Bring 3/4 cup reserved pineapple juice to a boil in a medium saucepan. Stir in instant rice and simmer 2 minutes. Remove from heat, cover and let steam, 5 minutes.
Prepare pudding mix with milk according to package directions. Fold marshmallows into hot pudding. Stir in pineapple, pecans and rice mixture. Chill until serving.
