Christiane Lemieux

According to our database, Christiane Lemieux authored at least 34 papers between 1998 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

An improved Halton sequence for implementation in quasi-Monte Carlo methods.

Nathan Kirk, Christiane Lemieux

CoRR, 2024

Message-Passing Monte Carlo: Generating low-discrepancy point sets via Graph Neural Networks.

T. Konstantin Rusch, Nathan Kirk, Michael M. Bronstein, Christiane Lemieux, Daniela Rus

CoRR, 2024

2022

Dependence properties of scrambled Halton sequences.

Gracia Y. Dong, Christiane Lemieux

Math. Comput. Simul., 2022

Multivariate Normal Variance Mixtures in <i>R</i>: The <i>R</i> Package nvmix.

Erik Hintz, Marius Hofert, Christiane Lemieux

J. Stat. Softw., 2022

2021

On the dependence structure and quality of scrambled (t, m, s)-nets.

Jaspar Wiart, Christiane Lemieux, Gracia Y. Dong

Monte Carlo Methods Appl., 2021

Normal variance mixtures: Distribution, density and parameter estimation.

Erik Hintz, Marius Hofert, Christiane Lemieux

Comput. Stat. Data Anal., 2021

2020

On the Distribution of Scrambled (0, m, s)-Nets Over Unanchored Boxes.

Christiane Lemieux, Jaspar Wiart

Proceedings of the Monte Carlo and Quasi-Monte Carlo Methods, 2020

2019

Implementation of irreducible Sobol' sequences in prime power bases.

Henri Faure, Christiane Lemieux

Math. Comput. Simul., 2019

2018

Negative Dependence, Scrambled Nets, and Variance Bounds.

Christiane Lemieux

Math. Oper. Res., 2018

2017

Quasi-random numbers for copula models.

Mathieu Cambou, Marius Hofert, Christiane Lemieux

Stat. Comput., 2017

A review of discrepancy bounds for (t, s) and -sequences with numerical comparisons.

Henri Faure, Christiane Lemieux

Math. Comput. Simul., 2017

Low-discrepancy sequences: Atanassov's methods revisited.

Henri Faure, Christiane Lemieux

Math. Comput. Simul., 2017

2015

Tractability using periodized generalized Faure sequences.

Christiane Lemieux

J. Complex., 2015

2014

A variant of Atanassov's method for (t, s)-sequences and (t, e, s)-sequences.

Henri Faure, Christiane Lemieux

J. Complex., 2014

2011

Real options for mobile communication management.

Rodolfo G. Esteves, Michael D. McCool, Christiane Lemieux

Proceedings of the Workshops Proceedings of the Global Communications Conference, 2011

2010

Improved Halton sequences and discrepancy bounds.

Henri Faure, Christiane Lemieux

Monte Carlo Methods Appl., 2010

2009

Generalized Halton sequences in 2008: A comparative study.

Henri Faure, Christiane Lemieux

ACM Trans. Model. Comput. Simul., 2009

2008

Fast simulation of equity-linked life insurance contracts with a surrender option.

Carole Bernard, Christiane Lemieux

Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008

2007

Acceleration of the Multiple-Try Metropolis algorithm using antithetic and stratified sampling.

Radu V. Craiu, Christiane Lemieux

Stat. Comput., 2007

Searching for extensible Korobov rules.

Hardeep S. Gill, Christiane Lemieux

J. Complex., 2007

2006

Exact sampling with highly uniform point sets.

Christiane Lemieux, Paul Sidorsky

Math. Comput. Model., 2006

Chapter 12 Quasi-Random Number Techniques.

Christiane Lemieux

Proceedings of the Simulation, 2006

2005

A study of variance reduction techniques for American option pricing.

Christiane Lemieux, Jennie La

Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005

2004

Combination of General Antithetic Transformations and Control Variables.

Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux

Math. Oper. Res., 2004

Randomized Quasi-Monte Carlo: A Tool for Improving the Efficiency of Simulations in Finance.

Christiane Lemieux

Proceedings of the 36th conference on Winter simulation, 2004

2003

Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation.

Christiane Lemieux, Pierre L'Ecuyer

SIAM J. Sci. Comput., 2003

2001

Lattice Particle Filters.

Dirk Ormoneit, Christiane Lemieux, David J. Fleet

Proceedings of the UAI '01: Proceedings of the 17th Conference in Uncertainty in Artificial Intelligence, 2001

On the Use of Quasi-Monte Carlo Methods in Computational Finance.

Christiane Lemieux, Pierre L'Ecuyer

Proceedings of the Computational Science - ICCS 2001, 2001

2000

Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature.

Fred J. Hickernell, Hee Sun Hong, Pierre L'Ecuyer, Christiane Lemieux

SIAM J. Sci. Comput., 2000

Quasi-random numbers and their applications: using lattice rules for variance reduction in simulation.

Christiane Lemieux, Pierre L'Ecuyer

Proceedings of the 32nd conference on Winter simulation, 2000

1999

Quasi-Monte Carlo via linear shift-register sequences.

Pierre L'Ecuyer, Christiane Lemieux

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.

Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux

Proceedings of the 31st conference on Winter simulation: Simulation, 1999

1998

Efficiency Improvement by Lattice Rules for Pricing Asian Options.

Christiane Lemieux, Pierre L'Ecuyer

Proceedings of the 30th conference on Winter simulation, 1998

An Empirical Comparison of Diffusion Approximations and Simulation in ATM Networks.

Christiane Lemieux, Pierre L'Ecuyer

Proceedings of the MASCOTS 1998, 1998