Abdul-Lateef Haji-Ali

Orcid: 0000-0002-6243-0335

According to our database1, Abdul-Lateef Haji-Ali authored at least 16 papers between 2016 and 2023.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Bibliography

2023
State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables.
Stat. Comput., April, 2023

Nested Multilevel Monte Carlo with Biased and Antithetic Sampling.
CoRR, 2023

Multi-index Importance Sampling for McKean-Vlasov Stochastic Differential Equation.
CoRR, 2023

2022
Adaptive Multilevel Monte Carlo for Probabilities.
SIAM J. Numer. Anal., August, 2022

Multilevel Path Branching for Digital Options.
CoRR, 2022

Multilevel Importance Sampling for McKean-Vlasov Stochastic Differential Equation.
CoRR, 2022

Double Loop Monte Carlo Estimator with Importance Sampling for McKean-Vlasov Stochastic Differential Equation.
CoRR, 2022

Efficient Importance Sampling Algorithm Applied to the Performance Analysis of Wireless Communication Systems Estimation.
CoRR, 2022

2021
Efficient importance sampling for large sums of independent and identically distributed random variables.
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.
CoRR, 2021

2019
Multilevel Nested Simulation for Efficient Risk Estimation.
SIAM/ASA J. Uncertain. Quantification, 2019

Sub-sampling and other considerations for efficient risk estimation in large portfolios.
CoRR, 2019

2018
Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation.
Stat. Comput., 2018

Novel results for the anisotropic sparse grid quadrature.
J. Complex., 2018

2016
Multi-index Monte Carlo: when sparsity meets sampling.
Numerische Mathematik, 2016

Multi-index Stochastic Collocation Convergence Rates for Random PDEs with Parametric Regularity.
Found. Comput. Math., 2016


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