Abdul-Lateef Haji-Ali

According to our database, Abdul-Lateef Haji-Ali authored at least 19 papers between 2016 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Double-loop importance sampling for McKean-Vlasov stochastic differential equation.

Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai, Raúl Tempone

Stat. Comput., December, 2024

Bayesian computation with generative diffusion models by Multilevel Monte Carlo.

Abdul-Lateef Haji-Ali, Marcelo Pereyra, Luke Shaw, Konstantinos Zygalakis

CoRR, 2024

Forward Propagation of Low Discrepancy Through McKean-Vlasov Dynamics: From QMC to MLQMC.

Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Raúl Tempone, Leon Wilkosz

CoRR, 2024

2023

State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables.

Eya Ben Amar, Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Raúl Tempone

Stat. Comput., April, 2023

Nested Multilevel Monte Carlo with Biased and Antithetic Sampling.

Abdul-Lateef Haji-Ali, Jonathan Spence

CoRR, 2023

Multi-index Importance Sampling for McKean-Vlasov Stochastic Differential Equation.

Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai, Raúl Tempone

CoRR, 2023

2022

Adaptive Multilevel Monte Carlo for Probabilities.

Abdul-Lateef Haji-Ali, Jonathan Spence, Aretha L. Teckentrup

SIAM J. Numer. Anal., August, 2022

Multilevel Path Branching for Digital Options.

Michael B. Giles, Abdul-Lateef Haji-Ali

CoRR, 2022

Multilevel Importance Sampling for McKean-Vlasov Stochastic Differential Equation.

Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai, Raúl Tempone

CoRR, 2022

Double Loop Monte Carlo Estimator with Importance Sampling for McKean-Vlasov Stochastic Differential Equation.

Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Shyam Mohan Subbiah Pillai, Raúl Tempone

CoRR, 2022

Efficient Importance Sampling Algorithm Applied to the Performance Analysis of Wireless Communication Systems Estimation.

Eya Ben Amar, Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Raúl Tempone

CoRR, 2022

2021

Efficient importance sampling for large sums of independent and identically distributed random variables.

Nadhir Ben Rached, Abdul-Lateef Haji-Ali, Gerardo Rubino, Raúl Tempone

Stat. Comput., 2021

A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean-Vlasov equations.

Abdul-Lateef Haji-Ali, Håkon Hoel, Raúl Tempone

CoRR, 2021

2019

Multilevel Nested Simulation for Efficient Risk Estimation.

Michael B. Giles, Abdul-Lateef Haji-Ali

SIAM/ASA J. Uncertain. Quantification, 2019

Sub-sampling and other considerations for efficient risk estimation in large portfolios.

Michael B. Giles, Abdul-Lateef Haji-Ali

CoRR, 2019

2018

Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation.

Abdul-Lateef Haji-Ali, Raúl Tempone

Stat. Comput., 2018

Novel results for the anisotropic sparse grid quadrature.

Abdul-Lateef Haji-Ali, Helmut Harbrecht, Michael Peters, Markus Siebenmorgen

J. Complex., 2018

2016

Multi-index Monte Carlo: when sparsity meets sampling.

Abdul-Lateef Haji-Ali, Fabio Nobile, Raúl Tempone

Numerische Mathematik, 2016

Multi-index Stochastic Collocation Convergence Rates for Random PDEs with Parametric Regularity.

Abdul-Lateef Haji-Ali, Fabio Nobile, Lorenzo Tamellini, Raúl Tempone

Found. Comput. Math., 2016