its Applications - ICCSA 2003, International Conference, Montreal, Canada, May 18-21, 2003, Proceedings, Part II. Lecture Notes in Computer Science 2668, Springer 2003, ISBN 3-540-40161-X [contents] - [e1]Vipin Kumar, Marina L. Gavrilova, Chih Jeng Kenneth Tan, Pierre L'Ecuyer:
Computational Science and Its Applications - ICCSA 2003, International Conference, Montreal, Canada, May 18-21, 2003, Proceedings, Part III. Lecture Notes in Computer Science 2669, Springer 2003, ISBN 3-540-40156-3 [contents] - 2002
- [j38]Pierre L'Ecuyer, Richard J. Simard, E. Jack Chen, W. David Kelton:
An Object-Oriented Random-Number Package with Many Long Streams and Substreams. Oper. Res. 50(6): 1073-1075 (2002) - [j37]Hatem Ben Ameur, Michèle Breton, Pierre L'Ecuyer:
A Dynamic Programming Procedure for Pricing American-Style Asian Options. Manag. Sci. 48(5): 625-643 (2002) - [j36]Pierre L'Ecuyer, Richard J. Simard, Stefan Wegenkittl:
Sparse Serial Tests of Uniformity for Random Number Generators. SIAM J. Sci. Comput. 24(2): 652-668 (2002) - [c30]Pierre L'Ecuyer, Lakhdar Meliani, Jean G. Vaucher:
SSJ: SSJ: a framework for stochastic simulation in Java. WSC 2002: 234-242 - 2001
- [j35]Pierre L'Ecuyer, Yanick Champoux:
Estimating small cell-loss ratios in ATM switches via importance sampling. ACM Trans. Model. Comput. Simul. 11(1): 76-105 (2001) - [c29]Pierre L'Ecuyer:
Lattice Rules and Randomized Quasi-Monte Carlo. International Conference on Computational Science (1) 2001: 9 - [c28]Christiane Lemieux, Pierre L'Ecuyer:
On the Use of Quasi-Monte Carlo Methods in Computational Finance. International Conference on Computational Science (1) 2001: 607-618 - [c27]Pierre L'Ecuyer:
Software for uniform random number generation: distinguishing the good and the bad. WSC 2001: 95-105 - [c26]Tayfur Altiok, W. David Kelton, Pierre L'Ecuyer, Barry L. Nelson, Bruce W. Schmeiser, Thomas J. Schriber, Lee Schruben, James R. Wilson:
Panel: academic perspectives: various ways academics teach simulation: are they all appropriate? WSC 2001: 1580-1591 - 2000
- [j34]Pierre L'Ecuyer, Jean-François Cordeau, Richard J. Simard:
Close-Point Spatial Tests and Their Application to Random Number Generators. Oper. Res. 48(2): 308-317 (2000) - [j33]Sidney Yakowitz, Pierre L'Ecuyer, Felisa J. Vázquez-Abad:
Global Stochastic Optimization with Low-Dispersion Point Sets. Oper. Res. 48(6): 939-950 (2000) - [j32]Raymond Couture, Pierre L'Ecuyer:
Lattice computations for random numbers. Math. Comput. 69(230): 757-765 (2000) - [j31]Fred J. Hickernell, Hee Sun Hong, Pierre L'Ecuyer, Christiane Lemieux:
Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature. SIAM J. Sci. Comput. 22(3): 1117-1138 (2000) - [c25]Christiane Lemieux, Pierre L'Ecuyer:
Quasi-random numbers and their applications: using lattice rules for variance reduction in simulation. WSC 2000: 509-516 - [c24]Pierre L'Ecuyer, Renée Touzin:
Fast combined multiple recursive generators with multipliers of the form a = ±2q ±2r. WSC 2000: 683-689 - [c23]Pierre L'Ecuyer, François Panneton:
A new class of linear feedback shift register generators. WSC 2000: 690-696
1990 – 1999
- 1999
- [j30]Pierre L'Ecuyer:
Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators. Oper. Res. 47(1): 159-164 (1999) - [j29]Pierre L'Ecuyer:
Tables of linear congruential generators of different sizes and good lattice structure. Math. Comput. 68(225): 249-260 (1999) - [j28]Pierre L'Ecuyer:
