Christiane Lemieux


Professor, Department of Statistics and Actuarial Science
Faculty of Mathematics
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
CV as of January 2019.

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.



Previously taught courses at UW are: