About Gaukhar Shaimerdenova Gaukhar Shaimerdenova Research Consultant, Stochastic Numerics Research Group numerical analysis Computational finance Gaukhar Shaimerdenova is a consultant at the Stochastic Numerics Research Group (STOCHNUM) of Professor Raul F. Tempone at King Abdullah University of Science and Technology (KAUST). Research Interests Gaukhar's research interests include Stochastic Differential Equations, Numerical Analysis, Data Assimilation, Multilevel/Multi-index Monte Carlo methods, Ensemble Kalman Filtering and Computational Finance. Selected Publications Rached, N.B., Schwerin, E.V., Shaimerdenova, G. and Tempone, R., 2026. Importance sampling for rare event tracking within the ensemble Kalman filtering framework Events Presented Events May 12 - May 18, 2024 Hierarchical ensemble-based data assimilation and rare event tracking Gaukhar Shaimerdenova, Research Consultant, Stochastic Numerics Research Group May 15, 10:00 - 12:00 B4 L5 R5220 numerical analysis This thesis consists of three papers considering, in general, two challenges: the minimization of computational cost in the ensemble Kalman filtering (EnKF) method and the problem of tracking a rare event within the framework of the EnKF. Mar 17 - Mar 23, 2024 Tracking rare events within the ensemble Kalman filtering Gaukhar Shaimerdenova, Research Consultant, Stochastic Numerics Research Group Mar 21, 12:00 - 13:00 B9 L2 H2 H2 In this work, we employ importance sampling (IS) techniques to track a small over-threshold probability of a running maximum associated with the solution of a stochastic differential equation (SDE) within the framework of ensemble Kalman filtering (EnKF).
Hierarchical ensemble-based data assimilation and rare event tracking Gaukhar Shaimerdenova, Research Consultant, Stochastic Numerics Research Group May 15, 10:00 - 12:00 B4 L5 R5220 numerical analysis This thesis consists of three papers considering, in general, two challenges: the minimization of computational cost in the ensemble Kalman filtering (EnKF) method and the problem of tracking a rare event within the framework of the EnKF.
Tracking rare events within the ensemble Kalman filtering Gaukhar Shaimerdenova, Research Consultant, Stochastic Numerics Research Group Mar 21, 12:00 - 13:00 B9 L2 H2 H2 In this work, we employ importance sampling (IS) techniques to track a small over-threshold probability of a running maximum associated with the solution of a stochastic differential equation (SDE) within the framework of ensemble Kalman filtering (EnKF).
Related Sites Stochastic Numerics Research Group (STOCHNUM) Applied Mathematics and Computational Science (AMCS) Related Content Articles 2 Events 2 Related Links Gaukhar Shaimerdenova Publication list per year
