| Multilevel ensemble Kalman filtering based on a sample average of independent EnKF estimators H Hoel, G Shaimerdenova, R Tempone arXiv preprint arXiv:2002.00480, 2020 | 24* | 2020 |
| Approximation methods for inhomogeneous geometric Brownian motion L Capriotti, Y Jiang, G Shaimerdenova International Journal of Theoretical and Applied Finance 22 (02), 1850055, 2019 | 11 | 2019 |
| Multi-index ensemble Kalman filtering H Hoel, G Shaimerdenova, R Tempone Journal of Computational Physics 470, 111561, 2022 | 6 | 2022 |
| Importance sampling for rare event tracking within the ensemble Kalman filtering framework NB Rached, E von Schwerin, G Shaimerdenova, R Tempone arXiv preprint arXiv:2403.12793, 2024 | | 2024 |
| GaukharSH/mlenkf: Julia Implementation of Multilevel Ensemble Kalman Filtering (MLEnKF) with Local Kalman Gains H Hoel, G Shaimerdenova, R Tempone Github, 2019 | | 2019 |
| Multilevel and multi-index EnKF algorithms G Shaimerdenova, H Hoel, R Tempone | | |
| Inhomogeneous Geometric Brownian Motion: Semi-Analytic Approximation of the Transition Probabilities and Arrow-Debreu Prices G Shaimerdenova, Y Jiang, L Capriotti | | |
