Pierre L'Ecuyer

ORCID

Publication Activity (10 Years)

Years Active: 1986-2023
Publications (10 Years): 48

Top Venues

Publications

Pierre L'Ecuyer, Marvin K. Nakayama, Art B. Owen, Bruno Tuffin
Confidence Intervals for Randomized Quasi-Monte Carlo Estimators. WSC (2023)
Takashi Goda, Pierre L'Ecuyer
Construction-free median quasi-Monte Carlo rules for function spaces with unspecified smoothness and general weights. CoRR (2022)
Thuy Anh Ta, Tien Mai, Fabian Bastin, Pierre L'Ecuyer
A Logistic Regression and Linear Programming Approach for Multi-Skill Staffing Optimization in Call Centers. WSC (2022)
Sébastien M. R. Arnold, Pierre L'Ecuyer, Liyu Chen, Yi-Fan Chen, Fei Sha
Policy Learning and Evaluation with Randomized Quasi-Monte Carlo. AISTATS (2022)
Takashi Goda, Pierre L'Ecuyer
Construction-Free Median Quasi-Monte Carlo Rules for Function Spaces with Unspecified Smoothness and General Weights. SIAM J. Sci. Comput. 44 (4) (2022)
Sébastien M. R. Arnold, Pierre L'Ecuyer, Liyu Chen, Yi-Fan Chen, Fei Sha
Policy Learning and Evaluation with Randomized Quasi-Monte Carlo. CoRR (2022)
Pierre L'Ecuyer, Florian Puchhammer, Amal Ben Abdellah
Monte Carlo and Quasi-Monte Carlo Density Estimation via Conditioning. INFORMS J. Comput. 34 (3) (2022)
Florian Puchhammer, Pierre L'Ecuyer
Likelihood Ratio Density Estimation for Simulation Models. WSC (2022)
Pierre L'Ecuyer, Olivier Nadeau-Chamard, Yi-Fan Chen, Justin Lebar
Multiple Streams with Recurrence-Based, Counter-Based, and Splittable Random Number Generators. WSC (2021)
Thuy Anh Ta, Wyean Chan, Fabian Bastin, Pierre L'Ecuyer
A simulation-based decomposition approach for two-stage staffing optimization in call centers under arrival rate uncertainty. Eur. J. Oper. Res. 293 (3) (2021)
Thuy Anh Ta, Tien Mai, Fabian Bastin, Pierre L'Ecuyer
On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling. Math. Program. 190 (1) (2021)
Yijie Peng, Michael C. Fu, Jiaqiao Hu, Pierre L'Ecuyer, Bruno Tuffin
Variance Reduction for Generalized Likelihood Ratio Method in Quantile Sensitivity Estimation. WSC (2021)
Amal Ben Abdellah, Pierre L'Ecuyer, Art B. Owen, Florian Puchhammer
Density Estimation by Randomized Quasi-Monte Carlo. SIAM/ASA J. Uncertain. Quantification 9 (1) (2021)
Mamadou Thiongane, Wyean Chan, Pierre L'Ecuyer
Learning-Based Prediction of Conditional Wait Time Distributions in Multiskill Call Centers. ICORES (Selected Papers) (2021)
Mamadou Thiongane, Wyean Chan, Pierre L'Ecuyer
Delay Predictors in Multi-skill Call Centers: An Empirical Comparison with Real Data. ICORES (2020)
Pierre Marion, Maxime Godin, Pierre L'Ecuyer
An algorithm to compute the t-value of a digital net and of its projections. J. Comput. Appl. Math. 371 (2020)
Pierre L'Ecuyer, Paul Wambergue, Erwan Bourceret
Spectral Analysis of the MIXMAX Random Number Generators. INFORMS J. Comput. 32 (1) (2020)
Pierre L'Ecuyer, Pierre Marion, Maxime Godin, Florian Puchhammer
A Tool for Custom Construction of QMC and RQMC Point Sets. MCQMC (2020)
Pierre L'Ecuyer, Florian Puchhammer
