Pierre L'Ecuyer - Publications

Affiliations: 
Université de Montréal, Montréal, Canada 
Area:
Mathematics

99 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 L'Ecuyer P, Wambergue P, Bourceret E. Spectral Analysis of the MIXMAX Random Number Generators Informs Journal On Computing. 32: 135-144. DOI: 10.1287/Ijoc.2018.0878  0.479
2017 L'Ecuyer P, Munger D, Oreshkin BN, Simard RJ. Random Numbers for Parallel Computers: Requirements and Methods, With Emphasis on GPUs Mathematics and Computers in Simulation. 135: 3-17. DOI: 10.1016/J.Matcom.2016.05.005  0.371
2016 Botev ZI, L'Ecuyer P, Simard R, Tuffin B. Static Network Reliability Estimation under the Marshall-Olkin Copula Acm Transactions On Modeling and Computer Simulation. 26. DOI: 10.1145/2775106  0.331
2016 L'ecuyer P, Munger D. Algorithm 958: Lattice builder: A general software tool for constructing rank-1 lattice rules Acm Transactions On Mathematical Software. 42. DOI: 10.1145/2754929  0.41
2016 L'Ecuyer P. Random number generation with multiple streams for sequential and parallel computing Proceedings - Winter Simulation Conference. 2016: 31-44. DOI: 10.1109/WSC.2015.7408151  0.364
2014 Chan W, Koole G, L'Ecuyer P. Dynamic call center routing policies using call waiting and agent idle times Manufacturing and Service Operations Management. 16: 544-560. DOI: 10.1287/Msom.2014.0493  0.449
2014 L'Ecuyer P, Simard R. On the lattice structure of a special class of multiple recursive random number generators Informs Journal On Computing. 26: 449-460. DOI: 10.1287/Ijoc.2013.0576  0.503
2014 Tuffin B, Saggadi S, L'Ecuyer P. An adaptive zero-variance importance sampling approximation for static network dependability evaluation Computers and Operations Research. 45: 51-59. DOI: 10.1016/J.Cor.2013.12.011  0.39
2013 Botev ZI, L'Ecuyer P, Rubino G, Simard R, Tuffin B. Static network reliability estimation via generalized splitting Informs Journal On Computing. 25: 56-71. DOI: 10.1287/Ijoc.1110.0493  0.399
2013 Botev ZI, L'Ecuyer P, Tuffin B. Markov chain importance sampling with applications to rare event probability estimation Statistics and Computing. 23: 271-285. DOI: 10.1007/S11222-011-9308-2  0.335
2012 Channouf N, L'Ecuyer P. A normal copula model for the arrival process in a call center International Transactions in Operational Research. 19: 771-787. DOI: 10.1111/J.1475-3995.2012.00845.X  0.395
2012 Munger D, L'Ecuyer P, Bastin F, Cirillo C, Tuffin B. Estimation of the mixed logit likelihood function by randomized quasi-Monte Carlo Transportation Research Part B: Methodological. 46: 305-320. DOI: 10.1016/J.Trb.2011.10.005  0.43
2012 Sinescu V, L'Ecuyer P. Variance bounds and existence results for randomly shifted lattice rules Journal of Computational and Applied Mathematics. 236: 3296-3307. DOI: 10.1016/J.Cam.2012.02.034  0.405
2012 L'Ecuyer P, Munger D. On Figures of Merit for Randomly-Shifted Lattice Rules Springer Proceedings in Mathematics and Statistics. 23: 133-159. DOI: 10.1007/978-3-642-27440-4_6  0.335
2011 Simard R, L'Ecuyer P. Computing the two-sided Kolmogorov-Smirnov distribution Journal of Statistical Software. 39: 1-18. DOI: 10.18637/Jss.V039.I11  0.309
2011 L'Ecuyer P, Rubino G, Saggadi S, Tuffin B. Approximate zero-variance importance sampling for static network reliability estimation Ieee Transactions On Reliability. 60: 590-604. DOI: 10.1109/Tr.2011.2135670  0.374
2011 Sinescu V, L'Ecuyer P. Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights Journal of Complexity. 27: 449-465. DOI: 10.1016/J.Jco.2011.02.001  0.349
2011 L'Ecuyer P, Tuffin B. Approximating zero-variance importance sampling in a reliability setting Annals of Operations Research. 189: 277-297. DOI: 10.1007/S10479-009-0532-5  0.377
