BiBTeX database and LaTeX macros of Pierre L'Ecuyer
Along the years, with the help of several people,
I built a BiBTeX database of references related to my research.
These references are partitioned (sometimes a bit arbitrarily) in the
categories defined below. Some may appear in more than one category.
All the references of any given category are in a single .bib file
whose name indicates the category.
In each .bib file, the BiBTeX code of all entries start with a prefix of one or two
letters for that category,
followed by the first three letters of the name of the first author in uppercase,
followed by the last two digits of the year of publication,
and always followed by a lowercase letter (a, b, c, ...).
For example, for the category ``random number generators,''
the file name is ``random.bib'' and the one-letter prefix is ``r.''
In that file, the famous book of Niederreiter (1992) has BiBTeX code ``rNIE92b.''
As another example, the category ``variance reduction techniques'' has
file name ``vrt.bib'' and prefix ``v.''
The prefix is the first letter of the file name, with the following exceptions:
stat.bib has prefix t (because s is already taken by simul) and callc has prefix cc.
These databases are clearly far from being complete, but they may nevertheless
be useful for other people doing research in these areas.
I would be happy to include relevant additional entries that you can provide
in .bib format, as long as I can keep up with it.
The .bib files are now maintained (and regularly updated) in a DropBox directoty
AT THIS LINK.
I DO NOT recommand to make copies of the individual files on you computer other than in Dropbox,
because they will not be updated automatically and you may end up with several outdated versions
of the same files. Set upo a link in your Dropbox directoty instead.
The files are as follows, in the format: name.bib (prefix) : category description.
Several LaTeX macros and styles that I frequently use (and a few others accumulated along the years)
are in a Dropbox folder
AT THIS LINK.
(r) : Everything related to uniform and nonuniform (pseudo)random number generators,
for all kinds of applications, and the construction and study of low-discrepancy
or quasi-Monte Carlo (QMC) point sets and sequences.
Also includes papers useful for the analysis of generators and QMC sets and sequences.
(v) : Variance reduction (or efficiency improvement) methods for simulation and statistics.
It includes randomized quasi-Monte Carlo methods, which can be seen as correlation
induction methods, and techniques for rare-event simulation.
(s) : Topics in (stochastic) simulation, or Monte Carlo methods,
that are not covered by random and vrt.
This includes input modeling, output analysis, and simulation applications, for example.
(p) : Probability. Include Markov chains and other stochastic processes,
and queueing theory.
(t) : Statistics. Includes theory, applied methods, and computational statistics.
(o) : Optimization. Includes optimization methods in deterministic and stochastic
settings (linear and nonlinear programming, dynamic programming,
stochastic programming, control theory, ...).
Also includes derivative and gradient estimation.
(m) : General mathematics. Topics in maths not covered by more specialized categories.
(i) : Computer science and software. Includes software libraries and tools as well.
(f) : Mathematical and computational finance. Includes simulation in finance.
(cc) : Research on modeling, simulation, and optimization of call centers.
The best way to use the above BibTeX database and LaTeX macros is to create
bibtex and tex folders in your Dropbox, which link directly to my bibtex and tex folders,
and then tell your TeX engine to use them by default.
For example, if you work on Windows, your main dropbox directory might be
"C:\Users\YourName\Dropbox" and you will have the bibtex and tex Dropbox folders
in that directory.
Then, if your LaTeX engine is MiKTeX, for example, you should run the program
"MiKTeX settings" in the MiKTeX installation, go to the menu "Roots", click "Add",
and add the path "C:\Users\YourName\Dropbox". Then LaTeX and BiBTeX should find all the files.