Pierre L'Ecuyer
Member, GERAD
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Professor, Department of Computer Science and Operations Research, Université de Montréal
Other titles and affiliations
Research Axes
Research Applications
Publications
Monte Carlo (MC) is widely used for the simulation of discrete time Markov chains. We consider the case of a \(d\)-dimensional continuous state space and w...
Randomized Quasi-Monte Carlo (RQMC) methods provide unbiased estimators whose variance often converges at a faster rate than standard Monte Carlo as a functi...
BibTeX referenceNews
Several GERAD researchers appear in a ranking of research citations updated in September 2024 and published on the Mendeley website, a search tool belonging to Elsevier, the Dutch scientific publisher.
Research.com, a leading academic platform for researchers, released in November 2023 the 3rd edition of its ranking of the top 1000 scientists in several fields.
Several GERAD researchers appear in a ranking of research citations updated in October 2023 and published on the Mendeley website, a search tool belonging to Elsevier, the Dutch scientific publisher.
Events
Oualid Jouini – CentraleSupélec
Pierre L'Ecuyer – Professor, Department of Computer Science and Operations Research, Université de Montréal
Prizes and awards
Canada Research Chair in Stochastic Simulation and Optimization
Professor among the world’s most influential researchers in 2020 and in career
Lifetime Professional Achievement Award
Professor among the world’s most influential researchers in 2019 and in career
Lifetime Achievement Award
Outstanding Simulation Publication Award
ACM SIGSIM Distinguished Contributions Award
Award of Merit
Inria International Chair
2011 Distinguished Service Award
Outstanding Simulation Publication Award
Elected Fellow
Urgel-Archambault Prize
Prix Jacob Wolfowitz
Outstanding Simulation Publication Award
Editorial Boards & Comittees
- Associate Editor, ACM Transactions on Mathematical Software, 2004/8 - ...
- Associate Editor, International Transactions in Operational Research, 2007/5 - 2020/12
- Associate Editor, Statistics and Computing, 2003/6 - 2020/12
- Guest Editor for Special Issue, Mathematics and Computers in Simulation, 2017/8 - 2019/7
Supervision
