N. Kirk, C. Lemieux and J. Wiart. Golden ratio nets and sequences, arXiv version. To appear in Functiones and Approximatio, 2025.

A. Emmett-Iwaniw and C. Lemieux. Using adaptive basis search method in quasi-regression to interpret black-box models. To appear in the Proceedings of the 2025 Winter Simulation Conference, IEEE Press, 2025.

C. Lemieux, K.J. Daun and A. Wigle. Efficient Simulation of a Leak-Detection-And-Repair Program. Submitted for publication, 2025.

T.K. Rusch, N. Kirk, M.M. Bronstein, C. Lemieux, D. Rus. Message-Passing Monte Carlo: Generating low-discrepancy point sets via Graph Neural Networks, Proceedings of the National Academy of Sciences, vol. 121, no. 40,  PNAS link and arXiv version, 2024.

N. Kirk, C. Lemieux. An improved Halton sequence for implementation in quasi-Monte Carlo methods. WSC'24: Proceedings of the Winter Simulation Conference, pp. 431-442, 2024. ACM link, arXiv version.

A. Wigle, A. Beliveau, D. Blackmore, P. Lapeyre. K. Osadetz, C. Lemieux, K. Daun. Estimation and Applications of Uncertainty in Methane Emissions Quantification Technologies: A Bayesian Approach, ACS ES&T Air, Vol. 1, Issue 9,  link to publisher here , 2024.

G.Y. Dong, E. Hintz. M. Hofert and C. Lemieux, Randomized Quasi-Monte Carlo Methods on Triangles: Extensible Lattices and Sequences, Methodology in Computing and Applied Probability, 2024. Version from Jan. 2024 and link to publisher.

2021-2022

E. Hintz, M. Hofert and C. Lemieux, Quasi-random sampling with black-box or acceptance-rejection inputs, 261-281, Advances in Modeling and Simulation, Botev et al (eds), 2022. Version from Jan. 2022 and link to publisher

E. Hintz, M. Hofert, C. Lemieux, and Y. Taniguchi, Single-index importance sampling with stratification, Methodology and Computing in Applied Probability, 2022.  arXiv version and link to publisher

G. Dong and C. Lemieux, Dependence Properties of Scrambled Halton Sequences, Mathematics and Computers in Simulation, 200, 240-262, 2022.  Version from Apr. 2022 and link to publisher

E. Hintz*, M. Hofert and C. Lemieux.  Computational challenges of t and related copulas. Journal of Data Science, 20(1), 95-110, 2022. Open access

E. Hintz*, M. Hofert and C. Lemieux.  Multivariate Normal Variance Mixtures in R: The R Package nvmix. Journal of Statistical Software, 102(2), 2022. Open access

C. Lemieux and J.Wiart, On the distribution of scrambled (0,m,s)-nets over unanchored boxes, Monte Carlo and Quasi-Monte Carlo Methods, A. Keller (ed), MCQMC 2020, Springer, 187-230, 2022. arXiv version

J. Wiart, C. Lemieux, G.Y. Dong. On the dependence structure and quality of scrambled (t,m,s)-nets, Monte Carlo Methods and Applications, 27, 1-26, 2021. arXiv version 

E. Hintz, M. Hofert, C. Lemieux. Normal variance mixtures: Distribution, density and parameter estimation, 2021, Computational Statistics and Data Analysis, 175C, 107175. arXiv version

2019-2020

E. Hintz, M. Hofert and C. Lemieux.  Grouped Normal Variance Mixtures. Risks, 8(4), 103, 1--26, 2020. Link to journal (open access)

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 Link to journal

H. Faure and C. Lemieux. Implementation of irreducible Sobol' sequences in prime power bases. Mathematics and Computers in Simulation, 161, 13-22, 2019. arXiv version link to journal

2017-2018

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

2015-2016

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,e,s)-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

C. Lemieux. Tractability for periodized generalized Faure sequences. Journal of Complexity, 31, 42--56, 2015. Version from July 2014 and link to journal

2013-2014

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

2009-2010

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.

2007-2008

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.

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.

2005-2006

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.

2003-2004

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.

2001-2002

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.

1999-2000

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.

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.

1997-1998

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.

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.