Density Estimation by Monte Carlo and Quasi-Monte Carlo. MCQMC (2020)
Pierre L'Ecuyer, Pierre Marion, Maxime Godin, Florian Puchhammer
A Tool for Custom Construction of QMC and RQMC Point Sets. CoRR (2020)
Marvin K. Nakayama, Zachary T. Kaplan, Yajuan Li, Bruno Tuffin, Pierre L'Ecuyer
Quantile Estimation Via a Combination of Conditional Monte Carlo and Randomized Quasi-Monte Carlo. WSC (2020)
Zdravko I. Botev, Pierre L'Ecuyer
Sampling Conditionally on a Rare Event via Generalized Splitting. INFORMS J. Comput. 32 (4) (2020)
Amal Ben Abdellah, Pierre L'Ecuyer, Florian Puchhammer
Array-RQMC for Option Pricing Under Stochastic Volatility Models. WSC (2019)
Pierre L'Ecuyer
Editorial Introduction to the Special Issue on MCM 2017. Math. Comput. Simul. 161 (2019)
Pierre Marion, Maxime Godin, Pierre L'Ecuyer
An algorithm to compute the t-value of a digital net and of its projections. CoRR (2019)
Christian Lécot, Pierre L'Ecuyer, Rami El Haddad, Ali Tarhini
Quasi-Monte Carlo simulation of coagulation-fragmentation. Math. Comput. Simul. 161 (2019)
Pierre L'Ecuyer, Klas Gustavsson, Leif Olsson
Modeling bursts in the arrival Process to an Emergency Call Center. WSC (2018)
Pierre L'Ecuyer, David Munger, Christian Lécot, Bruno Tuffin
Sorting methods and convergence rates for Array-RQMC: Some empirical comparisons. Math. Comput. Simul. 143 (2018)
Zdravko I. Botev, Yi-Lung Chen, Pierre L'Ecuyer, Shev MacNamara, Dirk P. Kroese
Exact posterior simulation from the linear Lasso Regression. WSC (2018)
Pierre L'Ecuyer, Zdravko I. Botev, Dirk P. Kroese
On a generalized splitting method for Sampling from a Conditional Distribution. WSC (2018)
Pierre L'Ecuyer, Patrick Maillé, Nicolás E. Stier Moses, Bruno Tuffin
Non-neutrality of search engines and its impact on innovation. Internet Technol. Lett. 1 (1) (2018)
Pierre L'Ecuyer, Patrick Maillé, Nicolás E. Stier Moses, Bruno Tuffin
Revenue-Maximizing Rankings for Online Platforms with Quality-Sensitive Consumers. Oper. Res. 65 (2) (2017)
Zdravko I. Botev, Pierre L'Ecuyer
Accurate computation of the right tail of the sum of dependent log-normal variates. WSC (2017)
Pierre L'Ecuyer
History of uniform random number generation. WSC (2017)
Pierre L'Ecuyer, David Munger, Boris N. Oreshkin, Richard J. Simard
Random numbers for parallel computers: Requirements and methods, with emphasis on GPUs. Math. Comput. Simul. 135 (2017)
Mamadou Thiongane, Wyean Chan, Pierre L'Ecuyer
New history-based delay predictors for service systems. WSC (2016)
Zdravko I. Botev, Pierre L'Ecuyer, Richard J. Simard, Bruno Tuffin
Static Network Reliability Estimation under the Marshall-Olkin Copula. ACM Trans. Model. Comput. Simul. 26 (2) (2016)
Pierre L'Ecuyer, Patrick Maillé, Nicolás E. Stier Moses, Bruno Tuffin
Search (Non-)Neutrality and Impact on Innovation: Short talk. SIGMETRICS Perform. Evaluation Rev. 44 (3) (2016)
Pierre L'Ecuyer, David Munger
Algorithm 958: Lattice Builder: A General Software Tool for Constructing Rank-1 Lattice Rules. ACM Trans. Math. Softw. 42 (2) (2016)
