| Multi-index Monte Carlo: when sparsity meets sampling AL Haji-Ali, F Nobile, R Tempone Numerische Mathematik 132, 767-806, 2016 | 181 | 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 | 153 | 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 | 85 | 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 | 69 | 2016 |
| Multilevel nested simulation for efficient risk estimation MB Giles, AL Haji-Ali SIAM/ASA Journal on Uncertainty Quantification 7 (2), 497-525, 2019 | 57 | 2019 |
| Multilevel and Multi-index Monte Carlo methods for the McKean–Vlasov equation AL Haji-Ali, R Tempone Statistics and Computing 28, 923-935, 2018 | 39 | 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, 1555-1605, 2016 | 36 | 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 | 29 | 2018 |
| Pedestrian flow in the mean field limit AL Haji Ali | 19* | 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 | 16 | 2020 |
| 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), 79, 2021 | 11 | 2021 |
| Adaptive multilevel monte carlo for probabilities AL Haji-Ali, J Spence, AL Teckentrup SIAM Journal on Numerical Analysis 60 (4), 2125-2149, 2022 | 9 | 2022 |
| 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 |
| Multilevel Importance Sampling for McKean-Vlasov Stochastic Differential Equation NB Rached, AL Haji-Ali, SMS Pillai, R Tempone arXiv preprint arXiv:2208.03225, 2022 | 5 | 2022 |
| Sub-sampling and other considerations for efficient risk estimation in large portfolios MB Giles, AL Haji-Ali arXiv preprint arXiv:1912.05484, 2019 | 5 | 2019 |
| Multilevel path branching for digital options MB Giles, AL Haji-Ali arXiv preprint arXiv:2209.03017, 2022 | 3 | 2022 |
| Efficient Risk Estimation for the Credit Valuation Adjustment MB Giles, AL Haji-Ali, J Spence arXiv preprint arXiv:2301.05886, 2023 | 2 | 2023 |
| 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 | 2 | 2021 |
| Single Level Importance Sampling for McKean-Vlasov Stochastic Differential Equation NB Rached, AL Haji-Ali, SMS Pillai, R Tempone arXiv preprint arXiv:2207.06926, 2022 | 1 | 2022 |
| 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 |
Raul TemponeProfessor of Applied Mathematics, Director - Center for Uncertainty Quantification, KAUSTVerified email at kaust.edu.sa
