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Pierre L'Ecuyer

Publication record assembled from the DBLP archive of ranked conferences.

Papers indexed

87

Venues

8

Active years

1986–2025

Best venue rank

National

Where they publish

Papers

87 indexed papers, newest first.

YearVenueTitleAuthors
2025WSCCentral Limit Theorem for a Randomized Quasi-Monte Carlo Estimator of a Smooth Function of Means.Marvin K. Nakayama, Bruno Tuffin, Pierre L'Ecuyer
2024WSCPre-Scrambled Digital Nets for Randomized Quasi-Monte Carlo.Pierre L'Ecuyer, Youssef Cherkanihassani, Mohamed El Amine Derkaoui
2023WSCConfidence Intervals for Randomized Quasi-Monte Carlo Estimators.Pierre L'Ecuyer, Marvin K. Nakayama, Art B. Owen, Bruno Tuffin
2022AISTATSPolicy Learning and Evaluation with Randomized Quasi-Monte Carlo.Sbastien M. R. Arnold, Pierre L'Ecuyer, Liyu Chen, Yi-Fan Chen, Fei Sha
2022WSCLikelihood Ratio Density Estimation for Simulation Models.Florian Puchhammer, Pierre L'Ecuyer
2022WSCA Logistic Regression and Linear Programming Approach for Multi-Skill Staffing Optimization in Call Centers.Thuy Anh Ta, Tien Mai, Fabian Bastin, Pierre L'Ecuyer
2021ICORESLearning-Based Prediction of Conditional Wait Time Distributions in Multiskill Call Centers.Mamadou Thiongane, Wyean Chan, Pierre L'Ecuyer
2021WSCMultiple Streams with Recurrence-Based, Counter-Based, and Splittable Random Number Generators.Pierre L'Ecuyer, Olivier Nadeau-Chamard, Yi-Fan Chen, Justin Lebar
2021WSCVariance Reduction for Generalized Likelihood Ratio Method in Quantile Sensitivity Estimation.Yijie Peng, Michael C. Fu, Jiaqiao Hu, Pierre L'Ecuyer, Bruno Tuffin
2020ICORESDelay Predictors in Multi-skill Call Centers: An Empirical Comparison with Real Data.Mamadou Thiongane, Wyean Chan, Pierre L'Ecuyer
2020WSCQuantile Estimation Via a Combination of Conditional Monte Carlo and Randomized Quasi-Monte Carlo.Marvin K. Nakayama, Zachary T. Kaplan, Yajuan Li, Bruno Tuffin, Pierre L'Ecuyer
2019WSCArray-RQMC for Option Pricing Under Stochastic Volatility Models.Amal Ben Abdellah, Pierre L'Ecuyer, Florian Puchhammer
2018WSCExact posterior simulation from the linear Lasso Regression.Zdravko I. Botev, Yi-Lung Chen, Pierre L'Ecuyer, Shev MacNamara, Dirk P. Kroese
2018WSCOn a generalized splitting method for Sampling from a Conditional Distribution.Pierre L'Ecuyer, Zdravko I. Botev, Dirk P. Kroese
2018WSCModeling bursts in the arrival Process to an Emergency Call Center.Pierre L'Ecuyer, Klas Gustavsson, Leif Olsson
2017WSCAccurate computation of the right tail of the sum of dependent log-normal variates.Zdravko I. Botev, Pierre L'Ecuyer
2017WSCHistory of uniform random number generation.Pierre L'Ecuyer
2016WSCTwo-stage chance-constrained staffing with agent recourse for multi-skill call centers.Wyean Chan, Thuy Anh Ta, Pierre L'Ecuyer, Fabian Bastin
2016WSCNew history-based delay predictors for service systems.Mamadou Thiongane, Wyean Chan, Pierre L'Ecuyer
2015WSCEfficient probability estimation and simulation of the truncated multivariate student-t distribution.Zdravko I. Botev, Pierre L'Ecuyer
2015WSCRandom number generation with multiple streams for sequential and parallel computing.Pierre L'Ecuyer
2015WSCImitation challenges: from uniform random variables to complex systems.Pierre L'Ecuyer
2015WSCChance-constrained scheduling with recourse for multi-skill call centers with arrival-rate and absenteeism uncertainty.Thuy Anh Ta, Wyean Chan, Pierre L'Ecuyer, Fabian Bastin
2015WSCWaiting time predictors for multi-skill call centers.Mamadou Thiongane, Wyean Chan, Pierre L'Ecuyer
