Et profilbilde

Professor
Tore Selland Kleppe { "honorific-suffix": "Professor", "fn": "Tore Selland Kleppe", "tel": "Telefon: 51831717 ", "email": "tore.kleppe@uis.no" }

Avdeling/enhet Det teknisk- naturvitenskapelige fakultet
Institutt/senter Institutt for matematikk og naturvitenskap
Rom KE E-546

Forskningsområder

Computational Statistics, Bayesian Statistics, Financial Econometrics

Utvalgte publikasjoner

1. Building and fitting non-Gaussian latent variable models via the moment generating function (2008), (with Hans Skaug), Scandinavian Journal of Statistics, 35 (4) - 664-676.
2. Simulated Maximum Likelihood Estimation of Continuous Time Stochastic Volatility Models (2010), (with Jun Yu and Hans Skaug), Advances in Econometrics, 26 - 137-161.
3. Robustness of the hazard probability model (2010), (with Hans Skaug and Hiroshi Okamura), Journal of Cetacean Research and Management.
4. Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling (2012), (with Hans Skaug), Computational Statistics and Data Analysis, 56 (11) - 2991-3808 (1st issue of the Annals of Computational and Financial Econometrics)
5. Efficient high-dimensional importance sampling in mixture frameworks (2013), (with Roman Liesenfeld). Forthcoming Computational Statistics and Data Analysis (second issue of the Annals of Computational and Financial Econometrics)
6. Introducing localgauss, an R Package for Estimating and Visualizing Local Gaussian Correlation (2014) , (with Geir Berentsen and Dag Tjøstheim), Journal of Statistical Software, Vol. 56, Issue 12.
7. Maximum Likelihood Estimation of Partially Observed Diffusion Models (2014), (with Jun Yu and Hans Skaug), Journal of Econometrics 180(1) - 73-80
8. Bandwith selection in pre-smoothed particle filters (2015), (with Hans Skaug), forthcoming in Statistics and Computing.
9. Adaptive step size selection for Hessian-based Manifold Langevin Samplers (2016), forthcoming in Scandinavian Journal of Statistics.

Pågående forskning

Arbeidserfaring

Vitenskapelige publikasjoner (fra CRISTin)

  • Grothe, Oliver; Kleppe, Tore Selland; Liesenfeld, Roman (2016). Bayesian Analysis in Non-linear Non-Gaussian State-Space Models using Particle Gibbs. arXiv. 40 s.
  • Kleppe, Tore Selland (2010). Integrating out the unknown: Four papers on likelihood estimation in non-Gaussian latent variable models. Universitetet i Bergen. 200 s.
  • Kleppe, Tore Selland; Green, William; Yu, Jun; Hill, R. Carter; Skaug, Hans Julius (2010). Maximum Simulated Likelihood Methods and Applications. Emerald Group Publishing Limited. ISBN 978-0-85724-149-8.
  • Kleppe, Tore Selland; Liesenfeld, Roman; Grothe, Oliver (2016). Bayesian Analysis in Non-linear Non-Gaussian State-Space Models using Particle Gibbs. The Nordic statistical societies; 2016-06-27 - 2016-06-30.
  • Kleppe, Tore Selland (2015). Adaptive step length selection for Hessian-based manifold Langevin samplers. Norsk statistisk forening; 2015-06-15 - 2015-06-18.
  • Kleppe, Tore Selland (2014). Adaptive step length selection for Hessian-based manifold Langevin samplers. 2014-12-17 - 2014-12-18.
  • Kleppe, Tore Selland; Skaug, Hans J. (2014). Bandwidth Selection In Pre-Smoothed Particle Filters. 2014-11-11.
  • Kleppe, Tore Selland; Berentsen, Geir Drage (2016). localgauss. The Comprehensive R Archive Network.