- samo25-talk.pdf
P. L'Ecuyer and G. Seljak,
``Constructing Quasi-Monte Carlo Points With and Without Sensitivity Analysis'',
SAMO 2025 Conference, Grenoble, France, April 2025.
- irisa25-rng.pdf
P. L'Ecuyer,
``Générateurs de Nombres Aléatoires Parallèles'',
Irisa 50th Anniversary Talk, Rennes, France, April 2025.
- esm24-rng.pdf
P. L'Ecuyer,
``A State-of-the-Art Review of Random Number Generators with Parallel Streams'',
ESM Conference, San Sebastian, Spain, October 2024.
- mcqmc2024-latmrg.pdf
P. L'Ecuyer and Ch. Weiss,
``A C++ Library to Test the Lattice Structure of Linear Generators and Search for Good Ones,''
MCQMC Conference, Waterloo, Canada, August 2024.
- Euro24-cirqmc.pdf
P. L'Ecuyer, M. K. Nakayama, A. B. Owen, B. Tuffin,
``Confidence Intervals for Randomized Quasi-Monte Carlo Estimators'',
EURO Conference, Copenhagen, July 2024.
- siam-uq24-talk.pdf
P. L'Ecuyer,
``Software Design for Random Numbers and Quasi-Random Numbers,''
SIAM Conference on Uncertainty Quantification, Trieste, Italy, February 2024.
- iciam2023density-talk.pdf
P. L'Ecuyer,
``Density estimation by Monte Carlo and quasi-Monte Carlo,''
International Conference on Industrial and Applied Mathematics (ISIAM), Tokyo, Japan, August 2023.
- mcm2023-talk.pdf
P. L'Ecuyer,
``Improved Versions of the Lattice Tester and LatMRG Software Tools,''
Monte Carlo Methods Conference, Paris, June 2023.
- wsc22lrde-talk.pdf
F. Puchhammer and P. L'Ecuyer,
``Likelihood Ratio Density Estimation for Simulation Models,''
2022 Winter Simulation Conference, December 2022.
- cors2022-talk.pdf
P. L'Ecuyer,
``Monte Carlo and Quasi-Monte Carlo Density Estimation,''
CORS/INFORMS Conference, Vancouver, June 2022.
- palaiseau22-talk.pdf
P. L'Ecuyer,
``Challenges in Modeling Arrival and Service Processes in Call Centers'',
Ecole Polytechnique, Paris, France, May 2022.
- 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.
- wsc21-12dec-tutorial-recording.mp4
P. L'Ecuyer,
Recording of my tutorial presentation at the 2021 Winter Simulation Conference, December 2021.
- 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.
- 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.
- mcqmc2020plenary-talk.pdf
P. L'Ecuyer,
``Density Estimation by Monte Carlo and Randomized Quasi-Monte Carlo,''
MCQMC 2020, Oxford (virtual), August 2020.
- icores20-talk.pdf
P. L'Ecuyer,
``Delay Predictors in Multi-skill Call Centers: An Empirical Comparison with Real Data,''
ICORES 2020, Malta, February 2020.
- Singapore2019talk.pdf
P. L'Ecuyer,
``Density Estimation by Monte Carlo and Randomized Quasi-Monte Carlo,''
NUS, Singapore, October 2019.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- 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.
- rng-history-talk-X2017
P. L'Ecuyer,
``History of random number generators'',
École Polytechnique, Paris (Palaiseau), December 2017.
- wsc17rng-history-talk
P. L'Ecuyer,
``History of random number generators'',
WSC Conference, December 2017.
- Service systems modeling, GERAD 2017
P. L'Ecuyer,
``Challenges in Modeling Arrival and Service Processes in Service Systems'',
GERAD, Montreal, November 2017.
- call center talk, Sundsvall 2017
P. L'Ecuyer,
``Modeling Issues in Call Centers'',
Mid Sweden University, Sundsvall, Sweden, Oct 2017.
- Lattice rules, SAMSI 2017
P. L'Ecuyer,
``Lattice rules for Quasi-Monte Carlo'',
SAMSI Opening Workshop on QMC, Duke University, August 2017.
- 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.
- 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.
- Array-rqmc, Stanford, Janv 2017
P. L'Ecuyer,
``Supercanonical Convergence rates in Quasi-Monte Carlo Simulation of Markov Chains'',
Stanford University, January 2017.
- Array-rqmc, Valuetools 2016
P. L'Ecuyer,
``Supercanonical Convergence rates in Quasi-Monte Carlo Simulation of Markov Chains'',
Valuetools 2016, Taormina, Oct 2016.
- 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.
- RQMC tutorial, MCQMC
P. L'Ecuyer,
``Introduction to Randomized Quasi-Monte Carlo Methods'',
MCQMC 2016, Stanford University, August 2016.
- 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'',
- 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.
- 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.
- Pagerank, DIRO, 2015
P. L'Ecuyer, P. Maillé, N. Stier-Moses, and B. Tuffin,
``Revenue-Maximizing Rankings for Online Platforms with Quality-Sensitive Consumers'',
- Array-rqmc talk, MCQMC 2014
P. L'Ecuyer,
``The Array-RQMC method: Review of convergence results'',
MCQMC 2014, Leuven, April 2014.
- Plenary talk, MCQMC 2010
P. L'Ecuyer,
``Randomized Quasi-Monte Carlo: Theory, Choice of Discrepancy, and Applications'',
MCQMC 2010, Warsaw.
- Array-rqmc talk, MCQMC 2010
P. L'Ecuyer,
``Array-RQMC for Markov Chains with Random Stopping Times'',
MCQMC 2010, Warsaw.