Abdul-Lateef Haji-Ali

23 papers Journal 23

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	An Adaptive Sampling Algorithm for Level-set Approximation. CoRR Matteo Croci, Abdul-Lateef Haji-Ali, Ian C. J. Powell
2025	J	`jnl`	Multilevel importance sampling for rare events associated with the McKean-Vlasov equation. Stat. Comput. Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai, Raúl Tempone
2025	J	`jnl`	The multi-index Monte Carlo method for semilinear stochastic partial differential equations. CoRR Abdul-Lateef Haji-Ali, Håkon Hoel, Andreas Petersson
2024	J	`jnl`	Bayesian computation with generative diffusion models by Multilevel Monte Carlo. CoRR Abdul-Lateef Haji-Ali, Marcelo Pereyra, Luke Shaw, Konstantinos Zygalakis
2024	J	`jnl`	Double-loop importance sampling for McKean-Vlasov stochastic differential equation. Stat. Comput. Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai, Raúl Tempone
2024	J	`jnl`	Forward Propagation of Low Discrepancy Through McKean-Vlasov Dynamics: From QMC to MLQMC. CoRR Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Raúl Tempone, Leon Wilkosz
2023	J	`jnl`	Multi-index Importance Sampling for McKean-Vlasov Stochastic Differential Equation. CoRR Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai, Raúl Tempone
2023	J	`jnl`	Nested Multilevel Monte Carlo with Biased and Antithetic Sampling. CoRR Abdul-Lateef Haji-Ali, Jonathan Spence
2023	J	`jnl`	State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables. Stat. Comput. Eya Ben Amar, Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Raúl Tempone
2022	J	`jnl`	Adaptive Multilevel Monte Carlo for Probabilities. SIAM J. Numer. Anal. Abdul-Lateef Haji-Ali, Jonathan Spence, Aretha L. Teckentrup
2022	J	`jnl`	Double Loop Monte Carlo Estimator with Importance Sampling for McKean-Vlasov Stochastic Differential Equation. CoRR Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai, Raúl Tempone
2022	J	`jnl`	Efficient Importance Sampling Algorithm Applied to the Performance Analysis of Wireless Communication Systems Estimation. CoRR Eya Ben Amar, Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Raúl Tempone
2022	J	`jnl`	Multilevel Importance Sampling for McKean-Vlasov Stochastic Differential Equation. CoRR Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai, Raúl Tempone
2022	J	`jnl`	Multilevel Path Branching for Digital Options. CoRR Michael B. Giles, Abdul-Lateef Haji-Ali
2021	J	`jnl`	A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean-Vlasov equations. CoRR Abdul-Lateef Haji-Ali, Håkon Hoel, Raúl Tempone
2021	J	`jnl`	Adaptive Multilevel Monte Carlo for Probabilities. CoRR Abdul-Lateef Haji-Ali, Jonathan Spence, Aretha L. Teckentrup
2021	J	`jnl`	Efficient importance sampling for large sums of independent and identically distributed random variables. Stat. Comput. Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Gerardo Rubino, Raúl Tempone
2019	J	`jnl`	Multilevel Nested Simulation for Efficient Risk Estimation. SIAM/ASA J. Uncertain. Quantification Michael B. Giles, Abdul-Lateef Haji-Ali
2019	J	`jnl`	Sub-sampling and other considerations for efficient risk estimation in large portfolios. CoRR Michael B. Giles, Abdul-Lateef Haji-Ali
2018	J	`jnl`	Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation. Stat. Comput. Abdul-Lateef Haji-Ali, Raúl Tempone
2018	J	`jnl`	Novel results for the anisotropic sparse grid quadrature. J. Complex. Abdul-Lateef Haji-Ali, Helmut Harbrecht, Michael Peters, Markus Siebenmorgen
2016	J	`jnl`	Multi-index Monte Carlo: when sparsity meets sampling. Numerische Mathematik Abdul-Lateef Haji-Ali, Fabio Nobile, Raúl Tempone
2016	J	`jnl`	Multi-index Stochastic Collocation Convergence Rates for Random PDEs with Parametric Regularity. Found. Comput. Math. Abdul-Lateef Haji-Ali, Fabio Nobile, Lorenzo Tamellini, Raúl Tempone