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)

Multi-index Monte Carlo: when sparsity meets sampling. - Abdul-Lateef Haji-Ali; Fabio Nobile; Raúl Tempone (Numerische Mathematik, 2016)

Novel results for the anisotropic sparse grid quadrature. - Abdul-Lateef Haji-Ali; Helmut Harbrecht; Michael Peters; Markus Siebenmorgen (J. Complex., 2018)

Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation. - Abdul-Lateef Haji-Ali; Raúl Tempone (Stat. Comput., 2018)

Sub-sampling and other considerations for efficient risk estimation in large portfolios. - Michael B. Giles; Abdul-Lateef Haji-Ali (CoRR, 2019)

Multilevel Nested Simulation for Efficient Risk Estimation. - Michael B. Giles; Abdul-Lateef Haji-Ali (SIAM/ASA J. Uncertain. Quantification, 2019)

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)

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)

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)

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)

Multilevel Importance Sampling for McKean-Vlasov Stochastic Differential Equation. - Nadhir Ben Rached; Abdul-Lateef Haji-Ali; Shyam Mohan Subbiah Pillai; Raúl Tempone (CoRR, 2022)

Multilevel Path Branching for Digital Options. - Michael B. Giles; Abdul-Lateef Haji-Ali (CoRR, 2022)

Adaptive Multilevel Monte Carlo for Probabilities. - Abdul-Lateef Haji-Ali; Jonathan Spence; Aretha L. Teckentrup (SIAM J. Numer. Anal., 2022)

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)

Nested Multilevel Monte Carlo with Biased and Antithetic Sampling. - Abdul-Lateef Haji-Ali; Jonathan Spence (CoRR, 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., 2023)

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)

Bayesian computation with generative diffusion models by Multilevel Monte Carlo. - Abdul-Lateef Haji-Ali; Marcelo Pereyra; Luke Shaw; Konstantinos Zygalakis (CoRR, 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., 2024)

The multi-index Monte Carlo method for semilinear stochastic partial differential equations. - Abdul-Lateef Haji-Ali; Håkon Hoel; Andreas Petersson (CoRR, 2025)

Multilevel importance sampling for rare events associated with the McKean-Vlasov equation. - Nadhir Ben Rached; Abdul-Lateef Haji-Ali; Shyam Mohan Subbiah Pillai; Raúl Tempone (Stat. Comput., 2025)