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Christiane Lemieux
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2020 – today
- 2024
- [i4]T. Konstantin Rusch, Nathan Kirk, Michael M. Bronstein, Christiane Lemieux, Daniela Rus:
Message-Passing Monte Carlo: Generating low-discrepancy point sets via Graph Neural Networks. CoRR abs/2405.15059 (2024) - [i3]Nathan Kirk, Christiane Lemieux:
An improved Halton sequence for implementation in quasi-Monte Carlo methods. CoRR abs/2405.15799 (2024) - 2022
- [j19]Erik Hintz, Marius Hofert
, Christiane Lemieux:
Multivariate Normal Variance Mixtures in R: The R Package nvmix. J. Stat. Softw. 102(2) (2022) - [j18]Gracia Y. Dong
Dependence properties of scrambled Halton sequences. Math. Comput. Simul. 200: 240-262 (2022) - 2021
- [j17]Erik Hintz
Normal variance mixtures: Distribution, density and parameter estimation. Comput. Stat. Data Anal. 157: 107175 (2021) - [j16]Jaspar Wiart, Christiane Lemieux, Gracia Y. Dong
On the dependence structure and quality of scrambled (t, m, s)-nets. Monte Carlo Methods Appl. 27(1): 1-26 (2021) - 2020
- [c12]Christiane Lemieux, Jaspar Wiart:
On the Distribution of Scrambled (0, m, s)-Nets Over Unanchored Boxes. MCQMC 2020: 87-130
2010 – 2019
- 2019
- [j15]Henri Faure, Christiane Lemieux
Implementation of irreducible Sobol' sequences in prime power bases. Math. Comput. Simul. 161: 13-22 (2019) - [i2]Henri Faure, Christiane Lemieux:
Implementation of irreducible Sobol sequences in prime power bases. CoRR abs/1910.04084 (2019) - 2018
- [j14]Christiane Lemieux
Negative Dependence, Scrambled Nets, and Variance Bounds. Math. Oper. Res. 43(1): 228-251 (2018) - 2017
- [j13]Henri Faure, Christiane Lemieux:
Low-discrepancy sequences: Atanassov's methods revisited. Math. Comput. Simul. 132: 236-256 (2017) - [j12]Henri Faure, Christiane Lemieux:
A review of discrepancy bounds for (t, s) and -sequences with numerical comparisons. Math. Comput. Simul. 135: 63-71 (2017) - [j11]Mathieu Cambou, Marius Hofert
Quasi-random numbers for copula models. Stat. Comput. 27(5): 1307-1329 (2017) - 2015
- [j10]Christiane Lemieux:
Tractability using periodized generalized Faure sequences. J. Complex. 31(1): 42-56 (2015) - 2014
- [j9]Henri Faure, Christiane Lemieux:
A variant of Atanassov's method for (t, s)-sequences and (t, e, s)-sequences. J. Complex. 30(5): 620-633 (2014) - 2013
- [i1]Dirk Ormoneit, Christiane Lemieux, David J. Fleet:
Lattice Particle Filters. CoRR abs/1301.2298 (2013) - 2011
- [c11]Rodolfo G. Esteves, Michael D. McCool, Christiane Lemieux:
Real options for mobile communication management. GLOBECOM Workshops 2011: 1241-1246 - 2010
- [j8]Henri Faure, Christiane Lemieux:
Improved Halton sequences and discrepancy bounds. Monte Carlo Methods Appl. 16(3-4): 231-250 (2010)
2000 – 2009
- 2009
- [j7]Henri Faure, Christiane Lemieux:
Generalized Halton sequences in 2008: A comparative study. ACM Trans. Model. Comput. Simul. 19(4): 15:1-15:31 (2009) - 2008
- [c10]Carole Bernard
Fast simulation of equity-linked life insurance contracts with a surrender option. WSC 2008: 444-452 - 2007
- [j6]Hardeep S. Gill, Christiane Lemieux:
Searching for extensible Korobov rules. J. Complex. 23(4-6): 603-613 (2007) - [j5]Radu V. Craiu, Christiane Lemieux:
Acceleration of the Multiple-Try Metropolis algorithm using antithetic and stratified sampling. Stat. Comput. 17(2): 109-120 (2007) - 2006
- [j4]Christiane Lemieux, Paul Sidorsky:
Exact sampling with highly uniform point sets. Math. Comput. Model. 43(3-4): 339-349 (2006) - [p1]Christiane Lemieux:
Chapter 12 Quasi-Random Number Techniques. Simulation 2006: 351-379 - 2005
- [c9]Christiane Lemieux, Jennie La:
A study of variance reduction techniques for American option pricing. WSC 2005: 1884-1891 - 2004
- [j3]Hatem Ben Ameur, Pierre L'Ecuyer
Combination of General Antithetic Transformations and Control Variables. Math. Oper. Res. 29(4): 946-960 (2004) - [c8]Christiane Lemieux:
Randomized Quasi-Monte Carlo: A Tool for Improving the Efficiency of Simulations in Finance. WSC 2004: 1565-1573 - 2003
- [j2]Christiane Lemieux, Pierre L'Ecuyer
Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation. SIAM J. Sci. Comput. 24(5): 1768-1789 (2003) - 2001
- [c7]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 - [c6]Dirk Ormoneit, Christiane Lemieux, David J. Fleet:
Lattice Particle Filters. UAI 2001: 395-402 - 2000
- [j1]Fred J. Hickernell
Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature. SIAM J. Sci. Comput. 22(3): 1117-1138 (2000) - [c5]Christiane Lemieux, Pierre L'Ecuyer:
Quasi-random numbers and their applications: using lattice rules for variance reduction in simulation. WSC 2000: 509-516
1990 – 1999
- 1999
- [c4]Hatem Ben Ameur, Pierre L'Ecuyer
Variance reduction of Monte Carlo and randomized quasi-Monte Carlo estimators for stochastic volatility models in finance. WSC 1999: 336-343 - [c3]Pierre L'Ecuyer
Quasi-Monte Carlo via linear shift-register sequences. WSC 1999: 632-639 - 1998
- [c2]Christiane Lemieux, Pierre L'Ecuyer:
An Empirical Comparison of Diffusion Approximations and Simulation in ATM Networks. MASCOTS 1998: 101-106 - [c1]Christiane Lemieux, Pierre L'Ecuyer:
Efficiency Improvement by Lattice Rules for Pricing Asian Options. WSC 1998: 579-586
Coauthor Index
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