- J. Wiart, C. Lemieux, G.Y. Dong. On the dependence structure and quality of scrambled (t,m,s)-nets, 2020. arXiv version
- E. Hintz, M. Hofert, C. Lemieux. Normal variance mixtures: Distribution, density and parameter estimation, 2020. arXiv version
- J. Cai, C. Lemieux, F. Liu, R. Wang. Convex risk functionals: representation and applications. Insurance: Mathematics and Economics, 90, 66-79, 2020. Available from SSRN
- H. Faure and C. Lemieux. Implementation of irreducible Sobol' sequences in prime power bases. Mathematics and Computers in Simulation, 161, 13-22, 2019.Version from June 2018, arXiv version and link to journal
- P. Arbenz, M. Cambou, M. Hofert, C. Lemieux, Y. Taniguchi. Importance sampling and stratification for copula models. In Contemporary Computational Mathematics - a celebration of the 80th birthday of Ian Sloan (J. Dick, F. Y. Kuo, H. Wozniakowski, eds.), Springer-Verlag, 2018. Version from Sept. 2017 and Springer link
- C. Lemieux. Negative dependence, scrambled nets, and variance bounds. Mathematics of Operations research, published online on September 5, 2017. Version from March 4, 2017 INFORMS link
**Erratum:**Example 2 in the paper is incorrect. For the function mentioned in the example, the function nu_f does not yield a measure so the proposed approach cannot be used to provide a representation of the form (15). - H. Faure and C. Lemieux. Low-discrepancy sequences: Atanassov's methods revisited. Mathematics and Computers in Simulation, 132, 236--256, 2017. Version August 2016 and link to journal
- M. Cambou, M. Hofert and C. Lemieux. Quasi-random numbers for copula models. Statistics and Computing, 27, 5, 1307-1329, 2017. Link to journal and version from June 2016
- H. Faure and C. Lemieux. Irreducible Sobol' sequences in prime power bases. Acta Arithmetica, 173, 59--80, 2016. Online First version (March 2016) and link to journal
- J. Cai, C. Lemieux and F. Liu. Optimal reinsurance from the perspectives of both an insurer and a reinsurer. ASTIN Bulletin, 46, 3, 815--849, 2016. Link to journal
- S. Li, D. Landriault and C. Lemieux. A risk model with varying premiums: its risk management implications. Insurance: Mathematics and Economics, 60, 38--46, 2015.Version from October 2014 and link to journal
- H. Faure and C. Lemieux. A review of discrepancy bounds for
*(t,s)*and*(t,*-sequences with numerical comparisons. Mathematics and Computers in Simulation, 135, C, 63-71, 2017 (published online in October 2014) Version from August 2014 and link to journal**e**,s) - C. Lemieux. Tractability for periodized generalized Faure sequences. Journal of Complexity, 31, 42--56, 2015. Version from July 2014 and link to journal
- J. Cai, C. Lemieux and F. Liu. Optimal Reinsurance with Regulatory Capital and Default Risk. Insurance: Mathematics and Economics, 57, 13-24, 2014. Version from April 2014 and link to journal
- H. Faure and C. Lemieux. A variant of Atanassov's method for
*(t,s)*-sequences and (t,e,s)-sequences. Journal of Complexity, 30, 620-633, 2014. Version from March 2014 and link to journal - X. Wang, C. Lemieux and H. Faure. A note on Atanassov's discrepancy bound for Halton sequences, manuscript, November 2013 version (revised version of a technical report published in 2008).

