Christiane Lemieux

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Associate Professor
Department of Statistics and Actuarial Science
University of Waterloo

200 University Avenue West
Waterloo, Ontario, Canada N2L 3G1
office: M3 3012
phone: (519) 888-4567 ext.37227
fax: (519) 746-1875
e-mail:



Research Interests

My main research area is quasi-Monte Carlo methods, which can be seen as a deterministic version of the Monte Carlo method for multidimensional integration. Some of my recent work was focused on improving some well-known constructions for low-discrepancy sequences, such as the Faure sequence and the Halton sequence. More recently, I have been working on connections between randomized quasi-Monte Carlo methods and dependence concepts and also started to work on some topics in risk theory.

Publications

Teaching

Previously taught courses at UW are:

Additional Information

  • Recent cv (Jan. 2014)
  • A few years ago, along with two students from the University of Calgary, I wrote a library in C that implements several (randomized) quasi-Monte Carlo methods. It works but needs to be updated. Here is the link.