Wyean Chan, Thuy Anh Ta, Pierre L'Ecuyer, Fabian Bastin
Two-stage chance-constrained staffing with agent recourse for multi-skill call centers. WSC (2016)
Rouba Ibrahim, Pierre L'Ecuyer, Haipeng Shen, Mamadou Thiongane
Inter-dependent, heterogeneous, and time-varying service-time distributions in call centers. Eur. J. Oper. Res. 250 (2) (2016)
Boris N. Oreshkin, Nazim Régnard, Pierre L'Ecuyer
Rate-Based Daily Arrival Process Models with Application to Call Centers. Oper. Res. 64 (2) (2016)
Zdravko I. Botev, Pierre L'Ecuyer
Simulation from the Normal Distribution Truncated to an Interval in the Tail. VALUETOOLS (2016)
Pierre L'Ecuyer
Imitation challenges: from uniform random variables to complex systems. WSC (2015)
Zdravko I. Botev, Pierre L'Ecuyer
Efficient probability estimation and simulation of the truncated multivariate student-t distribution. WSC (2015)
Mamadou Thiongane, Wyean Chan, Pierre L'Ecuyer
Waiting time predictors for multi-skill call centers. WSC (2015)
Thuy Anh Ta, Wyean Chan, Pierre L'Ecuyer, Fabian Bastin
Chance-constrained scheduling with recourse for multi-skill call centers with arrival-rate and absenteeism uncertainty. WSC (2015)
Pierre L'Ecuyer
Random number generation with multiple streams for sequential and parallel computing. WSC (2015)
Peter J. Haas, Shane G. Henderson, Pierre L'Ecuyer
Guest editors' introduction to special issue on the third INFORMS simulation society research workshop. ACM Trans. Model. Comput. Simul. 24 (1) (2014)
Wyean Chan, Ger Koole, Pierre L'Ecuyer
Dynamic Call Center Routing Policies Using Call Waiting and Agent Idle Times. Manuf. Serv. Oper. Manag. 16 (4) (2014)
Zdravko I. Botev, Slava Vaisman, Reuven Y. Rubinstein, Pierre L'Ecuyer
Reliability of stochastic flow networks with continuous link capacities. WSC (2014)
Marie Pelleau, Louis-Martin Rousseau, Pierre L'Ecuyer, Walid Zegal, Louis Delorme
Scheduling Agents Using Forecast Call Arrivals at Hydro-Québec's Call Centers. CP (2014)
Pierre L'Ecuyer, Richard J. Simard
On the Lattice Structure of a Special Class of Multiple Recursive Random Number Generators. INFORMS J. Comput. 26 (3) (2014)
Nicolas Chapados, Marc Joliveau, Pierre L'Ecuyer, Louis-Martin Rousseau
Retail store scheduling for profit. Eur. J. Oper. Res. 239 (3) (2014)
Bruno Tuffin, Samira Saggadi, Pierre L'Ecuyer
An adaptive zero-variance importance sampling approximation for static network dependability evaluation. Comput. Oper. Res. 45 (2014)
Arbi Bouchoucha, Houari A. Sahraoui, Pierre L'Ecuyer
Towards Understanding the Behavior of Classes Using Probabilistic Models of Program Inputs. FASE (2013)
Amel Jaoua, Pierre L'Ecuyer, Louis Delorme
Call-type dependence in multiskill call centers. Simul. 89 (6) (2013)
Rouba Ibrahim, Pierre L'Ecuyer
Forecasting Call Center Arrivals: Fixed-Effects, Mixed-Effects, and Bivariate Models. Manuf. Serv. Oper. Manag. 15 (1) (2013)
Zdravko I. Botev, Pierre L'Ecuyer, Bruno Tuffin
Markov chain importance sampling with applications to rare event probability estimation. Stat. Comput. 23 (2) (2013)
