2023-2024

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, arXiv version, 2024. To appear in the Proceedings of the 2024 Winter Simulation Conference. 

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.

N. Kirk, C. Lemieux and J. Wiart. Golden ratio nets and sequences, arXiv version, 2023. To appear in Functiones and Approximatio, 2024.

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. 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 from 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. Version from June 2016 and  Link to journal

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

H. Faure, C. Lemieux. Improved Halton sequences and discrepancy bounds. Monte Carlo Models and Applications, vol.16, 231-250, 2010. Sept.2010 version 

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. Preprint version 

MY BOOK C. Lemieux. Monte Carlo and Quasi-Monte Carlo Sampling. Springer Series in Statistics, New York, 2009. Errata  (updated October 10, 2012)

H. Faure and C. Lemieux. Generalized Halton sequences in 2008: A Comparative study. ACM-TOMACS, vol. 19, no. 4 (Article 15), 2009.  Preprint version 

Before 2009

Please refer to my previous webpage