2010 L'Ecuyer P, Munger D, Tuffin B. On the distribution of integration error by randomly-shifted lattice rules Electronic Journal of Statistics. 4: 950-993. DOI: 10.1214/10-Ejs574  0.381
2010 L'Ecuyer P, Blanchet JH, Tuffin B, Glynn PW. Asymptotic robustness of estimators in rare-event simulation Acm Transactions On Modeling and Computer Simulation. 20. DOI: 10.1145/1667072.1667078  0.398
2010 El Haddad R, Lécot C, L'ecuyer P, Nassif N. Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space Mathematics and Computers in Simulation. 81: 560-567. DOI: 10.1016/J.Matcom.2010.07.027  0.346
2010 L'ecuyer P, Sanvido C. Coupling from the past with randomized quasi-Monte Carlo Mathematics and Computers in Simulation. 81: 476-489. DOI: 10.1016/J.Matcom.2009.09.003  0.35
2010 Panneton F, L'Ecuyer P. Resolution-stationary random number generators Mathematics and Computers in Simulation. 80: 1096-1103. DOI: 10.1016/J.Matcom.2007.09.014  0.773
2010 Avramidis AN, Chan W, Gendreau M, L'Ecuyer P, Pisacane O. Optimizing daily agent scheduling in a multiskill call center European Journal of Operational Research. 200: 822-832. DOI: 10.1016/J.Ejor.2009.01.042  0.377
2009 Avramidis AN, Channouf N, L'Ecuyer P. Efficient correlation matching for fitting discrete multivariate distributions with arbitrary marginals and normal-copula dependence Informs Journal On Computing. 21: 88-106. DOI: 10.1287/Ijoc.1080.0281  0.363
2009 Avramidis AN, Chan W, L'Ecuyer P. Staffing multi-skill call centers via search methods and a performance approximation Iie Transactions. 41: 483-497. DOI: 10.1080/07408170802322986  0.465
2009 L'Ecuyer P. Quasi-Monte Carlo methods with applications in finance Finance and Stochastics. 13: 307-349. DOI: 10.1007/s00780-009-0095-y  0.305
2008 Grassmann WK, Puterman ML, L'Ecuyer P, Ingolfsson A. Four Canadian contributions to stochastic modeling Infor. 46: 3-14. DOI: 10.3138/Infor.46.1.3  0.341
2008 L'Ecuyer P, Lécot C, Tuffin B. A randomized quasi-Monte Carlo simulation method for Markov chains Operations Research. 56: 958-975. DOI: 10.1287/Opre.1080.0556  0.423
2008 Cezik MT, L'Ecuyer P. Staffing multiskill call centers via linear programming and simulation Management Science. 54: 310-323. DOI: 10.1287/Mnsc.1070.0824  0.323
2008 Haramoto H, Matsumoto M, Nishimura T, Panneton F, L'Ecuyer P. Efficient jump ahead for F 2-linear random number generators Informs Journal On Computing. 20: 385-390. DOI: 10.1287/Ijoc.1070.0251  0.738
2008 L'Ecuyer P, Buist E. On the interaction between stratification and control variates, with illustrations in a call centre simulation Journal of Simulation. 2: 29-40. DOI: 10.1057/Palgrave.Jos.4250035  0.318
2008 Haramoto H, Matsumoto M, L'Ecuyer P. A fast jump ahead algorithm for linear recurrences in a polynomial space Lecture Notes in Computer Science (Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). 5203: 290-298. DOI: 10.1007/978-3-540-85912-3_26  0.333
2008 L'Ecuyer P. Comparison of point sets and sequences for quasi-Monte Carlo and for random number generation Lecture Notes in Computer Science (Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). 5203: 1-17. DOI: 10.1007/978-3-540-85912-3_1  0.345
2007 L'ecuyer P, Simard R. TestU01: A C library for empirical testing of random number generators Acm Transactions On Mathematical Software. 33. DOI: 10.1145/1268776.1268777  0.454
2007 L'Ecuyer P, Demers V, Tuffin B. Rare events, splitting, and quasi-Monte Carlo Acm Transactions On Modeling and Computer Simulation. 17. DOI: 10.1145/1225275.1225280  0.395
2007 Deslauriers A, L'Ecuyer P, Pichitlamken J, Ingolfsson A, Avramidis AN. Markov chain models of a telephone call center with call blending Computers and Operations Research. 34: 1616-1645. DOI: 10.1016/J.Cor.2005.06.019  0.32