**2011-2012**

- D. Landriault, C. Lemieux and G.E. Willmot. An adaptive premium policy with a Bayesian motivation in the classical risk model. Insurance: Mathematics and Economics, vol. 51, no. 2, 370--378, 2012. June 2012 version and link to journal
- H. Faure and C. Lemieux. Improvements on the star discrepancy of (t,s)-sequences, Acta Arithmetica, vol. 154, no. 1, 61--78, 2012. January 2012 version and link to journal
- H. Faure, C. Lemieux and X. Wang. Extensions of Atanassov's methods for Halton sequences. Monte Carlo and Quasi-Monte Carlo Methods 2010, L.Plaskota dn H. Wozniakowski (Eds.), Springer, 345-362, 2012. July 2011 version and link to volume
- H. Faure, C. Lemieux. Improved Halton sequences and discrepancy bounds. Monte Carlo Models and Applications, vol.16, 231-250, 2010. Sept.2010 version
- mcqmc08 C. Lemieux and H. Faure. New perspectives on (0,s)-sequences. Monte Carlo and Quasi-Monte Carlo 2008, P. L'Ecuyer and A.B. Owen (eds.), Springer, 2009, 113-130.
- MY BOOK C. Lemieux. Monte Carlo and Quasi-Monte Carlo Sampling. Springer Series in Statistics, New York, 2009. Errata (updated October 10, 2012)
- HFL08.pdf H. Faure and C. Lemieux. Generalized Halton sequences in 2008: A Comparative study. ACM-TOMACS, vol. 19, no. 4 (Article 15), 2009.
- M. Cieslak, C. Lemieux, J. Hanan and P. Prusinkiewicz. Quasi-Monte Carlo Simulation of the Light Environment for Plants. Functional Plant Biology, 2008, 35, 837-849. link to journal
- C. Bernard and C. Lemieux. Fast simulation of equity-linked life insurance contracts with a surrender option, Proceedings of the 2008 Winter Simulation Conference, 444-452, IEEE Press. Online publication.
- X. Wang, C. Lemieux and H. Faure. A note on Atanassov's discrepancy bound for the Halton sequence. Working paper 2008-04, Department of Statistics and Actuarial Science, University of Waterloo. Online publication
- jcomp2.pdf H.S. Gill and C. Lemieux, "Searching for extensible Korobov rules", Journal of Complexity, 23, 603--613, 2007.
- mctm.pdf R.V. Craiu and C. Lemieux, "Acceleration of the Multiple-Try Metropolis using Antithetic and Stratified Sampling", Statistics and Computing, 17, 109-120, 2007.
- M. Cieslak, C.Lemieux and P. Prusinkiewicz, "Quasi-Monte Carlo Simulation of the Light Environment of Virtual Plants" (extended abstract). Proceedings of the 5th Workshop on Functional Structural Plant Models, Napier, New Zealand, November 4-9 2007.
- C. Lemieux. "Quasi-random number techniques", book chapter in Handbook in Operations Research and Management Science: Simulation, Elsevier, 2006.
- C. Lemieux and P. Sidorsky, "Exact sampling with highly-uniform point sets", Mathematical and Computer Modelling, 43, 339-349, 2006.
- F. J. Hickernell, C. Lemieux and A. B. Owen, "Control Variates for Quasi-Monte Carlo", Statistical Science, 20, 1-31, 2005.
- C. Lemieux and J. La, "A study of variance reduction techniques for American option pricing", Proceedings of the 2005 Winter Simulation Conference, IEEE Press, 1884-1891. Online publication.
- gacv.pdf H. Ben Ameur, P. L'Ecuyer and C. Lemieux, "Combinations of general antithetic transformations and control variables", Mathematics of Operations Research, 29, 946-960, 2004.
- C. Lemieux, "Randomized quasi-Monte Carlo: a tool for improving the efficiency of simulations in finance", Proceedings of the 2004 Winter Simulation Conference, 1565-1573, IEEE Press, 2004. Online publication.
- C. Lemieux and P. L'Ecuyer, "Randomized Polynomial Lattice Rules for Multivariate Integration and Simulation", SIAM Journal on Scientific Computing, vol.24, 1768-1789, 2003. Extended version.
