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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