2007 L'Ecuyer P, Haurie A. The Repair VS. Replacement problem: A stochastic control approach Optimal Control Applications & Methods. 8: 219-230. DOI: 10.1002/Oca.4660080304  0.309
2007 L'Ecuyer P, Tuffin B. Effective approximation of zero-variance simulation in a reliability setting Esm 2007 - 2007 European Simulation and Modelling Conference: Modelling and Simulation 2007. 48-54.  0.302
2006 Avramidis AN, L'Ecuyer P. Efficient Monte Carlo and quasi-Monte Carlo option pricing under the variance gamma model Management Science. 52: 1930-1944. DOI: 10.1287/Mnsc.1060.0575  0.368
2006 L'ecuyer P, Simard R. Inverting the symmetrical beta distribution Acm Transactions On Mathematical Software. 32: 509-520. DOI: 10.1145/1186785.1186786  0.319
2006 Panneton F, L'Ecuyer P, Matsumoto M. Improved long-period generators based on linear recurrences modulo 2 Acm Transactions On Mathematical Software. 32: 1-16. DOI: 10.1145/1132973.1132974  0.775
2006 L'Ecuyer P. Chapter 3 Uniform Random Number Generation Handbooks in Operations Research and Management Science. 13: 55-81. DOI: 10.1016/S0927-0507(06)13003-0  0.519
2005 Panneton F, L'Ecuyer P. On the xorshift random number generators Acm Transactions On Modeling and Computer Simulation. 15: 346-361. DOI: 10.1145/1113316.1113319  0.769
2005 L'Ecuyer P, Buist E. Simulation in Java with SSJ Proceedings - Winter Simulation Conference. 2005: 611-620. DOI: 10.1109/WSC.2005.1574301  0.322
2005 L'Ecuyer P, Panneton F. Fast random number generators based on linear recurrences modulo 2: Overview and comparison Proceedings - Winter Simulation Conference. 2005: 110-119. DOI: 10.1109/WSC.2005.1574244  0.787
2004 Ben-Ameur H, L'Ecuyer P, Lemieux C. Combination of general antithetic transformations and control variables Mathematics of Operations Research. 29: 946-960. DOI: 10.1287/Moor.1040.0101  0.625
2004 Avramidis AN, Deslauriers A, L'Ecuyer P. Modeling daily arrivals to a telephone call center Management Science. 50: 896-908. DOI: 10.1287/Mnsc.1040.0236  0.333
2004 L'Ecuyer P, Touzin R. On the Deng-Lin random number generators and related methods Statistics and Computing. 14: 5-9. DOI: 10.1023/B:Stco.0000009417.88960.81  0.539
2003 L'Ecuyer P, Simard R, Wegenkittl S. Sparse serial tests of uniformity for random number generators Siam Journal On Scientific Computing. 24: 652-668. DOI: 10.1137/S1064827598349033  0.486
2003 Lemieux C, L'Ecuyer P. Randomized polynomial lattice rules for multivariate integration and simulation Siam Journal On Scientific Computing. 24: 1768-1789. DOI: 10.1137/S1064827501393782  0.665
2003 L'Ecuyer P, Granger-Piché J. Combined generators with components from different families Mathematics and Computers in Simulation. 62: 395-404. DOI: 10.1016/S0378-4754(02)00234-3  0.493
2002 L'Ecuyer P, Simard R, Chen EJ, Kelton WD. An object-oriented random-number package with many long streams and substreams Operations Research. 50: 1073-1075+1077. DOI: 10.1287/Opre.50.6.1073.358  0.454
2002 Ben-Ameur H, Breton M, L'Ecuyer P. A dynamic programming procedure for pricing American-style Asian options Management Science. 48: 625-643. DOI: 10.1287/Mnsc.48.5.625.7803  0.31
2001 Hickernell FJ, Hong HS, L'écuyer P, Lemieux C. Extensible lattice sequences for quasi-Monte Carlo quadrature Siam Journal On Scientific Computing. 22: 1117-1138. DOI: 10.1137/S1064827599356638  0.636
2001 Lemieux C, L'Ecuyer P. On selection criteria for lattice rules and other quasi-Monte Carlo point sets Mathematics and Computers in Simulation. 55: 139-148. DOI: 10.1016/S0378-4754(00)00254-8  0.601
2001 L'Ecuyer P, Simard R. On the performance of birthday spacings tests with certain families of random number generators Mathematics and Computers in Simulation. 55: 131-137. DOI: 10.1016/S0378-4754(00)00253-6  0.462
