When 12-year-old Muhammad Ali's beloved bicycle was stolen, he reported the theft to a police officer who was also a boxing trainer. He helped Ali win his first fight in just six weeks.
He changed his name and became Mohammed Ali. That was him and so when talking about his past, you use his name. Same with everyone who decides to change their name for whatever reason. Unless they say otherwise, you use the name they have or had when they passed on.