Simon J. E. Taylor, Stephen E. Chick, Charles M. Macal, Sally C. Brailsford, Pierre L'Ecuyer, Barry L. Nelson
Modeling and simulation grand challenges: An OR/MS perspective. WSC (2013)
Zdravko I. Botev, Pierre L'Ecuyer, Gerardo Rubino, Richard J. Simard, Bruno Tuffin
Static Network Reliability Estimation via Generalized Splitting. INFORMS J. Comput. 25 (1) (2013)
Rouba Ibrahim, Nazim Régnard, Pierre L'Ecuyer, Haipeng Shen
On the modeling and forecasting of call center arrivals. WSC (2012)
Pierre L'Ecuyer, David Munger
Constructing adapted lattice rules using problem-dependent criteria. WSC (2012)
Nabil Channouf, Pierre L'Ecuyer
A normal copula model for the arrival process in a call center. Int. Trans. Oper. Res. 19 (6) (2012)
Zdravko I. Botev, Pierre L'Ecuyer, Bruno Tuffin
Dependent failures in highly reliable static networks. WSC (2012)
Vasile Sinescu, Pierre L'Ecuyer
Variance bounds and existence results for randomly shifted lattice rules. J. Comput. Appl. Math. 236 (13) (2012)
Pierre L'Ecuyer, Bruno Tuffin
Approximating zero-variance importance sampling in a reliability setting. Ann. Oper. Res. 189 (1) (2011)
Zdravko I. Botev, Pierre L'Ecuyer, Bruno Tuffin
An importance sampling method based on a one-step look-ahead density from a Markov chain. WSC (2011)
Pierre L'Ecuyer, Samira Saggadi, Bruno Tuffin
Graph reductions to speed up importance sampling-based static reliability estimation. WSC (2011)
Pierre L'Ecuyer, Gerardo Rubino, Samira Saggadi, Bruno Tuffin
Approximate Zero-Variance Importance Sampling for Static Network Reliability Estimation. IEEE Trans. Reliab. 60 (3) (2011)
Marco Bijvank, Pierre L'Ecuyer, Patrice Marcotte
RMSIM: a Java library for simulating revenue management systems. WSC (2011)
Vasile Sinescu, Pierre L'Ecuyer
Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights. J. Complex. 27 (5) (2011)
Pierre L'Ecuyer, Jose H. Blanchet, Bruno Tuffin, Peter W. Glynn
Asymptotic robustness of estimators in rare-event simulation. ACM Trans. Model. Comput. Simul. 20 (1) (2010)
Athanassios N. Avramidis, Wyean Chan, Michel Gendreau, Pierre L'Ecuyer, Ornella Pisacane
Optimizing daily agent scheduling in a multiskill call center. Eur. J. Oper. Res. 200 (3) (2010)
Héctor Cancela, Pierre L'Ecuyer, Gerardo Rubino, Bruno Tuffin
Combination of conditional Monte Carlo and approximate zero-variance importance sampling for network reliability estimation. WSC (2010)
Rany El Haddad, Christian Lécot, Pierre L'Ecuyer, N. Nassif
Quasi-Monte Carlo methods for Markov chains with continuous multi-dimensional state space. Math. Comput. Simul. 81 (3) (2010)
Pierre L'Ecuyer, C. Sanvido
Coupling from the past with randomized quasi-Monte Carlo. Math. Comput. Simul. 81 (3) (2010)
François Panneton, Pierre L'Ecuyer
Resolution-stationary random number generators. Math. Comput. Simul. 80 (6) (2010)
Maxime Dion, Pierre L'Ecuyer
American option pricing with randomized quasi-Monte Carlo simulations. WSC (2010)
Pierre L'Ecuyer
Quasi-Monte Carlo methods with applications in finance. Finance Stochastics 13 (3) (2009)