2001 L'Ecuyer P. Software for uniform random number generation: Distinguishing the good and the bad Winter Simulation Conference Proceedings. 1: 95-105.  0.304
2000 Yakowitz S, L'Ecuyer P, Vázquez-Abad F. Global stochastic optimization with low-dispersion point sets Operations Research. 48: 939-950. DOI: 10.1287/Opre.48.6.939.12393  0.375
2000 L'Ecuyer P, Cordeau J, Simard R. Close-Point Spatial Tests and Their Application to Random Number Generators Operations Research. 48: 308-317. DOI: 10.1287/Opre.48.2.308.12385  0.462
2000 L'Ecuyer P, Lemieux C. Variance reduction via lattice rules Management Science. 46: 1214-1235. DOI: 10.1287/Mnsc.46.9.1214.12231  0.627
2000 Couture R, L'Ecuyer P. Lattice computations for random numbers Mathematics of Computation. 69: 757-765. DOI: 10.1090/S0025-5718-99-01112-6  0.438
1999 L'Ecuyer P. Good parameters and implementations for combined multiple recursive random number generators Operations Research. 47: 159-164. DOI: 10.1287/Opre.47.1.159  0.521
1999 Choquet D, L'Ecuyer P, Léger C. Bootstrap confidence intervals for ratios of expectations Acm Transactions On Modeling and Computer Simulation. 9: 326-348. DOI: 10.1145/352222.352224  0.352
1999 L'Ecuyer P, Simard R. Beware of linear congruential generators with multipliers of the form a = ±2q ±2r Acm Transactions On Mathematical Software. 25: 367-374. DOI: 10.1145/326147.326156  0.426
1999 Tang QY, L'Ecuyer P, Chen HF. Asymptotic efficiency of perturbation-analysis-based stochastic approximation with averaging Siam Journal On Control and Optimization. 37: 1822-1847. DOI: 10.1137/S0363012997321243  0.398
1999 L'Ecuyer P. Tables of maximally equidistributed combined LFSR generators Mathematics of Computation. 68: 261-269. DOI: 10.1090/S0025-5718-99-01039-X  0.51
1999 L'Ecuyer P. Tables of linear congruential generators of different sizes and good lattice structure Mathematics of Computation. 68: 249-260. DOI: 10.1090/S0025-5718-99-00996-5  0.366
1999 L'Ecuyer P, Martin B, Vázquez-Abad FJ. Functional estimation for a multicomponent age replacement model American Journal of Mathematical and Management Sciences. 19: 135-156. DOI: 10.1080/01966324.1999.10737477  0.311
1998 L'Ecuyer P, Yin G. Budget-Dependent Convergence Rate of Stochastic Approximation Siam Journal On Optimization. 8: 217-247. DOI: 10.1137/S1052623495270723  0.378
1997 L'Ecuyer P, Couture R. An implementation of the lattice and spectral tests for multiple recursive linear random number generators Informs Journal On Computing. 9: 206-217. DOI: 10.1287/Ijoc.9.2.206  0.528
1997 L'Ecuyer P. Bad lattice structures for vectors of nonsuccessive values produced by some linear recurrences Informs Journal On Computing. 9: 57-60. DOI: 10.1287/Ijoc.9.1.57  0.397
1997 Couture R, L'Ecuyer P. Distribution properties of multiply-with-carry random number generators Mathematics of Computation. 66: 591-607. DOI: 10.1090/S0025-5718-97-00827-2  0.456
1997 L'Ecuyer P, Andres TH. A random number generator based on the combination of four LCGs Mathematics and Computers in Simulation. 44: 99-107. DOI: 10.1016/S0378-4754(97)00052-9  0.506
1996 L'Ecuyer P. Combined multiple recursive random number generators Operations Research. 44: 816-822. DOI: 10.1287/Opre.44.5.816  0.525
1996 L'Ecuyer P. Commentary—Simulation of Algorithms for Performance Analysis Informs Journal On Computing. 8: 16-20. DOI: 10.1287/Ijoc.8.1.16  0.418
1996 L'Ecuyer P. Maximally equidistributed combined Tausworthe generators Mathematics of Computation. 65: 203-213. DOI: 10.1090/S0025-5718-96-00696-5  0.536
1996 Couture R, L'Ecuyer P. Orbits and lattices for linear random number generators with composite moduli Mathematics of Computation. 65: 189-201. DOI: 10.1090/S0025-5718-96-00673-4  0.509
1995 L'Ecuyer P. On the interchange of derivative and expectation for likelihood ratio derivative estimators Management Science. 41: 738-748. DOI: 10.1287/Mnsc.41.4.738  0.325