2014CPScheduling Agents Using Forecast Call Arrivals at Hydro-Qubec's Call Centers.Marie Pelleau, Louis-Martin Rousseau, Pierre L'Ecuyer, Walid Zegal, Louis Delorme
2014WSCReliability of stochastic flow networks with continuous link capacities.Zdravko I. Botev, Slava Vaisman, Reuven Y. Rubinstein, Pierre L'Ecuyer
2013FASETowards Understanding the Behavior of Classes Using Probabilistic Models of Program Inputs.Arbi Bouchoucha, Houari A. Sahraoui, Pierre L'Ecuyer
2013WSCModeling and simulation grand challenges: An OR/MS perspective.Simon J. E. Taylor, Stephen E. Chick, Charles M. Macal, Sally C. Brailsford, Pierre L'Ecuyer, Barry L. Nelson
2012WSCDependent failures in highly reliable static networks.Zdravko I. Botev, Pierre L'Ecuyer, Bruno Tuffin
2012WSCOn the modeling and forecasting of call center arrivals.Rouba Ibrahim, Nazim Rgnard, Pierre L'Ecuyer, Haipeng Shen
2012WSCConstructing adapted lattice rules using problem-dependent criteria.Pierre L'Ecuyer, David Munger
2011WSCRMSIM: a Java library for simulating revenue management systems.Marco Bijvank, Pierre L'Ecuyer, Patrice Marcotte
2011WSCAn importance sampling method based on a one-step look-ahead density from a Markov chain.Zdravko I. Botev, Pierre L'Ecuyer, Bruno Tuffin
2011WSCGraph reductions to speed up importance sampling-based static reliability estimation.Pierre L'Ecuyer, Samira Saggadi, Bruno Tuffin
2010WSCCombination of conditional Monte Carlo and approximate zero-variance importance sampling for network reliability estimation.Hctor Cancela, Pierre L'Ecuyer, Gerardo Rubino, Bruno Tuffin
2010WSCAmerican option pricing with randomized quasi-Monte Carlo simulations.Maxime Dion, Pierre L'Ecuyer
2009WSCFitting a Normal Copula for a Multivariate Distribution with both Discrete and Continuous Marginals.Nabil Channouf, Pierre L'Ecuyer
2009WSCOn the Error Distribution for Randomly-shifted Lattice Rules.Pierre L'Ecuyer, Bruno Tuffin
2008WSCSpeeding up call center simulation and optimization by Markov chain uniformization.Eric Buist, Wyean Chan, Pierre L'Ecuyer
2008WSCSimulation of a Lvy process by PCA sampling to reduce the effective dimension.Pierre L'Ecuyer, Jean-Sebastien Parent-Chartier, Maxime Dion
2008WSCApproximate zero-variance simulation.Pierre L'Ecuyer, Bruno Tuffin
2008SETAA Fast Jump Ahead Algorithm for Linear Recurrences in a Polynomial Space.Hiroshi Haramoto, Makoto Matsumoto, Pierre L'Ecuyer
2008SETAComparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation.Pierre L'Ecuyer
2007WSCEstimating the probability of a rare event over a finite time horizon.Pieter-Tjerk de Boer, Pierre L'Ecuyer, Gerardo Rubino, Bruno Tuffin
2007WSCFortieth anniversary special panel: Landmark papers.David Goldsman, James O. Henriksen, Pierre L'Ecuyer, Barry L. Nelson, David H. Withers, Nilay Tanik Argon
2007WSCFortieth anniversary special panel: Landmark papers.David Goldsman, James O. Henriksen, Pierre L'Ecuyer, Barry L. Nelson, David H. Withers, Nilay Tanik Argon
2007WSCEfficient and portable 32-bit random variate generators (1986).Pierre L'Ecuyer
2006WSCVariance reduction in the simulation of call centers.Pierre L'Ecuyer, Eric Buist
2006WSCSplitting for rare-event simulation.Pierre L'Ecuyer, Valrie Demers, Bruno Tuffin
2005WSCModeling and simulation of call centers.Athanassios N. Avramidis, Pierre L'Ecuyer
2005WSCA java library for simulating contact centers.Eric Buist, Pierre L'Ecuyer
2005WSCSimulation in java with SSJ.Pierre L'Ecuyer, Eric Buist
2005WSCFast random number generators based on linear recurrences modulo 2: overview and comparison.Pierre L'Ecuyer, Franois Panneton
