default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDChristiane Lemieux
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
2020 – today
- 2024
[i4]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 abs/2405.15059 (2024)- [i3]Nathan Kirk, Christiane Lemieux:
An improved Halton sequence for implementation in quasi-Monte Carlo methods. CoRR abs/2405.15799 (2024) - 2022
- [j19]Erik Hintz, Marius Hofert
, Christiane Lemieux:
Multivariate Normal Variance Mixtures in R: The R Package nvmix. J. Stat. Softw. 102(2) (2022) - [j18]Gracia Y. Dong, Christiane Lemieux:
Dependence properties of scrambled Halton sequences. Math. Comput. Simul. 200: 240-262 (2022) - 2021
- [j17]Erik Hintz, Marius Hofert, Christiane Lemieux:
Normal variance mixtures: Distribution, density and parameter estimation. Comput. Stat. Data Anal. 157: 107175 (2021) - [j16]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): 1-26 (2021) - 2020
- [c12]Christiane Lemieux, Jaspar Wiart:
On the Distribution of Scrambled (0, m, s)-Nets Over Unanchored Boxes. MCQMC 2020: 87-130
2010 – 2019
- 2019
- [j15]Henri Faure, Christiane Lemieux:
Implementation of irreducible Sobol' sequences in prime power bases. Math. Comput. Simul. 161: 13-22 (2019) - [i2]Henri Faure, Christiane Lemieux:
Implementation of irreducible Sobol sequences in prime power bases. CoRR abs/1910.04084 (2019) - 2018
- [j14]Christiane Lemieux:
Negative Dependence, Scrambled Nets, and Variance Bounds. Math. Oper. Res. 43(1): 228-251 (2018) - 2017
- [j13]Henri Faure, Christiane Lemieux:
Low-discrepancy sequences: Atanassov's methods revisited. Math. Comput. Simul. 132: 236-256 (2017) - [j12]Henri Faure, Christiane Lemieux:
A review of discrepancy bounds for (t, s) and -sequences with numerical comparisons. Math. Comput. Simul. 135: 63-71 (2017) - [j11]Mathieu Cambou, Marius Hofert, Christiane Lemieux:
Quasi-random numbers for copula models. Stat. Comput. 27(5): 1307-1329 (2017) - 2015
- [j10]Christiane Lemieux:
Tractability using periodized generalized Faure sequences. J. Complex. 31(1): 42-56 (2015) - 2014
- [j9]Henri Faure, Christiane Lemieux:
A variant of Atanassov's method for (t, s)-sequences and (t, e, s)-sequences. J. Complex. 30(5): 620-633 (2014) - 2013
- [i1]Dirk Ormoneit, Christiane Lemieux, David J. Fleet:
Lattice Particle Filters. CoRR abs/1301.2298 (2013) - 2011
- [c11]Rodolfo G. Esteves, Michael D. McCool, Christiane Lemieux:
Real options for mobile communication management. GLOBECOM Workshops 2011: 1241-1246 - 2010
- [j8]Henri Faure, Christiane Lemieux:
Improved Halton sequences and discrepancy bounds. Monte Carlo Methods Appl. 16(3-4): 231-250 (2010)
2000 – 2009
- 2009
- [j7]Henri Faure, Christiane Lemieux:
Generalized Halton sequences in 2008: A comparative study. ACM Trans. Model. Comput. Simul. 19(4): 15:1-15:31 (2009) - 2008
- [c10]Carole Bernard, Christiane Lemieux:
Fast simulation of equity-linked life insurance contracts with a surrender option. WSC 2008: 444-452 - 2007
- [j6]Hardeep S. Gill, Christiane Lemieux:
Searching for extensible Korobov rules. J. Complex. 23(4-6): 603-613 (2007) - [j5]Radu V. Craiu, Christiane Lemieux:
Acceleration of the Multiple-Try Metropolis algorithm using antithetic and stratified sampling. Stat. Comput. 17(2): 109-120 (2007) - 2006
- [j4]Christiane Lemieux, Paul Sidorsky:
Exact sampling with highly uniform point sets. Math. Comput. Model. 43(3-4): 339-349 (2006) - [p1]Christiane Lemieux:
Chapter 12 Quasi-Random Number Techniques. Simulation 2006: 351-379 - 2005
- [c9]Christiane Lemieux, Jennie La:
A study of variance reduction techniques for American option pricing. WSC 2005: 1884-1891 - 2004
- [j3]Hatem Ben Ameur, Pierre L'Ecuyer, Christiane Lemieux:
Combination of General Antithetic Transformations and Control Variables. Math. Oper. Res. 29(4): 946-960 (2004) - [c8]Christiane Lemieux:
Randomized Quasi-Monte Carlo: A Tool for Improving the Efficiency of Simulations in Finance. WSC 2004: 1565-1573 - 2003
- [j2]Christiane Lemieux, Pierre L'Ecuyer:
Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation. SIAM J. Sci. Comput. 24(5): 1768-1789 (2003) - 2001
- [c7]Christiane Lemieux, Pierre L'Ecuyer:
On the Use of Quasi-Monte Carlo Methods in Computational Finance. International Conference on Computational Science (1) 2001: 607-618 - [c6]Dirk Ormoneit, Christiane Lemieux, David J. Fleet:
Lattice Particle Filters. UAI 2001: 395-402 - 2000
- [j1]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): 1117-1138 (2000) - [c5]Christiane Lemieux, Pierre L'Ecuyer:
Quasi-random numbers and their applications: using lattice rules for variance reduction in simulation. WSC 2000: 509-516
1990 – 1999
- 1999
- [c4]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: 336-343 - [c3]Pierre L'Ecuyer, Christiane Lemieux:
Quasi-Monte Carlo via linear shift-register sequences. WSC 1999: 632-639 - 1998
- [c2]Christiane Lemieux, Pierre L'Ecuyer:
An Empirical Comparison of Diffusion Approximations and Simulation in ATM Networks. MASCOTS 1998: 101-106 - [c1]Christiane Lemieux, Pierre L'Ecuyer:
Efficiency Improvement by Lattice Rules for Pricing Asian Options. WSC 1998: 579-586
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from 
to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the 
of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from 
, 
, and 
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from 
.
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-08-05 21:17 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
