Pierre L'Ecuyer
Orcid: 0000-0002-3184-0796Affiliations:
- Université de Montréal, Canada
According to our database1,
Pierre L'Ecuyer
authored at least 192 papers
between 1986 and 2023.
Collaborative distances:
Collaborative distances:
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Online presence:
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on zbmath.org
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on orcid.org
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on id.loc.gov
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on d-nb.info
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on dl.acm.org
On csauthors.net:
Bibliography
2023
Proceedings of the Winter Simulation Conference, 2023
2022
Construction-Free Median Quasi-Monte Carlo Rules for Function Spaces with Unspecified Smoothness and General Weights.
SIAM J. Sci. Comput., August, 2022
INFORMS J. Comput., 2022
A Logistic Regression and Linear Programming Approach for Multi-Skill Staffing Optimization in Call Centers.
Proceedings of the Winter Simulation Conference, 2022
Proceedings of the Winter Simulation Conference, 2022
Proceedings of the International Conference on Artificial Intelligence and Statistics, 2022
2021
On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling.
Math. Program., 2021
SIAM/ASA J. Uncertain. Quantification, 2021
A simulation-based decomposition approach for two-stage staffing optimization in call centers under arrival rate uncertainty.
Eur. J. Oper. Res., 2021
Variance Reduction for Generalized Likelihood Ratio Method in Quantile Sensitivity Estimation.
Proceedings of the Winter Simulation Conference, 2021
Multiple Streams with Recurrence-Based, Counter-Based, and Splittable Random Number Generators.
Proceedings of the Winter Simulation Conference, 2021
Learning-Based Prediction of Conditional Wait Time Distributions in Multiskill Call Centers.
Proceedings of the Operations Research and Enterprise Systems, 2021
2020
J. Comput. Appl. Math., 2020
INFORMS J. Comput., 2020
Quantile Estimation Via a Combination of Conditional Monte Carlo and Randomized Quasi-Monte Carlo.
Proceedings of the Winter Simulation Conference, 2020
Proceedings of the Monte Carlo and Quasi-Monte Carlo Methods, 2020
Proceedings of the Monte Carlo and Quasi-Monte Carlo Methods, 2020
Delay Predictors in Multi-skill Call Centers: An Empirical Comparison with Real Data.
Proceedings of the 9th International Conference on Operations Research and Enterprise Systems, 2020
2019
Math. Comput. Simul., 2019
Proceedings of the 2019 Winter Simulation Conference, 2019
Proceedings of the Systems Modeling: Methodologies and Tools, 2019
2018
Math. Comput. Simul., 2018
Internet Technol. Lett., 2018
Proceedings of the 2018 Winter Simulation Conference, 2018
Proceedings of the 2018 Winter Simulation Conference, 2018
Proceedings of the 2018 Winter Simulation Conference, 2018
2017
Random numbers for parallel computers: Requirements and methods, with emphasis on GPUs.
Math. Comput. Simul., 2017
Oper. Res., 2017
Proceedings of the 2017 Winter Simulation Conference, 2017
Proceedings of the 2017 Winter Simulation Conference, 2017
2016
Algorithm 958: Lattice Builder: A General Software Tool for Constructing Rank-1 Lattice Rules.
ACM Trans. Math. Softw., 2016
ACM Trans. Model. Comput. Simul., 2016
SIGMETRICS Perform. Evaluation Rev., 2016
Oper. Res., 2016
Inter-dependent, heterogeneous, and time-varying service-time distributions in call centers.
Eur. J. Oper. Res., 2016
Proceedings of the Winter Simulation Conference, 2016
Two-stage chance-constrained staffing with agent recourse for multi-skill call centers.
Proceedings of the Winter Simulation Conference, 2016
Proceedings of the 10th EAI International Conference on Performance Evaluation Methodologies and Tools, 2016
2015
Proceedings of the 2015 Winter Simulation Conference, 2015
Chance-constrained scheduling with recourse for multi-skill call centers with arrival-rate and absenteeism uncertainty.
Proceedings of the 2015 Winter Simulation Conference, 2015
Proceedings of the 2015 Winter Simulation Conference, 2015
Random number generation with multiple streams for sequential and parallel computing.
Proceedings of the 2015 Winter Simulation Conference, 2015
Efficient probability estimation and simulation of the truncated multivariate student-t distribution.
Proceedings of the 2015 Winter Simulation Conference, 2015
2014
Guest editors' introduction to special issue on the third INFORMS simulation society research workshop.
ACM Trans. Model. Comput. Simul., 2014
Manuf. Serv. Oper. Manag., 2014
On the Lattice Structure of a Special Class of Multiple Recursive Random Number Generators.