2004WSCQuasi-Monte Carlo Methods in Finance.Pierre L'Ecuyer
2003WSCNew simulation methodology for finance: efficient simulation of gamma and variance-gamma processes.Athanassios N. Avramidis, Pierre L'Ecuyer, Pierre-Alexandre Tremblay
2003WSCQuasi-monte carlo methods in practice: quasi-monte carlo methods for simulation.Pierre L'Ecuyer
2003WSCCustomer relations management: call center operations: modelling and simulation of a telephone call center.Juta Pichitlamken, Alexandre Deslauriers, Pierre L'Ecuyer, Athanassios N. Avramidis
2002WSCSSJ: SSJ: a framework for stochastic simulation in Java.Pierre L'Ecuyer, Lakhdar Meliani, Jean G. Vaucher
2001ICCSLattice Rules and Randomized Quasi-Monte Carlo.Pierre L'Ecuyer
2001ICCSOn the Use of Quasi-Monte Carlo Methods in Computational Finance.Christiane Lemieux, Pierre L'Ecuyer
2001WSCPanel: academic perspectives: various ways academics teach simulation: are they all appropriate?Tayfur Altiok, W. David Kelton, Pierre L'Ecuyer, Barry L. Nelson, Bruce W. Schmeiser, Thomas J. Schriber, Lee Schruben, James R. Wilson
2001WSCSoftware for uniform random number generation: distinguishing the good and the bad.Pierre L'Ecuyer
2000WSCA new class of linear feedback shift register generators.Pierre L'Ecuyer, Franois Panneton
2000WSCFast combined multiple recursive generators with multipliers of the formPierre L'Ecuyer, Rene Touzin
2000WSCQuasi-random numbers and their applications: using lattice rules for variance reduction in simulation.Christiane Lemieux, Pierre L'Ecuyer
1999WSCVariance reduction of Monte Carlo and randomized quasi-Monte Carlo estimators for stochastic volatility models in finance.Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux
1999WSCQuasi-Monte Carlo via linear shift-register sequences.Pierre L'Ecuyer, Christiane Lemieux
1999WSCStrategic directions in simulation research (panel).Ernest H. Page, David M. Nicol, Osman Balci, Richard Fujimoto, Paul A. Fishwick, Pierre L'Ecuyer, Roger Smith
1998MASCOTSAn Empirical Comparison of Diffusion Approximations and Simulation in ATM Networks.Christiane Lemieux, Pierre L'Ecuyer
1998WSCUniform Random Number Generators.Pierre L'Ecuyer
1998WSCEfficiency Improvement by Lattice Rules for Pricing Asian Options.Christiane Lemieux, Pierre L'Ecuyer
1997WSCUniform Random Number Generators: A Review.Pierre L'Ecuyer
1996WSCImportance Sampling for Large ATM-Type Queueing Networks.Pierre L'Ecuyer, Yanick Champoux
1995WSCLinear Recurrences with Carry as Uniform Random Number Generators.Raymond Couture, Pierre L'Ecuyer
1994WSCEfficiency improvement and variance reduction.Pierre L'Ecuyer
1994WSCRecent advances in uniform random number generation.Pierre L'Ecuyer
1993WSCTwo approaches for estimating the gradient in functional form.Pierre L'Ecuyer
1992WSCTesting random number generators.Pierre L'Ecuyer
1992WSCAnalysis of Add-with-Carry and Subtract-with-Borrow Generators.Shu Tezuka, Pierre L'Ecuyer
1991WSCGradient estimation for ratios.Peter W. Glynn, Pierre L'Ecuyer, Michel Ads
1991WSCAn overview of derivative estimation.Pierre L'Ecuyer
1991WSCComparing alternative methods for derivative estimation when IPA does not apply directly.Felisa J. Vzquez-Abad, Pierre L'Ecuyer
1989WSCA tutorial on uniform variate generation.Pierre L'Ecuyer
1989WSCAbout polynomial-time "unpredictable" generators.Pierre L'Ecuyer, Ren Proulx
1988WSCLinear congruential generators of order K>1.Pierre L'Ecuyer, Franois Blouin
1987WSCA process-oriented simulation package based on Modula-2.Pierre L'Ecuyer, Nataly Giroux
1986WSCEfficient and portable 32-bit random variate generators.Pierre L'Ecuyer