Christiane Lemieux

Orcid: 0000-0002-6711-602X

According to our database1, Christiane Lemieux authored at least 34 papers between 1998 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
An improved Halton sequence for implementation in quasi-Monte Carlo methods.
CoRR, 2024

Message-Passing Monte Carlo: Generating low-discrepancy point sets via Graph Neural Networks.
CoRR, 2024

2022
Dependence properties of scrambled Halton sequences.
Math. Comput. Simul., 2022

Multivariate Normal Variance Mixtures in <i>R</i>: The <i>R</i> Package nvmix.
J. Stat. Softw., 2022

2021
On the dependence structure and quality of scrambled (t, m, s)-nets.
Monte Carlo Methods Appl., 2021

Normal variance mixtures: Distribution, density and parameter estimation.
Comput. Stat. Data Anal., 2021

2020
On the Distribution of Scrambled (0, m, s)-Nets Over Unanchored Boxes.
Proceedings of the Monte Carlo and Quasi-Monte Carlo Methods, 2020

2019
Implementation of irreducible Sobol' sequences in prime power bases.
Math. Comput. Simul., 2019

2018
Negative Dependence, Scrambled Nets, and Variance Bounds.
Math. Oper. Res., 2018

2017
Quasi-random numbers for copula models.
Stat. Comput., 2017

A review of discrepancy bounds for (t, s) and -sequences with numerical comparisons.
Math. Comput. Simul., 2017

Low-discrepancy sequences: Atanassov's methods revisited.
Math. Comput. Simul., 2017

2015
Tractability using periodized generalized Faure sequences.
J. Complex., 2015

2014
A variant of Atanassov's method for (t, s)-sequences and (t, e, s)-sequences.
J. Complex., 2014

2011
Real options for mobile communication management.
Proceedings of the Workshops Proceedings of the Global Communications Conference, 2011

2010
Improved Halton sequences and discrepancy bounds.
Monte Carlo Methods Appl., 2010

2009
Generalized Halton sequences in 2008: A comparative study.
ACM Trans. Model. Comput. Simul., 2009

2008
Fast simulation of equity-linked life insurance contracts with a surrender option.
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.
Stat. Comput., 2007

Searching for extensible Korobov rules.
J. Complex., 2007

2006
Exact sampling with highly uniform point sets.
Math. Comput. Model., 2006

Chapter 12 Quasi-Random Number Techniques.
Proceedings of the Simulation, 2006

2005
A study of variance reduction techniques for American option pricing.
Proceedings of the 37th Winter Simulation Conference, Orlando, FL, USA, December 4-7, 2005, 2005

2004
Combination of General Antithetic Transformations and Control Variables.
Math. Oper. Res., 2004

Randomized Quasi-Monte Carlo: A Tool for Improving the Efficiency of Simulations in Finance.
Proceedings of the 36th conference on Winter simulation, 2004

2003
Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation.
SIAM J. Sci. Comput., 2003

2001
Lattice Particle Filters.
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.
Proceedings of the Computational Science - ICCS 2001, 2001

2000
Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature.
SIAM J. Sci. Comput., 2000

Quasi-random numbers and their applications: using lattice rules for variance reduction in simulation.
Proceedings of the 32nd conference on Winter simulation, 2000

1999
Quasi-Monte Carlo via linear shift-register sequences.
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
Efficiency Improvement by Lattice Rules for Pricing Asian Options.
Proceedings of the 30th conference on Winter simulation, 1998

An Empirical Comparison of Diffusion Approximations and Simulation in ATM Networks.
Proceedings of the MASCOTS 1998, 1998


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