INFORMS J. Comput., 2014
An adaptive zero-variance importance sampling approximation for static network dependability evaluation.
Comput. Oper. Res., 2014
Proceedings of the 2014 Winter Simulation Conference, 2014
Proceedings of the Principles and Practice of Constraint Programming, 2014
2013
Markov chain importance sampling with applications to rare event probability estimation.
Stat. Comput., 2013
Forecasting Call Center Arrivals: Fixed-Effects, Mixed-Effects, and Bivariate Models.
Manuf. Serv. Oper. Manag., 2013
INFORMS J. Comput., 2013
Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013
Towards Understanding the Behavior of Classes Using Probabilistic Models of Program Inputs.
Proceedings of the Fundamental Approaches to Software Engineering, 2013
2012
J. Comput. Appl. Math., 2012
Int. Trans. Oper. Res., 2012
Proceedings of the Winter Simulation Conference, 2012
Proceedings of the Winter Simulation Conference, 2012
Proceedings of the Winter Simulation Conference, 2012
2011
Proceedings of the International Encyclopedia of Statistical Science, 2011
Proceedings of the International Encyclopedia of Statistical Science, 2011
Approximate Zero-Variance Importance Sampling for Static Network Reliability Estimation.
IEEE Trans. Reliab., 2011
Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights.
J. Complex., 2011
Ann. Oper. Res., 2011
Graph reductions to speed up importance sampling-based static reliability estimation.
Proceedings of the Winter Simulation Conference 2011, 2011
An importance sampling method based on a one-step look-ahead density from a Markov chain.
Proceedings of the Winter Simulation Conference 2011, 2011
Proceedings of the Winter Simulation Conference 2011, 2011
2010
ACM Trans. Model. Comput. Simul., 2010
Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space.
Math. Comput. Simul., 2010
Eur. J. Oper. Res., 2010
Proceedings of the 2010 Winter Simulation Conference, 2010
Combination of conditional Monte Carlo and approximate zero-variance importance sampling for network reliability estimation.
Proceedings of the 2010 Winter Simulation Conference, 2010
2009
Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence.
INFORMS J. Comput., 2009
Proceedings of the 2009 Winter Simulation Conference, 2009
Fitting a Normal Copula for a Multivariate Distribution with both Discrete and Continuous Marginals.
Proceedings of the 2009 Winter Simulation Conference, 2009
A practical view of randomized quasi-Monte Carlo: invited presentation, extended abstract.
Proceedings of the 4th International Conference on Performance Evaluation Methodologies and Tools, 2009
Proceedings of the Rare Event Simulation using Monte Carlo Methods, 2009
Proceedings of the Rare Event Simulation using Monte Carlo Methods, 2009
2008
Manag. Sci., 2008
On the interaction between stratification and control variates, with illustrations in a call centre simulation.
J. Simulation, 2008
INFOR Inf. Syst. Oper. Res., 2008
Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008
Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008
Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008
Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation.
Proceedings of the Sequences and Their Applications, 2008
Proceedings of the Sequences and Their Applications, 2008
2007
ACM Trans. Math. Softw., 2007
ACM Trans. Model. Comput. Simul., 2007
Comput. Oper. Res., 2007
Proceedings of the Winter Simulation Conference, 2007
Proceedings of the Winter Simulation Conference, 2007
Proceedings of the Winter Simulation Conference, 2007
2006
ACM Trans. Math. Softw., 2006
Efficient Monte Carlo and Quasi - Monte Carlo Option Pricing Under the Variance Gamma Model.
Manag. Sci., 2006
Proceedings of the Winter Simulation Conference WSC 2006, 2006
Proceedings of the Winter Simulation Conference WSC 2006, 2006
Splitting with weight windows to control the likelihood ratio in importance sampling.
Proceedings of the 1st International Conference on Performance Evaluation Methodolgies and Tools, 2006
Proceedings of the Third International Conference on the Quantitative Evaluation of Systems (QEST 2006), 2006
2005
Fast random number generators based on linear recurrences modulo 2: overview and comparison.
Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005
Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005
Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005
Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005
2004
Math. Oper. Res., 2004
Proceedings of the 36th conference on Winter simulation, 2004
2003
SIAM J. Sci. Comput., 2003
Math. Comput. Simul., 2003
Customer relations management: call center operations: modelling and simulation of a telephone call center.
Proceedings of the 35th Winter Simulation Conference: Driving Innovation, 2003
Proceedings of the 35th Winter Simulation Conference: Driving Innovation, 2003
New simulation methodology for finance: efficient simulation of gamma and variance-gamma processes.
