| Monte Carlo and quasi–Monte Carlo density estimation via conditioning P L’Ecuyer, F Puchhammer, A Ben Abdellah INFORMS Journal on Computing 34 (3), 1729-1748, 2022 | 23 | 2022 |
| A tool for custom construction of QMC and RQMC point sets P L’Ecuyer, P Marion, M Godin, F Puchhammer International Conference on Monte Carlo and Quasi-Monte Carlo Methods in …, 2020 | 23 | 2020 |
| Density estimation by randomized quasi-Monte Carlo A Ben Abdellah, P L'Ecuyer, AB Owen, F Puchhammer SIAM/ASA Journal on Uncertainty Quantification 9 (1), 280-301, 2021 | 18 | 2021 |
| An improved bound for the star discrepancy of sequences in the unit interval G Larcher, F Puchhammer Uniform distribution theory 11 (1), 1-14, 2016 | 15 | 2016 |
| Array-RQMC for option pricing under stochastic volatility models AB Abdellah, P L’Ecuyer, F Puchhammer 2019 Winter Simulation Conference (WSC), 440-451, 2019 | 10 | 2019 |
| Variance reduction with array-RQMC for tau-leaping simulation of stochastic biological and chemical reaction networks F Puchhammer, A Ben Abdellah, P L’Ecuyer Bulletin of Mathematical Biology 83 (8), 91, 2021 | 9 | 2021 |
| On the discrepancy of two-dimensional perturbed Halton--Kronecker sequences and lacunary trigonometric products R Hofer, F Puchhammer Acta Arithmetica 180, 365-392, 2017 | 7 | 2017 |
| Jacobi flow on SMP matrices and Killip–Simon problem on two disjoint intervals B Eichinger, F Puchhammer, P Yuditskii Computational Methods and Function Theory 16 (1), 3-41, 2016 | 6 | 2016 |
| Density Estimation by Monte Carlo and Quasi-Monte Carlo P L’Ecuyer, F Puchhammer International Conference on Monte Carlo and Quasi-Monte Carlo Methods in …, 2020 | 4 | 2020 |
| On an explicit lower bound for the star discrepancy in three dimensions F Puchhammer Mathematics and Computers in Simulation 143, 158-168, 2018 | 3 | 2018 |
| Likelihood ratio density estimation for simulation models F Puchhammer, P L'Ecuyer 2022 Winter Simulation Conference (WSC), 109-120, 2022 | 1 | 2022 |
| Killip-Simon-classes of Jacobi matrices with essential spectrum on two symmetric and of SMP matrices on two arbitrary intervals R Ensgraber, F Puchhammer, P Yuditskii arXiv preprint arXiv:1309.0959, 2013 | 1 | 2013 |
| A Tool for Custom Construction of QMC and RQMC Point Sets M Godin, P Marion, P L'Ecuyer, F Puchhammer | | 2021 |
| DENSITY ESTIMATION BY RQMC F Puchhammer | | 2018 |
| Discrepancy estimates for point sets and sequences/submitted by Florian Puchhammer F Puchhammer | | 2017 |
| Sharp general and metric bounds for the star discrepancy of perturbed Halton--Kronecker sequences R Hofer, F Puchhammer arXiv preprint arXiv:1611.01288, 2016 | | 2016 |
| A Functional Model for SMP Matrices and the Jacobi Flow B Eichinger, F Puchhammer, P Yuditskii arXiv preprint arXiv:1401.1320, 2014 | | 2014 |
| An introduction to Randomized Quasi-Monte Carlo Methods and its Applications F Puchhammer | | |
Pierre L'EcuyerProfessor, DIRO, University of MontrealVerified email at iro.umontreal.ca
