| Multi-index Monte Carlo: when sparsity meets sampling AL Haji-Ali, F Nobile, R Tempone Numerische Mathematik 132, 767-806, 2016 | 214 | 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 | 163 | 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 | 96 | 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 | 77 | 2016 |
| Multilevel nested simulation for efficient risk estimation MB Giles, AL Haji-Ali SIAM/ASA Journal on Uncertainty Quantification 7 (2), 497-525, 2019 | 70 | 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 | 53 | 2018 |
| Novel results for the anisotropic sparse grid quadrature AL Haji-Ali, H Harbrecht, MD Peters, M Siebenmorgen Journal of Complexity 47, 62-85, 2018 | 38 | 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 | 37 | 2016 |
| Pedestrian flow in the mean field limit AL Haji Ali | 20* | 2012 |
| Adaptive multilevel monte carlo for probabilities AL Haji-Ali, J Spence, AL Teckentrup SIAM Journal on Numerical Analysis 60 (4), 2125-2149, 2022 | 18 | 2022 |
| 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 | 18 | 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 | 13 | 2021 |
| Multilevel importance sampling for rare events associated with the McKean–Vlasov equation N Ben Rached, AL Haji-Ali, SM Subbiah Pillai, R Tempone Statistics and Computing 35 (1), 1, 2025 | 10* | 2025 |
| Double-loop importance sampling for McKean–Vlasov stochastic differential equation N Ben Rached, AL Haji-Ali, SM Subbiah Pillai, R Tempone Statistics and Computing 34 (6), 1-25, 2024 | 9* | 2024 |
| State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables E Ben Amar, N Ben Rached, AL Haji-Ali, R Tempone Statistics and Computing 33 (2), 40, 2023 | 7 | 2023 |
| Sub-sampling and other considerations for efficient risk estimation in large portfolios MB Giles, AL Haji-Ali arXiv preprint arXiv:1912.05484, 2019 | 7 | 2019 |
| Efficient risk estimation for the credit valuation adjustment MB Giles, AL Haji-Ali, J Spence arXiv preprint arXiv:2301.05886, 2023 | 6 | 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, 2021 | 6 | 2021 |
| 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 path branching for digital options MB Giles, AL Haji-Ali The Annals of Applied Probability 34 (5), 4836-4862, 2024 | 5 | 2024 |
Raul TemponeProfessor of Applied Mathematics, Alexander von Humboldt Professor RWTH-Aachen & KAUSTVerified email at kaust.edu.sa
