The following pages link to Abdul-Lateef Haji-Ali (Q264114):
Displaying 18 items.
- Multi-index Monte Carlo: when sparsity meets sampling (Q264116) (← links)
- Multi-index stochastic collocation convergence rates for random PDEs with parametric regularity (Q506615) (← links)
- Optimization of mesh hierarchies in multilevel Monte Carlo samplers (Q507015) (← links)
- (Q1635838) (redirect page) (← links)
- Novel results for the anisotropic sparse grid quadrature (Q1635840) (← links)
- Multilevel and multi-index Monte Carlo methods for the McKean-Vlasov equation (Q1704027) (← links)
- Efficient importance sampling for large sums of independent and identically distributed random variables (Q2058910) (← links)
- Multi-index stochastic collocation for random PDEs (Q2309190) (← links)
- A continuation multilevel Monte Carlo algorithm (Q2350720) (← links)
- Adaptive Multilevel Monte Carlo for Probabilities (Q5096456) (← links)
- Multilevel weighted least squares polynomial approximation (Q5110276) (← links)
- Multilevel Nested Simulation for Efficient Risk Estimation (Q5228366) (← links)
- State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables (Q6171770) (← links)
- Multilevel Importance Sampling for Rare Events Associated With the McKean--Vlasov Equation (Q6506382) (← links)
- Multilevel path branching for digital options (Q6620084) (← links)
- Double-loop importance sampling for McKean-Vlasov stochastic differential equation (Q6643237) (← links)
- Multilevel importance sampling for rare events associated with the McKean-Vlasov equation (Q6657834) (← links)
- Forward Propagation of Low Discrepancy Through McKean-Vlasov Dynamics: From QMC to MLQMC (Q6744563) (← links)