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Research Output 2015 2019

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

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

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

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

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

Haji-Ali, A-L., Nobile, F., Tamellini, L. & Tempone, R., 1 Dec 2016, In : Foundations of Computational Mathematics. 16, 6, p. 1555-1605

Research output: Contribution to journalArticle