Pierre L'Ecuyer: Some slide presentations

List of publications here , Google Scholar page

    ------------ 2022 ------------

  1. cors2022-talk.pdf P. L'Ecuyer, ``Monte Carlo and Quasi-Monte Carlo Density Estimation,'' CORS/INFORMS Conference, Vancouver, June 2022.
  2. palaiseau22-talk.pdf P. L'Ecuyer, ``Challenges in Modeling Arrival and Service Processes in Call Centers'', Ecole Polytechnique, Paris, France, May 2022.
  3. ------------ 2021 ------------

  4. wsc21-rng-talk.pdf P. L'Ecuyer, O. Nadeau-Chamard, Y.-F. Chen, and J. Lebar, Multiple Streams with Recurrence-Based, Counter-Based, and Splittable Random Number Generators, 2021 Winter Simulation Conference, December 2021.
  5. wsc21-12dec-tutorial-recording.mp4 P. L'Ecuyer, Recording of my tutorial presentation at the 2021 Winter Simulation Conference, December 2021.

    ------------ 2020 ------------

  6. LPAA-recording.mp4 D. Goldsman, P. L'Ecuyer, Recording of the presentation of the INFORMS Simulation Society Lifetime Professional Achievement Award, Winter Simulation Conference, December 2020.
  7. lpaa-talk-2020.pdf P. L'Ecuyer, Slides of my story presentation for the INFORMS Simulation Society Lifetime Professional Achievement Award, Winter Simulation Conference, December 2020.
  8. mcqmc2020plenary-talk.pdf P. L'Ecuyer, ``Density Estimation by Monte Carlo and Randomized Quasi-Monte Carlo,'' MCQMC 2020, Oxford (virtual), August 2020.
  9. icores20-talk.pdf P. L'Ecuyer, ``Delay Predictors in Multi-skill Call Centers: An Empirical Comparison with Real Data,'' ICORES 2020, Malta, February 2020.

    ------------ 2019 ------------

  10. Singapore2019talk.pdf P. L'Ecuyer, ``Density Estimation by Monte Carlo and Randomized Quasi-Monte Carlo,'' NUS, Singapore, October 2019.
  11. MCM19-tau-leaping-arrayRQMC.pdf F. Puchhammer, A. Ben Abdellah, P. L'Ecuyer,, ``Variance reduction for chemical reaction networks with Array-RQMC,'' MCM 2019 Conference, Sydney, July 2019.
  12. JO2019talk-lecuyer.pdf P. L'Ecuyer, A. Ben Abdellah, and F. Puchhammer, ``Monte Carlo and Randomized Quasi-Monte Carlo Density Estimation by Conditioning,'' The Optimization Days, Montreal, May 2019.
  13. JO2019talk-benabdellah.pdf A. Ben Abdellah, P. L'Ecuyer, and F. Puchhammer, ``Array-RQMC for option pricing under stochastic volatility models,'' The Optimization Days, Montreal, May 2019.
  14. JO2019talk-puchhammer.pdf F. Puchhammer, A. Ben Abdellah, P. L'Ecuyer,, ``Variance reduction for chemical reaction networks with Array-RQMC,'' The Optimization Days, Montreal, May 2019.
  15. density-rqmc-gerad19.pdf P. L'Ecuyer, A. Ben Abdellah, A. B. Owen, and F. Puchhammer, ``Density Estimation by Monte Carlo and Randomized Quasi-Monte Carlo,'' GERAD, Montreal, March 2019.
  16. ------------ 2018 ------------

  17. wsc18splitcond-talk.pdf P. L'Ecuyer, Z. I. Botev, and D, P. Kroese, ``On a Generalized Splitting Method for Sampling From a Conditional Distribution'', Winter Simulation Conference, Goteborg, Sweden, December 2018.
  18. density-rqmc-linz18.pdf P. L'Ecuyer, ``On Density Estimation by Randomized Quasi-Monte Carlo,'' Workshop on Frontier Technologies for High-Dimensional Problems and Uncertainty Quantification, RICAM, Linz, Austria, Dec 2018.
  19. mixmax-mcqmc18.pdf P. L'Ecuyer, P. Wambergue, E. Bourceret, ``On the Lattice Structure of MIXMAX Random Number Generators'', MCQMC 2018 Conference, Rennes, France, July 2018.
  20. density-rqmc-samsi18.pdf P. L'Ecuyer, A. Ben Abdellah, A. B. Owen, and F. Puchhammer, ``Density Estimation by Randomized Quasi-Monte Carlo,'' SAMSI workshop on QMC methods, SAMSI, North Carolina, May 2018.
  21. ------------ 2017 ------------

