News and updates from Abdul-Lateef Haji-Ali 2026-07-23T21:37:01+01:00 /feed_news.xml Abdul-Lateef Haji-Ali a.hajiali@hw.ac.uk 2026-07-20T00:00:00Z 2026-07-20T00:00:00Z https://doi.org/10.1016/j.cam.2026.117988 New published paper, titled: "Multi-index importance sampling for McKean-Vlasov stochastic differential equations", in Journal of Computational and Applied Mathematics.

]]> 2026-07-10T00:00:00Z 2026-07-10T00:00:00Z https://arxiv.org/abs/2509.14896 New published paper, titled: "An Adaptive Sampling Algorithm for Level-set Approximation", in IMA Journal of Numerical Analysis.

]]> 2026-06-10T00:00:00Z 2026-06-10T00:00:00Z https://maths.ed.ac.uk/events/mcqmc-2026 Talk at MCQMC 2026 in Edinburgh, titled: "Hierarchical Monte Carlo Methods for SPDEs".

]]> 2026-06-08T00:00:00Z 2026-06-08T00:00:00Z /news#2026-06-08-event-I am on the organizing committ I am on the organizing committee for “MCQMC 2026” in Edinburgh.

]]> 2026-05-30T00:00:00Z 2026-05-30T00:00:00Z /posts/blog/confschedule New post: "confschedule: a LaTeX package for conference programmes". A TeX package that manages the full pipeline for conference programmes, from submission files to schedule grids, abstract listings, and a participant index, born out of organising MCQMC 2026 in Edinburgh.

]]> 2026-05-27T00:00:00Z 2026-05-27T00:00:00Z https://rss.org.uk/training-events/events/events-2026/local-groups/recent-advances-in-stochastic-processes-theory-and/ Talk at Recent advances in stochastic processes: theory and applications in Edinburgh, titled: "Multilevel and Multi-Index Monte Carlo: Theory, Practice, and mimclib".

]]> 2026-01-10T00:00:00Z 2026-01-10T00:00:00Z https://arxiv.org/abs/2301.05886 New published paper, titled: "Efficient risk estimation for the credit valuation adjustment", in Finance and Stochastics.

]]> 2025-12-09T00:00:00Z 2025-12-09T00:00:00Z https://www.acom.rwth-aachen.de/research/lunch-seminars Talk in Mathematical Modeling and Simulation Lunch Seminar, titled: "Multilevel Monte Carlo and Path Branching for Digital Options".

]]> 2025-12-04T00:00:00Z 2025-12-04T00:00:00Z /news#2025-12-04-talk-Efficient Risk Estimation for Talk in DLR, titled: "Efficient Risk Estimation for Orbital Collisions Using Hierarchical Monte Carlo Methods".

]]> 2025-11-03T00:00:00Z 2025-11-03T00:00:00Z https://workshop-pfm25.epfl.ch Talk at Particles, Flows & Maps for Sampling Complex Distributions in Bernoulli Center, EPFL, Lausanne.

]]> 2025-09-23T00:00:00Z 2025-09-23T00:00:00Z https://rss.org.uk/training-events/events/events-2025/section-groups/uncertainty-quantification-methods-(in-person) I organized a Royal Statistical Society meeting on “UQ methods”.

]]> 2025-09-12T00:00:00Z 2025-09-12T00:00:00Z /news#2025-09-12-talk-Uncertainty Quantification and Talk at Joint Workshop DLR & RWTH in German Aerospace Center (DLR), titled: "Uncertainty Quantification and Hierarchical Methods".

]]> 2025-08-29T00:00:00Z 2025-08-29T00:00:00Z https://lnu.se/en/meet-linnaeus-university/current/events/2025/konferenser/snipss-2025--stochastic-numerics-and-inverse-problems-in-southern-sweden-2025/ Talk at Stochastic Numerics and Inverse Problems in Sweden in Linnaeus University, Växjö, titled: "Hierarchical Methods for Risk Assessment".

]]> 2025-08-14T00:00:00Z 2025-08-14T00:00:00Z https://math4uq.github.io/workshop2025 Talk at Mathematics for Uncertainty Quantification Workshop in Aachen, Germany, titled: "Hierarchical Methods for Risk Assessment".

]]> 2025-07-28T00:00:00Z 2025-07-28T00:00:00Z https://ccbatiit.github.io/mcm2025/ Talk at International Conference on Monte Carlo Methods and Applications (MCM) in Chicago, USA, titled: "An Adaptive Sampling Scheme for Level-set Approximation".

]]> 2025-07-17T00:00:00Z 2025-07-17T00:00:00Z https://doi.org/10.1093/imamat/hxaf015 New published paper, titled: "Weak convergence analysis of the McKean-Vlasov equations using stochastic flows of particle systems".