Nabil Channouf, Pierre L'Ecuyer
Fitting a Normal Copula for a Multivariate Distribution with both Discrete and Continuous Marginals. WSC (2009)
Athanassios N. Avramidis, Nabil Channouf, Pierre L'Ecuyer
Efficient Correlation Matching for Fitting Discrete Multivariate Distributions with Arbitrary Marginals and Normal-Copula Dependence. INFORMS J. Comput. 21 (1) (2009)
Pierre L'Ecuyer, Bruno Tuffin
On the Error Distribution for Randomly-shifted Lattice Rules. WSC (2009)
Pierre L'Ecuyer
A practical view of randomized quasi-Monte Carlo: invited presentation, extended abstract. VALUETOOLS (2009)
Pierre L'Ecuyer
Comparison of Point Sets and Sequences for Quasi-Monte Carlo and for Random Number Generation. SETA (2008)
Hiroshi Haramoto, Makoto Matsumoto, Pierre L'Ecuyer
A Fast Jump Ahead Algorithm for Linear Recurrences in a Polynomial Space. SETA (2008)
Mehmet Tolga Çezik, Pierre L'Ecuyer
Staffing Multiskill Call Centers via Linear Programming and Simulation. Manag. Sci. 54 (2) (2008)
Pierre L'Ecuyer, Christian Lécot, Bruno Tuffin
A Randomized Quasi-Monte Carlo Simulation Method for Markov Chains. Oper. Res. 56 (4) (2008)
Eric Buist, Wyean Chan, Pierre L'Ecuyer
Speeding up call center simulation and optimization by Markov chain uniformization. WSC (2008)
Winfried K. Grassmann, Martin L. Puterman, Pierre L'Ecuyer, Armann Ingolfsson
Four Canadian Contributions to Stochastic Modeling. INFOR Inf. Syst. Oper. Res. 46 (1) (2008)
Hiroshi Haramoto, Makoto Matsumoto, Takuji Nishimura, François Panneton, Pierre L'Ecuyer
Efficient Jump Ahead for 2-Linear Random Number Generators. INFORMS J. Comput. 20 (3) (2008)
Pierre L'Ecuyer, Jean-Sebastien Parent-Chartier, Maxime Dion
Simulation of a Lévy process by PCA sampling to reduce the effective dimension. WSC (2008)
Pierre L'Ecuyer, Bruno Tuffin
Approximate zero-variance simulation. WSC (2008)
Pierre L'Ecuyer, Eric Buist
On the interaction between stratification and control variates, with illustrations in a call centre simulation. J. Simulation 2 (1) (2008)
Pieter-Tjerk de Boer, Pierre L'Ecuyer, Gerardo Rubino, Bruno Tuffin
Estimating the probability of a rare event over a finite time horizon. WSC (2007)
Alexandre Deslauriers, Pierre L'Ecuyer, Juta Pichitlamken, Armann Ingolfsson, Athanassios N. Avramidis
Markov chain models of a telephone call center with call blending. Comput. Oper. Res. 34 (6) (2007)
Pierre L'Ecuyer
Efficient and portable 32-bit random variate generators (1986). WSC (2007)
Pierre L'Ecuyer, Richard J. Simard
TestU01: A C library for empirical testing of random number generators. ACM Trans. Math. Softw. 33 (4) (2007)
David Goldsman, James O. Henriksen, Pierre L'Ecuyer, Barry L. Nelson, David H. Withers, Nilay Tanik Argon
Fortieth anniversary special panel: Landmark papers. WSC (2007)
Pierre L'Ecuyer, Valérie Demers, Bruno Tuffin
Rare events, splitting, and quasi-Monte Carlo. ACM Trans. Model. Comput. Simul. 17 (2) (2007)

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Publication Activity (10 Years)

Top Topics

Top Venues

Pierre L'Ecuyer