Multi-index Monte Carlo: when sparsity meets sampling AL Haji-Ali, F Nobile, R Tempone Numerische Mathematik 132 (4), 767-806, 2016 | 147 | 2016 |
A continuation multilevel Monte Carlo algorithm N Collier, AL Haji-Ali, F Nobile, E von Schwerin, R Tempone BIT Numerical Mathematics 55 (2), 399-432, 2015 | 131 | 2015 |
Multi-index stochastic collocation for random PDEs AL Haji-Ali, F Nobile, L Tamellini, R Tempone Computer Methods in Applied Mechanics and Engineering 306, 95-122, 2016 | 66 | 2016 |
Optimization of mesh hierarchies in multilevel Monte Carlo samplers AL Haji-Ali, F Nobile, E von Schwerin, R Tempone Stochastics and Partial Differential Equations Analysis and Computations 4 …, 2016 | 57 | 2016 |
Multilevel nested simulation for efficient risk estimation MB Giles, AL Haji-Ali SIAM/ASA Journal on Uncertainty Quantification 7 (2), 497-525, 2019 | 36 | 2019 |
Multilevel and Multi-index Monte Carlo methods for the McKean–Vlasov equation AL Haji-Ali, R Tempone Statistics and Computing 28 (4), 923-935, 2018 | 29 | 2018 |
Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity AL Haji-Ali, F Nobile, L Tamellini, R Tempone Foundations of Computational Mathematics 16 (6), 1555-1605, 2016 | 29 | 2016 |
Novel results for the anisotropic sparse grid quadrature AL Haji-Ali, H Harbrecht, MD Peters, M Siebenmorgen Journal of Complexity 47, 62-85, 2018 | 23 | 2018 |
Pedestrian flow in the mean field limit AL Haji Ali | 16* | 2012 |
Multilevel weighted least squares polynomial approximation AL Haji-Ali, F Nobile, R Tempone, S Wolfers ESAIM: Mathematical Modelling and Numerical Analysis 54 (2), 649-677, 2020 | 13 | 2020 |
Novel results for the anisotropic sparse quadrature and their impact on random diffusion problems AL Haji-Ali, H Harbrecht, M Peters, M Siebenmorgen Universität Basel 2015 (27), 2015 | 6 | 2015 |
Efficient importance sampling for large sums of independent and identically distributed random variables N Ben Rached, AL Haji-Ali, G Rubino, R Tempone Statistics and Computing 31 (6), 1-13, 2021 | 3 | 2021 |
Adaptive Multilevel Monte Carlo for Probabilities AL Haji-Ali, J Spence, A Teckentrup arXiv preprint arXiv:2107.09148, 2021 | 1 | 2021 |
PSU4 VALUE of information for adaptive trials: proof of concept study in MULTI-arm MULTI-STAGE trials of interventions for the prevention of surgical site infections M Ward, M Grayling, J Wason, NJ Welton, AL Haji-Ali, H Jalal, H Thom Value in Health 23, S738, 2020 | 1 | 2020 |
Sub-sampling and other considerations for efficient risk estimation in large portfolios MB Giles, AL Haji-Ali arXiv preprint arXiv:1912.05484, 2019 | 1 | 2019 |
Multilevel Importance Sampling for McKean-Vlasov Stochastic Differential Equation N Ben Rached, AL Haji-Ali, S Mohan, R Tempone arXiv e-prints, arXiv: 2208.03225, 2022 | | 2022 |
Double Loop Monte Carlo Estimator with Importance Sampling for McKean-Vlasov Stochastic Differential Equation NB Rached, AL Haji-Ali, S Mohan, R Tempone arXiv preprint arXiv:2207.06926, 2022 | | 2022 |
Double Loop Monte Carlo Estimator with Importance Sampling for McKean-Vlasov Stochastic Differential Equation N Ben Rached, AL Haji-Ali, S Mohan, R Tempone arXiv e-prints, arXiv: 2207.06926, 2022 | | 2022 |
Efficient Importance Sampling Algorithm Applied to the Performance Analysis of Wireless Communication Systems Estimation EB Amar, NB Rached, AL Haji-Ali, R Tempone arXiv preprint arXiv:2201.01340, 2022 | | 2022 |
A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean--Vlasov equations AL Haji-Ali, H Hoel, R Tempone arXiv preprint arXiv:2101.00886, 2021 | | 2021 |