]]> 2025-07-09T00:00:00Z 2025-07-09T00:00:00Z https://webhomes.maths.ed.ac.uk/~mbrolly2/uqdm/index.html Talk at Uncertainty Quantification for Dynamical Modelling in Edinburgh, UK, titled: "Multilevel Monte Carlo and Path Branching for Digital Options".

]]> 2025-06-24T00:00:00Z 2025-06-24T00:00:00Z https://numericalanalysisconference.org.uk/ Talk at The 30th Biennial Numerical Analysis Conference in University of Strathclyde, Glasgow, UK, titled: "Bayesian computation with generative diffusion models by Multilevel Monte Carlo".

]]> 2025-06-18T00:00:00Z 2025-06-18T00:00:00Z https://centreforstatistics.maths.ed.ac.uk/events/upcoming-events/cfs-annual-conference-2025 Talk at CfS Annual Conference 2025 in Edinburgh, UK, titled: "Bayesian computation with generative diffusion models by Multilevel Monte Carlo".

]]> 2025-06-10T00:00:00Z 2025-06-10T00:00:00Z https://www.epfl.ch/labs/csqi/ Talk at Scientific Computing and Uncertainty Quantification in EPFL, titled: "The multi-index Monte Carlo method for semilinear stochastic partial differential equations".

]]> 2025-05-27T00:00:00Z 2025-05-27T00:00:00Z https://doi.org/10.1051/m2an/2025031 New published paper, titled: "An antithetic multilevel Monte Carlo-Milstein scheme for stochastic partial differential equations with non-commutative noise".

]]> 2025-05-19T00:00:00Z 2025-05-19T00:00:00Z https://cemse.kaust.edu.sa/events/by-type/workshop/2025/05/18/stochastic-numerics-and-statistical-learning-theory-and Talk at Stochastic Numerics and Statistical Learning: Theory and Applications Workshop 2025 in King Abdullah University of Science and Technology, titled: "An Adaptive Sampling Scheme for Level-set Approximation".

]]> 2025-04-29T00:00:00Z 2025-04-29T00:00:00Z /news#2025-04-29-career-I was awarded and accepted the I was awarded and accepted the “Humboldt Research Fellowship for Experienced Researchers”. As part of this fellowship, I will be visiting the “Chair of Mathematics for Uncertainty Quantification” in RWTH Aachen.

]]> 2025-02-05T00:00:00Z 2025-02-05T00:00:00Z https://arxiv.org/abs/2502.00393 New preprint: "The multi-index Monte Carlo method for semilinear stochastic partial differential equations".

]]> 2025-01-23T00:00:00Z 2025-01-23T00:00:00Z https://www.maths.ox.ac.uk/node/68820 Talk at Computational Mathematics and Applications Seminar in Mathematical Institute, Oxford, titled: "A multi-index Monte Carlo method for semilinear parabolic SPDEs".

]]> 2024-12-13T00:00:00Z 2024-12-13T00:00:00Z https://www.math.tamu.edu/seminars/harmonic/index.php Talk at Mathematical Physics and Harmonic Analysis Seminar in Texas A&M University, titled: "A multi-index Monte Carlo method for semilinear parabolic SPDEs".

]]> 2024-11-20T00:00:00Z 2024-11-20T00:00:00Z https://eps.leeds.ac.uk/maths-statistics Talk at Probability Seminar at the University of Leeds in University of Leeds, titled: "Efficient Risk Estimation for the Credit Valuation Adjustment".

]]> 2024-09-25T00:00:00Z 2024-09-25T00:00:00Z https://doi.org/10.48550/arxiv.2409.15511 New preprint: "Bayesian computation with generative diffusion models by Multilevel Monte Carlo".

]]> 2024-09-04T00:00:00Z 2024-09-04T00:00:00Z https://www.scc.kit.edu/en/events/macm-seminar.php Talk at Modern Applied and Computational Mathematics (MACM) Seminar in Karlsruhe Institute of Technology, titled: "Efficient Risk Estimation for the Credit Valuation Adjustment".

]]> 2024-05-21T00:00:00Z 2024-05-21T00:00:00Z https://cemse.kaust.edu.sa/events/event/snsl-workshop-2024 Talk at Stochastic Numerics and Statistical Learning: Theory and Applications Workshop in King Abdullah University of Science and Technology, titled: "Antithetic Milstein scheme for SPDEs".

]]> 2024-02-29T00:00:00Z 2024-02-29T00:00:00Z https://www.siam.org/conferences/cm/conference/uq24 I presented a talk on “MLMC Techniques for Computing Probabilities” in the “SIAM Conference on Uncertainty Quantification” as part of the minisymposium “Theory and Simulation of Failure Probabilities and Rare Events”.

]]> 2023-12-13T00:00:00Z 2023-12-13T00:00:00Z https://pde.icm.edu.pl/ Talk at Third workshop on Monte Carlo methods, titled: "An Antithetic Multilevel Monte Carlo-Milstein Scheme for Stochastic Partial Differential Equation".

