Abdul-Lateef Haji-Ali

Publication Activity (10 Years)

Years Active: 2016-2023
Publications (10 Years): 17

Top Topics

Wireless Communication Systems

Random Variables

Monte Carlo Methods

Importance Sampling

Top Venues

SIAM/ASA J. Uncertain. Quantification

SIAM J. Numer. Anal.

Publications

Eya Ben Amar, Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Raúl Tempone
State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables. Stat. Comput. 33 (2) (2023)
Abdul-Lateef Haji-Ali, Jonathan Spence
Nested Multilevel Monte Carlo with Biased and Antithetic Sampling. CoRR (2023)
Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai, Raúl Tempone
Multi-index Importance Sampling for McKean-Vlasov Stochastic Differential Equation. CoRR (2023)
Abdul-Lateef Haji-Ali, Jonathan Spence, Aretha L. Teckentrup
Adaptive Multilevel Monte Carlo for Probabilities. SIAM J. Numer. Anal. 60 (4) (2022)
Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan, Raúl Tempone
Double Loop Monte Carlo Estimator with Importance Sampling for McKean-Vlasov Stochastic Differential Equation. CoRR (2022)
Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan, Raúl Tempone
Multilevel Importance Sampling for McKean-Vlasov Stochastic Differential Equation. CoRR (2022)
Michael B. Giles, Abdul-Lateef Haji-Ali
Multilevel Path Branching for Digital Options. CoRR (2022)
Eya Ben Amar, Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Raúl Tempone
Efficient Importance Sampling Algorithm Applied to the Performance Analysis of Wireless Communication Systems Estimation. CoRR (2022)
Abdul-Lateef Haji-Ali, Håkon Hoel, Raúl Tempone
A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean-Vlasov equations. CoRR (2021)
Abdul-Lateef Haji-Ali, Jonathan Spence, Aretha L. Teckentrup
Adaptive Multilevel Monte Carlo for Probabilities. CoRR (2021)
Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Gerardo Rubino, Raúl Tempone
Efficient importance sampling for large sums of independent and identically distributed random variables. Stat. Comput. 31 (6) (2021)
Michael B. Giles, Abdul-Lateef Haji-Ali
Sub-sampling and other considerations for efficient risk estimation in large portfolios. CoRR (2019)
Michael B. Giles, Abdul-Lateef Haji-Ali
Multilevel Nested Simulation for Efficient Risk Estimation. SIAM/ASA J. Uncertain. Quantification 7 (2) (2019)
Abdul-Lateef Haji-Ali, Helmut Harbrecht, Michael Peters, Markus Siebenmorgen
Novel results for the anisotropic sparse grid quadrature. J. Complex. 47 (2018)
Abdul-Lateef Haji-Ali, Raúl Tempone
Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation. Stat. Comput. 28 (4) (2018)
Abdul-Lateef Haji-Ali, Fabio Nobile, Raúl Tempone
Multi-index Monte Carlo: when sparsity meets sampling. Numerische Mathematik 132 (4) (2016)
Abdul-Lateef Haji-Ali, Fabio Nobile, Lorenzo Tamellini, Raúl Tempone
Multi-index Stochastic Collocation Convergence Rates for Random PDEs with Parametric Regularity. Found. Comput. Math. 16 (6) (2016)