The following pages link to Abdul-Lateef Haji-Ali (Q264114):
Displayed 17 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)
- A simple approach to proving the existence, uniqueness, and strong and weak convergence rates for a broad class of McKean--Vlasov equations (Q6357507) (← links)
- Double-Loop Importance Sampling for McKean--Vlasov Stochastic Differential Equation (Q6404984) (← links)
- Multilevel Path Branching for Digital Options (Q6409951) (← links)
- Multi-index Importance Sampling for McKean-Vlasov Stochastic Differential Equation (Q6443296) (← links)