]]> 2023-12-06T00:00:00Z 2023-12-06T00:00:00Z https://lnu.se/en/meet-linnaeus-university/current/events/2023/workshop-on-spdes-their-numerics-and-applications/ Talk at The Linnaeus University Workshop on S(P)DEs, their numerics and applications, titled: "An Antithetic Multilevel Monte Carlo-Milstein Scheme for Stochastic Partial Differential Equation".

]]> 2023-07-26T00:00:00Z 2023-07-26T00:00:00Z https://arxiv.org/abs/2307.14169 New preprint: "An Antithetic Multilevel Monte Carlo-Milstein Scheme for Stochastic Partial Differential Equations".

]]> 2023-02-04T00:00:00Z 2023-02-04T00:00:00Z https://doi.org/10.1007/s11222-021-10055-1 New published paper, titled: "State-dependent importance sampling for estimating expectations of functionals of sums of independent random variables".

]]> 2023-01-14T00:00:00Z 2023-01-14T00:00:00Z https://arxiv.org/abs/2301.05886 New preprint: "Efficient Risk Estimation for the Credit Valuation Adjustment".

]]> 2022-12-13T00:00:00Z 2022-12-13T00:00:00Z https://www.cee.ed.tum.de/era/seminars/ Talk at Engineering Risk Analysis Seminar in Technical University of Munich, titled: "Adaptive Sampling for Computing Probabilities and Risk Measures".

]]> 2022-09-07T00:00:00Z 2022-09-07T00:00:00Z https://arxiv.org/abs/2209.03017 New preprint: "Multilevel Path Branching for Digital Options".

]]> 2022-08-05T00:00:00Z 2022-08-05T00:00:00Z https://arxiv.org/abs/2208.03225 New preprint: "Multilevel Importance Sampling for McKean-Vlasov Stochastic Differential Equation".

]]> 2022-08-01T00:00:00Z 2022-08-01T00:00:00Z /news#2022-08-01-career-I was promoted to Associate Pr I was promoted to Associate Professor.

]]> 2022-07-21T00:00:00Z 2022-07-21T00:00:00Z https://www.ricam.oeaw.ac.at/events/conferences/mcqmc2022/ My talk on “Path Branching for Digital Options” was presented in MCQMC 2022 by my co-author Prof. Mike Giles due to illness.

]]> 2022-07-14T00:00:00Z 2022-07-14T00:00:00Z https://arxiv.org/abs/2207.06926 New preprint: "Single Level Importance Sampling for McKean-Vlasov Stochastic Differential Equations".

]]> 2022-05-23T00:00:00Z 2022-05-23T00:00:00Z /news#2022-05-23-event-I participated in a focused re I participated in a focused research group on “UQ for SciML: Uncertainty Quantification for Scientific Machine Learning” in University of Dundee funded by Heilbronn Institute for Mathematical Research.

]]> 2022-05-23T00:00:00Z 2022-05-23T00:00:00Z https://cemse.kaust.edu.sa/events/event/snsl-workshop Talk at Stochastic Numerics and Statistical Learning: Theory and Applications Workshop in King Abdullah University of Science and Technology, titled: "Path Branching for Digital Options".

]]> 2022-05-03T00:00:00Z 2022-05-03T00:00:00Z https://doi.org/10.1137/21M1447064 New published paper, titled: "Adaptive Multilevel Monte Carlo for Probabilities".

]]> 2022-05-02T00:00:00Z 2022-05-02T00:00:00Z https://www.esi.ac.at/events/e426/ Talk at Multilevel and multifidelity sampling methods in UQ for PDEs, titled: "Multilevel Path Branching for Digital Options".

]]> 2022-04-11T00:00:00Z 2022-04-11T00:00:00Z https://bamc2022.lboro.ac.uk/ I co-organized with Dr Eric Hall a mini-symposium on “Decision making under uncertainty” in the British Applied Mathematics Colloquium and gave a talk on “Adaptive Multilevel Monte Carlo”.

]]> 2022-03-14T00:00:00Z 2022-03-14T00:00:00Z https://doi.org/10.21314/JCF.2022.019 New published paper, titled: "Sub-sampling and other considerations for efficient risk estimation in large portfolios".

]]> 2022-01-04T00:00:00Z 2022-01-04T00:00:00Z https://arxiv.org/abs/2201.01340 New preprint: "Efficient Importance Sampling Algorithm Applied to the Performance Analysis of Wireless Communication Systems Estimation".

]]> 2021-10-25T00:00:00Z 2021-10-25T00:00:00Z https://discovery.dundee.ac.uk/en/activities/dundee-mathematics-seminar Talk at Dundee Mathematics Seminar in University of Dundee, School of Science and Engineering, titled: "MLMC for Computing Probabilities".

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