1995 Glynn PW, L'ecuyer P. Likelihood ratio gradient estimation for stochastic recursions Advances in Applied Probability. 27: 1019-1053. DOI: 10.1017/S0001867800047789  0.401
1994 Couture R, L'ecuyer P. On the lattice structure of certain linear congruential sequences related to awc/swb generators Mathematics of Computation. 62: 799-808. DOI: 10.2307/2153540  0.447
1994 L'Ecuyer P, Perron G. On the Convergence Rates of IPA and FDC Derivative Estimators Operations Research. 42: 643-656. DOI: 10.1287/Opre.42.4.643  0.366
1994 L'Ecuyer P, Glynn PW. Stochastic Optimization by Simulation: Convergence Proofs for the GI/G/1 Queue in Steady-State Management Science. 40: 1562-1578. DOI: 10.1287/Mnsc.40.11.1562  0.4
1994 L'Ecuyer P. Uniform random number generation Annals of Operations Research. 53: 77-120. DOI: 10.1007/Bf02136827  0.543
1994 Haurie A, L'ecuyer P, Van Delft C. Convergence of stochastic approximation coupled with perturbation analysis in a class of manufacturing flow control models Discrete Event Dynamic Systems: Theory and Applications. 4: 87-111. DOI: 10.1007/Bf01516011  0.37
1993 L'Ecuyer P, Blouin F, Couture R. A Search for Good Multiple Recursive Random Number Generators Acm Transactions On Modeling and Computer Simulation (Tomacs). 3: 87-98. DOI: 10.1145/169702.169698  0.464
1993 Tezuka S, L'Ecuyer P, Couture R. On the Lattice Structure of the Add-With-Carry and Subtract-With-Borrow Random Number Generators Acm Transactions On Modeling and Computer Simulation (Tomacs). 3: 315-331. DOI: 10.1145/159737.159749  0.521
1992 L'Ecuyer P. Convergence rates for steady-state derivative estimators Annals of Operations Research. 39: 121-136. DOI: 10.1007/Bf02060938  0.314
1991 Tezuka S, L'Ecuyer P. Efficient and Portable Combined Tausworthe Random Number Generators Acm Transactions On Modeling and Computer Simulation (Tomacs). 1: 99-112. DOI: 10.1145/116890.116892  0.503
1991 L'Ecuyer P, Côté S. Implementing a Random Number Package with Splitting Facilities Acm Transactions On Mathematical Software (Toms). 17: 98-111. DOI: 10.1145/103147.103158  0.431
1991 L'ecuyer P, Tezuka S. Structural properties for two classes of combined random number generators Mathematics of Computation. 57: 735-746. DOI: 10.1090/S0025-5718-1991-1094954-3  0.361
1990 L'Ecuyer P. A Unified View of the IPA, SF, and LR Gradient Estimation Techniques Management Science. 36: 1364-1383. DOI: 10.1287/Mnsc.36.11.1364  0.328
1990 L'Ecuyer P. Random numbers for simulation Communications of the Acm. 33: 85-97. DOI: 10.1145/84537.84555  0.517
1988 L'Ecuyer P, Haurie A. Discrete event dynamic programming with simultaneous events Mathematics of Operations Research. 13: 152-163. DOI: 10.1287/Moor.13.1.152  0.301
1988 L'Ecuyer P. Efficient and portable combined random number generators Communications of the Acm. 31: 742-751. DOI: 10.1145/62959.62969  0.53
1988 L'ecuyer P, Malenfant J. Computing Optimal Checkpointing Strategies for Rollback and Recovery Systems Ieee Transactions On Computers. 37: 491-496. DOI: 10.1109/12.2197  0.366
1986 Haurie A, L'ecuyer P. Approximation and Bounds in Discrete Event Dynamic Programming Ieee Transactions On Automatic Control. 31: 227-235. DOI: 10.1109/Tac.1986.1104250  0.327
1983 L'Ecuyer P, Haurie A. Preventive Replacement for Multicomponent Systems: An Opportunistic Discrete-Time Dynamic Programming Model Ieee Transactions On Reliability. 117-118. DOI: 10.1109/Tr.1983.5221494  0.324
1982 Haurie A, L'Ecuyer P. A Stochastic Control Approach to Group Preventive Replacement in a Multicomponent System Ieee Transactions On Automatic Control. 27: 387-393. DOI: 10.1109/Tac.1982.1102919  0.306
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