Short bio

I obtained a Bachelor degree in actuarial science from Université Laval in 1994, and then obtained a Master in Mathematics from Université de Montréal in 1996, and a PhD in Computer Science also from Université de Montréal, in 2000, under the supervision of Pierre L'Ecuyer. I was a faculty member at the University of Calgary from 2000 to 2006, and have been in Waterloo since July 2006. I served as interim chair of the Department of Statistics and Actuarial Science from July 2012 to July 2014, and as Associate Dean of Graduate Studies for the Faculty of Mathematics from July 2017 to July 2019. I have been an Associate of the Society of Actuaries since November 1993.

I currently serve as the Associate Dean, Operations and Academic, for the Faculty of Mathematics.

Here is my most recent cv (from November 2024).

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. Over the years I have worked on different constructions for low-discrepancy sequences, such as lattices, and on methods to improve well-known constructions such as the Sobol' sequence, Faure sequence and Halton sequence. Recently, I have worked on different construction paradigms, one based on expanding numbers using the golden ratio, and the other using graph-neural networks to optimize the construction of low-discrepancy point sets. I have always been interested in questions having to do with how we can apply these methods in practice to different types of problems, with many coming from the realm of finance and risk management, and more recenty the management of methane emissions in the gas and oil industry. I have also developed connections between randomized quasi-Monte Carlo methods and dependence concepts, and on ways of using quasi-Monte Carlo methods to sample from copulas. 

The main conference in my field of research is the Monte Carlo and Quasi-Monte Carlo in Scientific Computing Series started by Harald Niederreiter in 1994 and I had the privilege to orgaznie it in Waterloo this year! See our conference website MCQMC 2024.