  22. rng-history-talk-X2017 P. L'Ecuyer, ``History of random number generators'', École Polytechnique, Paris (Palaiseau), December 2017.
  23. wsc17rng-history-talk P. L'Ecuyer, ``History of random number generators'', WSC Conference, December 2017.
  24. Service systems modeling, GERAD 2017 P. L'Ecuyer, ``Challenges in Modeling Arrival and Service Processes in Service Systems'', GERAD, Montreal, November 2017.
  25. call center talk, Sundsvall 2017 P. L'Ecuyer, ``Modeling Issues in Call Centers'', Mid Sweden University, Sundsvall, Sweden, Oct 2017.
  26. Lattice rules, SAMSI 2017 P. L'Ecuyer, ``Lattice rules for Quasi-Monte Carlo'', SAMSI Opening Workshop on QMC, Duke University, August 2017.
  27. Array-rqmc, DIRO, Mars 2017 P. L'Ecuyer, ``Simulation de chaines de Markov: briser le mur de la convergence en $n^{-1/2}$'', Colloque du DIRO, mars 2017.
  28. parallel-rng-mit17.pdf P. L'Ecuyer, ``Random Number Generators with Multiple Streams for Sequential and Parallel Computing,'' Operations Research, M.I.T., February 2017.
  29. Array-rqmc, Stanford, Janv 2017 P. L'Ecuyer, ``Supercanonical Convergence rates in Quasi-Monte Carlo Simulation of Markov Chains'', Stanford University, January 2017.
  30. ------------ 2016 ------------

  31. Array-rqmc, Valuetools 2016 P. L'Ecuyer, ``Supercanonical Convergence rates in Quasi-Monte Carlo Simulation of Markov Chains'', Valuetools 2016, Taormina, Oct 2016.
  32. Truncated normal, Valuetools 2016 Z. Botev and P. L'Ecuyer, ``Simulation from the Normal Distribution Truncated to an Interval in the Tail,'' Proceedings of ValueTools 2016.
  33. RQMC tutorial, MCQMC P. L'Ecuyer, ``Introduction to Randomized Quasi-Monte Carlo Methods'', MCQMC 2016, Stanford University, August 2016.
  34. Pagerank, ORSIS 2016 P. L'Ecuyer, P. Maillé, N. Stier-Moses, and B. Tuffin, ``Optimal ranking of online search requests for long-term revenue maximization'',
  35. Network reliability, rare events P. L'Ecuyer, “A Comparison of Some Rare-Event Simulation Methods for Static Network Reliability Estimation”, Summer School in Monte Carlo Methods for Rare Events, Brown University, Providence, USA, June 2016.
  36. Amsterdam call center modeling 2016 P. L'Ecuyer, ``On the modeling of arrival processes and service times in call centers'', Workshop on call centers, VU Amsterdam, May 2016.
  37. ------------ 2015 ------------

  38. Pagerank, DIRO, 2015 P. L'Ecuyer, P. Maillé, N. Stier-Moses, and B. Tuffin, ``Revenue-Maximizing Rankings for Online Platforms with Quality-Sensitive Consumers'',
  39. ------------ 2014 ------------

  40. Array-rqmc talk, MCQMC 2014 P. L'Ecuyer, ``The Array-RQMC method: Review of convergence results'', MCQMC 2014, Leuven, April 2014.
  41. ------------ 2010 ------------

  42. Plenary talk, MCQMC 2010 P. L'Ecuyer, ``Randomized Quasi-Monte Carlo: Theory, Choice of Discrepancy, and Applications'', MCQMC 2010, Warsaw.
  43. Array-rqmc talk, MCQMC 2010 P. L'Ecuyer, ``Array-RQMC for Markov Chains with Random Stopping Times'', MCQMC 2010, Warsaw.