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Abdul-Lateef Haji-Ali
Abdul-Lateef Haji-Ali
Verified email at hw.ac.uk - Homepage
Title
Cited by
Cited by
Year
Multi-index Monte Carlo: when sparsity meets sampling
AL Haji-Ali, F Nobile, R Tempone
Numerische Mathematik 132, 767-806, 2016
1992016
A continuation multilevel Monte Carlo algorithm
N Collier, AL Haji-Ali, F Nobile, E von Schwerin, R Tempone
BIT Numerical Mathematics 55 (2), 399-432, 2015
1572015
Multi-index stochastic collocation for random PDEs
AL Haji-Ali, F Nobile, L Tamellini, R Tempone
Computer Methods in Applied Mechanics and Engineering 306, 95-122, 2016
932016
Optimization of mesh hierarchies in multilevel Monte Carlo samplers
AL Haji-Ali, F Nobile, E von Schwerin, R Tempone
Stochastics and Partial Differential Equations Analysis and Computations 4 …, 2016
732016
Multilevel nested simulation for efficient risk estimation
MB Giles, AL Haji-Ali
SIAM/ASA Journal on Uncertainty Quantification 7 (2), 497-525, 2019
622019
Multilevel and Multi-index Monte Carlo methods for the McKean–Vlasov equation
AL Haji-Ali, R Tempone
Statistics and Computing 28, 923-935, 2018
462018
Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity
AL Haji-Ali, F Nobile, L Tamellini, R Tempone
Foundations of Computational Mathematics 16, 1555-1605, 2016
362016
Novel results for the anisotropic sparse grid quadrature
AL Haji-Ali, H Harbrecht, MD Peters, M Siebenmorgen
Journal of Complexity 47, 62-85, 2018
352018
Multilevel weighted least squares polynomial approximation
AL Haji-Ali, F Nobile, R Tempone, S Wolfers
ESAIM: Mathematical Modelling and Numerical Analysis 54 (2), 649-677, 2020
192020
Pedestrian flow in the mean field limit
AL Haji Ali
19*2012
Adaptive multilevel monte carlo for probabilities
AL Haji-Ali, J Spence, AL Teckentrup
SIAM Journal on Numerical Analysis 60 (4), 2125-2149, 2022
132022
Efficient importance sampling for large sums of independent and identically distributed random variables
N Ben Rached, AL Haji-Ali, G Rubino, R Tempone
Statistics and Computing 31 (6), 79, 2021
122021
Novel results for the anisotropic sparse quadrature and their impact on random diffusion problems
AL Haji-Ali, H Harbrecht, M Peters, M Siebenmorgen
Universität Basel 2015 (27), 2015
62015
A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean--Vlasov equations
AL Haji-Ali, H Hoel, R Tempone
arXiv preprint arXiv:2101.00886, 2021
52021
Sub-sampling and other considerations for efficient risk estimation in large portfolios
MB Giles, AL Haji-Ali
arXiv preprint arXiv:1912.05484, 2019
52019
Efficient risk estimation for the credit valuation adjustment
MB Giles, AL Haji-Ali, J Spence
arXiv preprint arXiv:2301.05886, 2023
42023
Multilevel path branching for digital options
MB Giles, AL Haji-Ali
arXiv preprint arXiv:2209.03017, 2022
42022
Multilevel importance sampling for McKean-Vlasov stochastic differential equation
NB Rached, AL Haji-Ali, SMS Pillai, R Tempone
arXiv preprint arXiv:2208.03225, 2022
42022
State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables
E Ben Amar, N Ben Rached, AL Haji-Ali, R Tempone
Statistics and Computing 33 (2), 40, 2023
32023
Multilevel Importance Sampling for McKean-Vlasov Stochastic Differential Equation
N Ben Rached, AL Haji-Ali, S Mohan Subbiah Pillai, R Tempone
arXiv e-prints, arXiv: 2208.03225, 2022
32022
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Articles 1–20