Photo of Abdul-Lateef Haji-Ali
  • EH14 4AS

    United Kingdom

Accepting PhD Students

PhD projects

Adaptive Monte Carlo Methods for Stochastic Differential Equations

20152020

Research output per year

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Research Output

Multilevel weighted least squares polynomial approximation

Haji-Ali, A-L., Nobile, F., Tempone, R. & Wolfers, S., 3 Mar 2020, In : ESAIM: Mathematical Modelling and Numerical Analysis. 54, 2, p. 649-677

Research output: Contribution to journalArticle

Open Access
File
17 Downloads (Pure)

Multilevel nested simulation for efficient risk estimation

Giles, M. B. & Haji-Ali, A-L., 2019, In : SIAM/ASA Journal on Uncertainty Quantification. 7, 2, p. 497–525 29 p.

Research output: Contribution to journalArticle

Open Access
File
  • 3 Citations (Scopus)
    32 Downloads (Pure)

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

    Haji-Ali, A-L. & Tempone, R., 1 Jul 2018, In : Statistics and Computing. 28, 4, p. 923-935

    Research output: Contribution to journalArticle

    Open Access
    File
    5 Citations (Scopus)
    12 Downloads (Pure)

    Novel results for the anisotropic sparse grid quadrature

    Haji-Ali, A-L., Harbrecht, H., Peters, M. D. & Siebenmorgen, M., 1 Aug 2018, In : Journal of Complexity. 47, p. 62-85

    Research output: Contribution to journalArticle

    File
    7 Citations (Scopus)
    2 Downloads (Pure)

    Multi-index Monte Carlo: when sparsity meets sampling

    Haji-Ali, A-L., Nobile, F. & Tempone, R., 1 Apr 2016, In : Numerische Mathematik. 132, 4, p. 767-806

    Research output: Contribution to journalArticle

    43 Citations (Scopus)

    Prizes

    Leslie Fox Prize (2nd place)

    Haji-Ali, Abdul-Lateef (Recipient), Jun 2019

    Prize: Prize (including medals and awards)