- survey01.pdf P. L'Ecuyer and C. Lemieux, "Recent Advances in Randomized Quasi-Monte Carlo Methods", Modeling Uncertainty: An Examination of Stochastic Theory, Methods, and Applications, M. Dror, P. L'Ecuyer, and F. Szidarovszki, eds., Kluwer Academic, 419 - 474, 2002.
- C. Lemieux and A.B. Owen, ``Quasi-regression and the relative importance of the ANOVA component of a function'', Monte Carlo and Quasi-Monte Carlo 2000, K.-T. Fang, F. J. Hickernell, and H. Niederreiter eds, pages 331-344, 2002.
- uai2001.pdf D. Ormoneit, C. Lemieux and D. Fleet, "Lattice Particle Filters", Proceedings of the 17th Conference on Uncertainty in Artifical Intelligence, D. Koller and J. Breese editors, pages 395-402, 2001.
- iccs.pdf C. Lemieux and P. L'Ecuyer, ``On the use of quasi-Monte Carlo methods in computational finance'', Computational Science - ICCS 2001 (part I), Lecture Notes in Computer Science vol. 2073, Springer, 607 - 618, 2001.
- F.J. Hickernell, H.S. Hong, P. L'Ecuyer and C. Lemieux, ``Extensible Lattice Sequences for Quasi-Monte Carlo Quadrature'', SIAM Journal on Scientific Computing, 22, 1117-1138, 2001.
- C. Lemieux and P. L'Ecuyer, ``On Selection Criteria for Lattice Rules and Other Quasi-Monte Carlo Point Sets'', Mathematics and Computers in Simulation, 55 (1-3) (2001) pp. 139-148.
- C. Lemieux and P. L'Ecuyer, ``Using Lattice Rules for Variance Reduction in Simulation'', Proceedings of the 2000 Winter Simulation Conference, IEEE Press, 509-516. Online publication.
- P. L'Ecuyer and C. Lemieux, ``Variance Reduction via Lattice Rules'', Management Science, 46, 9, (2000), 1214-1235.
- C. Lemieux and P. L'Ecuyer, ``A Comparison of Monte Carlo, Lattice Rules and Other Low-Discrepancy Point Sets'', Monte Carlo and Quasi-Monte Carlo Methods 98, H. Niederreiter and J. Spanier eds., Springer, Berlin, 2000. 326-340.
- mc00.pdf P. L'Ecuyer and C. Lemieux, ``On the Choice of Quasi-Random Point Sets with a Lattice Structure'', Proceedings of Monte Carlo Simulation 2000, Monte Carlo, June 2000 (shorter version of "Variance reduction via lattice rules".)
- P. L'Ecuyer and C. Lemieux, ``Quasi-Monte Carlo via Linear Shift-Register Sequences'', Proceedings of the 1999 Winter Simulation Conference, IEEE Press, December 1999, 336-343. Online publication.
- H. Ben Ameur, P. L'Ecuyer and C. Lemieux, ``Variance Reduction of Monte Carlo and Randomized Quasi-Monte Carlo Estimators for Stochastic Volatility Models in Finance'', Proceedings of the 1999 Winter Simulation Conference, IEEE Press, December 1999, 632-639. Online publication.
- esm99.ps C. Lemieux and P. L'Ecuyer, ``Lattice Rules for the Simulation of Ruin Problems'', Proceedings the 13th European Simulation MultiConference, vol. 2, 533-537, Ghent, Belgium, 1999. The Society for Computer Simulation, 1999.
- C. Lemieux and P. L'Ecuyer, ``Efficiency Improvement by Lattice Rules for Pricing Asian Options'', Proceedings of the 1998 Winter Simulation Conference, IEEE Press, Dec. 1998, 579-586. Online publication.
- mascots98.ps C. Lemieux and P. L'Ecuyer, ``An Empirical Comparison of Diffusion Approximation and Simulation in ATM Networks'', Proceedings of the Sixth International Symposium on Modeling, Analysis and Simulation of Computer and Telecommunication Systems, 1998, 101-106.