Christiane Lemieux

Publication Activity (10 Years)

Years Active: 1998-2024
Publications (10 Years): 14

Top Topics

Parameter Estimation

Top Venues

Math. Comput. Simul.

Publications

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 (2024)
Nathan Kirk, Christiane Lemieux
An improved Halton sequence for implementation in quasi-Monte Carlo methods. CoRR (2024)
Gracia Y. Dong, Christiane Lemieux
Dependence properties of scrambled Halton sequences. Math. Comput. Simul. 200 (2022)
Erik Hintz, Marius Hofert, Christiane Lemieux
Package nvmix. J. Stat. Softw. 102 (2) (2022)
Erik Hintz, Marius Hofert, Christiane Lemieux
Normal variance mixtures: Distribution, density and parameter estimation. Comput. Stat. Data Anal. 157 (2021)
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) (2021)
Christiane Lemieux, Jaspar Wiart
On the Distribution of Scrambled (0, m, s)-Nets Over Unanchored Boxes. MCQMC (2020)
Henri Faure, Christiane Lemieux
Implementation of irreducible Sobol sequences in prime power bases. CoRR (2019)
Henri Faure, Christiane Lemieux
Implementation of irreducible Sobol' sequences in prime power bases. Math. Comput. Simul. 161 (2019)
Christiane Lemieux
Negative Dependence, Scrambled Nets, and Variance Bounds. Math. Oper. Res. 43 (1) (2018)
Henri Faure, Christiane Lemieux
Low-discrepancy sequences: Atanassov's methods revisited. Math. Comput. Simul. 132 (2017)
Henri Faure, Christiane Lemieux
A review of discrepancy bounds for (t, s) and -sequences with numerical comparisons. Math. Comput. Simul. 135 (2017)
Mathieu Cambou, Marius Hofert, Christiane Lemieux
Quasi-random numbers for copula models. Stat. Comput. 27 (5) (2017)
Christiane Lemieux
Tractability using periodized generalized Faure sequences. J. Complex. 31 (1) (2015)
Henri Faure, Christiane Lemieux
A variant of Atanassov's method for (t, s)-sequences and (t, e, s)-sequences. J. Complex. 30 (5) (2014)
Dirk Ormoneit, Christiane Lemieux, David J. Fleet
Lattice Particle Filters CoRR (2013)
Rodolfo G. Esteves, Michael D. McCool, Christiane Lemieux
Real options for mobile communication management. GLOBECOM Workshops (2011)
Henri Faure, Christiane Lemieux
Improved Halton sequences and discrepancy bounds. Monte Carlo Methods Appl. 16 (3-4) (2010)
Henri Faure, Christiane Lemieux
Generalized Halton sequences in 2008: A comparative study. ACM Trans. Model. Comput. Simul. 19 (4) (2009)
Carole Bernard, Christiane Lemieux
Fast simulation of equity-linked life insurance contracts with a surrender option. WSC (2008)
Hardeep S. Gill, Christiane Lemieux
Searching for extensible Korobov rules. J. Complex. 23 (4-6) (2007)
Radu V. Craiu, Christiane Lemieux
Acceleration of the Multiple-Try Metropolis algorithm using antithetic and stratified sampling. Stat. Comput. 17 (2) (2007)
Christiane Lemieux, Paul Sidorsky
Exact sampling with highly uniform point sets. Math. Comput. Model. 43 (3-4) (2006)
Christiane Lemieux, Jennie La
A study of variance reduction techniques for American option pricing. WSC (2005)
Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux
Combination of General Antithetic Transformations and Control Variables. Math. Oper. Res. 29 (4) (2004)
Christiane Lemieux
Randomized Quasi-Monte Carlo: A Tool for Improving the Efficiency of Simulations in Finance. WSC (2004)
Christiane Lemieux, Pierre L'Ecuyer
Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation. SIAM J. Sci. Comput. 24 (5) (2003)
Dirk Ormoneit, Christiane Lemieux, David J. Fleet
Lattice Particle Filters. UAI (2001)
Christiane Lemieux, Pierre L'Ecuyer
On the Use of Quasi-Monte Carlo Methods in Computational Finance. International Conference on Computational Science (1) (2001)
Fred J. Hickernell, Hee Sun Hong, Pierre L'Ecuyer, Christiane Lemieux
Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature. SIAM J. Sci. Comput. 22 (3) (2000)
Christiane Lemieux, Pierre L'Ecuyer
Quasi-random numbers and their applications: using lattice rules for variance reduction in simulation. WSC (2000)
Pierre L'Ecuyer, Christiane Lemieux
Quasi-Monte Carlo via linear shift-register sequences. WSC (1999)
Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux
Variance reduction of Monte Carlo and randomized quasi-Monte Carlo estimators for stochastic volatility models in finance. WSC (1999)
Christiane Lemieux, Pierre L'Ecuyer
An Empirical Comparison of Diffusion Approximations and Simulation in ATM Networks. MASCOTS (1998)
Christiane Lemieux, Pierre L'Ecuyer
Efficiency Improvement by Lattice Rules for Pricing Asian Options. WSC (1998)