Proceedings of the 35th Winter Simulation Conference: Driving Innovation, 2003
2002
SIAM J. Sci. Comput., 2002
Manag. Sci., 2002
Oper. Res., 2002
Proceedings of the 34th Winter Simulation Conference: Exploring New Frontiers, 2002
2001
ACM Trans. Model. Comput. Simul., 2001
Proceedings of the 33nd conference on Winter simulation, 2001
Panel: academic perspectives: various ways academics teach simulation: are they all appropriate?
Proceedings of the 33nd conference on Winter simulation, 2001
Proceedings of the Computational Science - ICCS 2001, 2001
Proceedings of the Computational Science - ICCS 2001, 2001
2000
SIAM J. Sci. Comput., 2000
Oper. Res., 2000
Quasi-random numbers and their applications: using lattice rules for variance reduction in simulation.
Proceedings of the 32nd conference on Winter simulation, 2000
Fast combined multiple recursive generators with multipliers of the form <i>a</i> = ±2<sup><i>q</i></sup> ±2<sup><i>r</i></sup>.
Proceedings of the 32nd conference on Winter simulation, 2000
Proceedings of the 32nd conference on Winter simulation, 2000
1999
Beware of linear congruential generators with multipliers of the form <i>a</i> = ±2<i><sup>q</sup></i> ±2<i><sup>r</sup></i>.
ACM Trans. Math. Softw., 1999
ACM Trans. Model. Comput. Simul., 1999
Tables of linear congruential generators of different sizes and good lattice structure.
Math. Comput., 1999
Good Parameters and Implementations for Combined Multiple Recursive Random Number Generators.
Oper. Res., 1999
Proceedings of the 31st conference on Winter simulation: Simulation, 1999
Proceedings of the 31st conference on Winter simulation: Simulation, 1999
Variance reduction of Monte Carlo and randomized quasi-Monte Carlo estimators for stochastic volatility models in finance.
Proceedings of the 31st conference on Winter simulation: Simulation, 1999
1998
Guest Editors' Introduction to the Special Issue on Uniform Random Number Generation.
ACM Trans. Model. Comput. Simul., 1998
Proceedings of the 30th conference on Winter simulation, 1998
Proceedings of the 30th conference on Winter simulation, 1998
Proceedings of the MASCOTS 1998, 1998
1997
Math. Comput., 1997
An Implementation of the Lattice and Spectral Tests for Multiple Recursive Linear Random Number Generators.
INFORMS J. Comput., 1997
Bad Lattice Structures for Vectors of Nonsuccessive Values Produced by Some Linear Recurrences.
INFORMS J. Comput., 1997
Functional Estimation with Respect to a Threshold Parameter via Dynamic Split-and-Merge.
Discret. Event Dyn. Syst., 1997
Discret. Event Dyn. Syst., 1997
Proceedings of the 29th conference on Winter simulation, 1997
1996
Math. Comput., 1996
INFORMS J. Comput., 1996
Proceedings of the 28th conference on Winter simulation, 1996
1995
Proceedings of the 27th conference on Winter simulation, 1995
1994
Gradient estimation via perturbation analysis, by Paul Glasserman, Kluwer, Boston. MA, 1991, 221 pp.
Networks, 1994
Convergence of stochastic approximation coupled with perturbation analysis in a class of manufacturing flow control models.
Discret. Event Dyn. Syst., 1994
Proceedings of the 26th conference on Winter simulation, 1994
Proceedings of the 26th conference on Winter simulation, 1994
1993
On the Lattice Structure of the Add-With-Carry and Subtract-With-Borrow Random Number Generators.
ACM Trans. Model. Comput. Simul., 1993
ACM Trans. Model. Comput. Simul., 1993
Proceedings of the 25th Winter Simulation Conference, 1993
1992
Proceedings of the 24th Winter Simulation Conference, 1992
Proceedings of the 24th Winter Simulation Conference, 1992
1991
ACM Trans. Math. Softw., 1991
ACM Trans. Model. Comput. Simul., 1991
Comparing alternative methods for derivative estimation when IPA does not apply directly.
Proceedings of the 23th Winter Simulation Conference, 1991
Proceedings of the 23th Winter Simulation Conference, 1991
Proceedings of the 23th Winter Simulation Conference, 1991
1990
1989
Proceedings of the 21st Winter Simulation Conference, 1989
Proceedings of the 21st Winter Simulation Conference, 1989
1988
IEEE Trans. Computers, 1988
Proceedings of the 20th conference on Winter simulation, 1988
1987
Proceedings of the 19th conference on Winter simulation, 1987
1986
Proceedings of the 18th conference on Winter simulation, 1986