Tables of maximally equidistributed combined LFSR generators. Math. Comput. 68(225): 261-269 (1999) - [j27]Denis Choquet, Pierre L'Ecuyer, Christian Léger:
Bootstrap confidence intervals for ratios of expectations. ACM Trans. Model. Comput. Simul. 9(4): 326-348 (1999) - [j26]Pierre L'Ecuyer, Richard J. Simard:
Beware of linear congruential generators with multipliers of the form a = ±2q ±2r. ACM Trans. Math. Softw. 25(3): 367-374 (1999) - [c22]Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux:
Variance reduction of Monte Carlo and randomized quasi-Monte Carlo estimators for stochastic volatility models in finance. WSC 1999: 336-343 - [c21]Pierre L'Ecuyer, Christiane Lemieux:
Quasi-Monte Carlo via linear shift-register sequences. WSC 1999: 632-639 - [c20]Ernest H. Page, David M. Nicol, Osman Balci, Richard Fujimoto, Paul A. Fishwick, Pierre L'Ecuyer, Roger Smith:
Strategic directions in simulation research (panel). WSC 1999: 1509-1520 - 1998
- [j25]Pierre L'Ecuyer, Gang George Yin:
Budget-Dependent Convergence Rate of Stochastic Approximation. SIAM J. Optim. 8(1): 217-247 (1998) - [j24]Raymond Couture, Pierre L'Ecuyer:
Guest Editors' Introduction to the Special Issue on Uniform Random Number Generation. ACM Trans. Model. Comput. Simul. 8(1): 1-2 (1998) - [c19]Christiane Lemieux, Pierre L'Ecuyer:
An Empirical Comparison of Diffusion Approximations and Simulation in ATM Networks. MASCOTS 1998: 101-106 - [c18]Pierre L'Ecuyer:
Uniform Random Number Generators. WSC 1998: 97-104 - [c17]Christiane Lemieux, Pierre L'Ecuyer:
Efficiency Improvement by Lattice Rules for Pricing Asian Options. WSC 1998: 579-586 - 1997
- [j23]Jean-Pierre Dussault, Donald Labrecque, Pierre L'Ecuyer, Reuven Y. Rubinstein:
Combining the Stochastic Counterpart and Stochastic Approximation Methods. Discret. Event Dyn. Syst. 7(1): 5-28 (1997) - [j22]Pierre L'Ecuyer, Felisa J. Vázquez-Abad:
Functional Estimation with Respect to a Threshold Parameter via Dynamic Split-and-Merge. Discret. Event Dyn. Syst. 7(1): 69-92 (1997) - [j21]Pierre L'Ecuyer:
Bad Lattice Structures for Vectors of Nonsuccessive Values Produced by Some Linear Recurrences. INFORMS J. Comput. 9(1): 57-60 (1997) - [j20]Pierre L'Ecuyer, Raymond Couture:
An Implementation of the Lattice and Spectral Tests for Multiple Recursive Linear Random Number Generators. INFORMS J. Comput. 9(2): 206-217 (1997) - [j19]Raymond Couture, Pierre L'Ecuyer:
Distribution properties of multiply-with-c arry random number generators. Math. Comput. 66(218): 591-607 (1997) - [c16]Pierre L'Ecuyer:
Uniform Random Number Generators: A Review. WSC 1997: 127-134 - 1996
- [j18]Pierre L'Ecuyer:
Commentary - Simulation of Algorithms for Performance Analysis. INFORMS J. Comput. 8(1): 16-20 (1996) - [j17]Pierre L'Ecuyer:
Combined Multiple Recursive Random Number Generators. Oper. Res. 44(5): 816-822 (1996) - [j16]Raymond Couture, Pierre L'Ecuyer:
Orbits and lattices for linear random number generators with composite moduli. Math. Comput. 65(213): 189-201 (1996) - [j15]Pierre L'Ecuyer:
Maximally equidistributed combined Tausworthe generators. Math. Comput. 65(213): 203-213 (1996) - [c15]Pierre L'Ecuyer, Yanick Champoux:
Importance Sampling for Large ATM-Type Queueing Networks. WSC 1996: 309-316 - 1995
- [c14]Raymond Couture, Pierre L'Ecuyer:
Linear Recurrences with Carry as Uniform Random Number Generators. WSC 1995: 263-267 - 1994
- [j14]Pierre L'Ecuyer:
