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ORCIDPierre L'Ecuyer
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- affiliation: Université de Montréal, Canada
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2020 – today
- 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) - [c89]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 - [c88]Florian Puchhammer, Pierre L'Ecuyer:
Likelihood Ratio Density Estimation for Simulation Models. WSC 2022: 109-120 - [c87]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) - [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]Rany 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]