Abdul-Lateef Haji-Ali
Abdul-Lateef Haji-Ali
Verified email at hw.ac.uk - Homepage
Cited by
Cited by
Multi-index Monte Carlo: when sparsity meets sampling
AL Haji-Ali, F Nobile, R Tempone
Numerische Mathematik 132 (4), 767-806, 2016
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
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
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
Multilevel and Multi-index Monte Carlo methods for the McKean–Vlasov equation
AL Haji-Ali, R Tempone
Statistics and Computing 28 (4), 923-935, 2018
Multilevel nested simulation for efficient risk estimation
MB Giles, AL Haji-Ali
SIAM/ASA Journal on Uncertainty Quantification 7 (2), 497-525, 2019
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 (6), 1555-1605, 2016
Novel results for the anisotropic sparse grid quadrature
AL Haji-Ali, H Harbrecht, MD Peters, M Siebenmorgen
Journal of Complexity 47, 62-85, 2018
Pedestrian Flow in the Mean Field Limit
AL Haji Ali
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
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
Efficient Importance Sampling for Large Sums of Independent and Identically Distributed Random Variables
NB Rached, AL Haji-Ali, G Rubino, R Tempone
arXiv preprint arXiv:2101.09514, 2021
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
PSU4 VALUE of Information for Adaptive Trials: Proof of Concept Study in MULTI-Arm MULTI-STAGE Trials of Interventions for the Prevention of Surgical Site Infections
M Ward, M Grayling, J Wason, NJ Welton, AL Haji-Ali, H Jalal, H Thom
Value in Health 23, S738, 2020
Computation of Electromagnetic Fields Scattered From Dielectric Objects of Uncertain Shapes Using MLMC
A Litvinenko, AC Yucel, H Bagci, J Oppelstrup, E Michielssen, R Tempone
Sub-sampling and other considerations for efficient risk estimation in large portfolios
MB Giles, AL Haji-Ali
arXiv preprint arXiv:1912.05484, 2019
Financial risk estimation using nested MLMC and portfolio sub-sampling
M Giles, AL Haji-Ali
Multilevel Monte Carlo for Estimating Risk Measures
M Giles, AL Haji-Ali
MATHICSE Technical Report: Multilevel weighted least squares polynomial approximation
AL Haji Ali, F Nobile, R Tempone, S Wolfers
Efficient Multilevel and Multi-index Sampling Methods in Stochastic Differential Equations
AL Haji Ali
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