Uniform random number generation. Ann. Oper. Res. 53(1): 77-120 (1994) - [j13]Alain Haurie, Pierre L'Ecuyer, Christian van Delft:
Convergence of stochastic approximation coupled with perturbation analysis in a class of manufacturing flow control models. Discret. Event Dyn. Syst. 4(1): 87-111 (1994) - [j12]Pierre L'Ecuyer, Gaétan Perron:
On the Convergence Rates of IPA and FDC Derivative Estimators. Oper. Res. 42(4): 643-656 (1994) - [j11]Pierre L'Ecuyer:
Gradient estimation via perturbation analysis, by Paul Glasserman, Kluwer, Boston. MA, 1991, 221 pp. Networks 24(2): 127-128 (1994) - [c13]Pierre L'Ecuyer:
Efficiency improvement and variance reduction. WSC 1994: 122-132 - [c12]Pierre L'Ecuyer:
Recent advances in uniform random number generation. WSC 1994: 176-183 - 1993
- [j10]Pierre L'Ecuyer, François Blouin, Raymond Couture:
A Search for Good Multiple Recursive Random Number Generators. ACM Trans. Model. Comput. Simul. 3(2): 87-98 (1993) - [j9]Shu Tezuka, Pierre L'Ecuyer, Raymond Couture:
On the Lattice Structure of the Add-With-Carry and Subtract-With-Borrow Random Number Generators. ACM Trans. Model. Comput. Simul. 3(4): 315-331 (1993) - [c11]Pierre L'Ecuyer:
Two approaches for estimating the gradient in functional form. WSC 1993: 338-346 - 1992
- [j8]Pierre L'Ecuyer:
Convergence rates for steady-state derivative estimators. Ann. Oper. Res. 39(1): 121-136 (1992) - [c10]Pierre L'Ecuyer:
Testing random number generators. WSC 1992: 305-313 - [c9]Shu Tezuka, Pierre L'Ecuyer:
Analysis of Add-with-Carry and Subtract-with-Borrow Generators. WSC 1992: 443-447 - 1991
- [j7]Shu Tezuka, Pierre L'Ecuyer:
Efficient and Portable Combined Tausworthe Random Number Generators. ACM Trans. Model. Comput. Simul. 1(2): 99-112 (1991) - [j6]Pierre L'Ecuyer, Serge Côté:
Implementing a random number package with splitting facilities. ACM Trans. Math. Softw. 17(1): 98-111 (1991) - [c8]Pierre L'Ecuyer:
An overview of derivative estimation. WSC 1991: 207-217 - [c7]Peter W. Glynn, Pierre L'Ecuyer, Michel Adès:
Gradient estimation for ratios. WSC 1991: 986-994 - [c6]Felisa J. Vázquez-Abad, Pierre L'Ecuyer:
Comparing alternative methods for derivative estimation when IPA does not apply directly. WSC 1991: 1004-1011 - 1990
- [j5]Pierre L'Ecuyer:
Random Numbers for Simulation. Commun. ACM 33(10): 85-97 (1990)
1980 – 1989
- 1989
- [c5]Pierre L'Ecuyer:
A tutorial on uniform variate generation. WSC 1989: 40-49 - [c4]Pierre L'Ecuyer, René Proulx:
About polynomial-time "unpredictable" generators. WSC 1989: 467-476 - 1988
- [j4]Pierre L'Ecuyer:
Efficient and Portable Combined Random Number Generators. Commun. ACM 31(6): 742-749 (1988) - [j3]Pierre L'Ecuyer, Alain Haurie:
Discrete Event Dynamic Programming with Simultaneous Events. Math. Oper. Res. 13(1): 152-163 (1988) - [j2]Pierre L'Ecuyer, Jacques Malenfant:
Computing Optimal Checkpointing Strategies for Rollback and Recovery Systems. IEEE Trans. Computers 37(4): 491-496 (1988) - [c3]Pierre L'Ecuyer, François Blouin:
Linear congruential generators of order K>1. WSC 1988: 432-439 - 1987
- [j1]Pierre L'Ecuyer:
Formal formatting rules for Pascal programs. J. Syst. Softw. 7(4): 311-322 (1987) - [c2]Pierre L'Ecuyer, Nataly Giroux:
A process-oriented simulation package based on Modula-2. WSC 1987: 165-174 - 1986
- [c1]Pierre L'Ecuyer:
Efficient and portable 32-bit random variate generators. WSC 1986: 275-277
Coauthor Index
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