Pierre L'Ecuyer
Université de Montréal
H-index: 71
North America-Canada
Top articles of Pierre L'Ecuyer
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Mathematical Software | ACM Transactions on | Zhaojun Bai Wolfgang Bangerth Paolo Bientinesi Tim Hopkins Salvatore Filippone | 2023 |
Simple stratified sampling for simulating multi-dimensional Markov chains | Les Cahiers du GERAD ISSN | Rami El Haddad Christian Lécot Pierre L’Ecuyer | 2023/12 |
Package ICR | Alexander Staudt Pierre L'Ecuyer | 2023/4/23 | |
Proposal for a standard file format for lattice rules and digital nets | Pierre L’Ecuyer | 2023 | |
Confidence Intervals for Randomized Quasi-Monte Carlo Estimators | Pierre L'Ecuyer Marvin K Nakayama Art B Owen Bruno Tuffin | 2023 | |
A tool set for random number generation on GPUs in R | arXiv preprint arXiv:2201.06604 | Ruoyong Xu Patrick Brown Pierre L'Ecuyer | 2022/1/17 |
Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights | SIAM Journal on Scientific Computing | Takashi Goda Pierre L'Ecuyer | 2022 |
A Logistic Regression and Linear Programming Approach for Multi-Skill Staffing Optimization in Call Centers | Thuy Anh Ta Tien Mai Fabian Bastin Pierre l'Ecuyer | 2022/12/11 | |
Likelihood ratio density estimation for simulation models | Florian Puchhammer Pierre L'Ecuyer | 2022/12/11 | |
Variance reduction for generalized likelihood ratio method by conditional Monte Carlo and randomized Quasi-Monte Carlo methods | Journal of Management Science and Engineering | Yijie Peng Michael C Fu Jiaqiao Hu Pierre L’Ecuyer Bruno Tuffin | 2022/12/1 |
Policy learning and evaluation with randomized quasi-Monte Carlo | arXiv preprint arXiv:2202.07808 | Sébastien MR Arnold Pierre L'Ecuyer Liyu Chen Yi-fan Chen Fei Sha | 2022/2/16 |
A Tool for Custom Construction of QMC and RQMC Point Sets | M Godin Pierre Marion P L'Ecuyer Florian Puchhammer | 2021 | |
Variance Reduction with Array-RQMC for Tau-Leaping Simulation of Stochastic Biological and Chemical Reaction Networks | Bulletin of Mathematical Biology | Florian Puchhammer Amal Ben Abdellah Pierre L'Ecuyer | 2021 |
Monte Carlo and quasi-Monte Carlo density estimation via conditioning | INFORMS Journal on Computing | Pierre L'Ecuyer Florian Puchhammer Amal Ben Abdellah | 2021 |
Multiple streams with recurrence-based, counter-based, and splittable random number generators | Pierre L'Ecuyer Olivier Nadeau-Chamard Yi-Fan Chen Justin Lebar | 2021/12/12 | |
Density estimation by Randomized Quasi-Monte Carlo | SIAM/ASA Journal on Uncertainty Quantification | Amal Ben Abdellah Pierre L'Ecuyer Art B Owen Florian Puchhammer | 2021 |
On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling | Mathematical Programming | Thuy Anh Ta Tien Mai Fabian Bastin Pierre L’Ecuyer | 2021/11 |
A simulation-based decomposition approach for two-stage staffing optimization in call centers under arrival rate uncertainty | European Journal of Operational Research | Thuy Anh Ta Wyean Chan Fabian Bastin Pierre L’Ecuyer | 2021/9/16 |
Density Estimation by Monte Carlo and Quasi-Monte Carlo | Pierre L’Ecuyer Florian Puchhammer | 2020/8/10 | |
Delay Predictors in Multi-skill Call Centers: An Empirical Comparison with Real Data. | Mamadou Thiongane Wyean Chan Pierre L'Ecuyer | 2020 |
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