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 fysikk
Rom KE E-546
Hjemmeside https://www.researchgate.net/profile/Tore_Kleppe

Forskningsområder

  • Computational Statistics, including Hamiltonian Monte Carlo and various other forms of Markov chain Monte Carlo methods, mainly with application to hierarchical Bayesian models and state space models in particular.
  • Time Series Econometrics; non-linear and hierarchical models, mainly applied to commodity market dynamics. 

Utvalgte publikasjoner

Pågående forskning

Arbeidserfaring

  • 2006-2010: PhD student, Dept. Mathematics, University of Bergen.
  • 2010-2012: Post doc, Dept. Mathematics, University of Bergen.
  • 2012-2014: Associate Professor, Dept. Mathematics, University of Bergen.
  • 2014-2016: Associate Professor, Dept. Mathematics and Natural Sciences, University of Stavanger.
  • 2016-present: Professor, Dept. Mathematics and Natural Sciences/Dept. Mathematics and Physics, University of Stavanger

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.
  • Lunde, Berent Ånund Strømnes; Kleppe, Tore Selland; Skaug, Hans Julius (2018). Saddlepoint adjusted inversion of characteristic functions. CFE-CMStatistics, City University of Honk Kong, and IFMSE; 2018-06-18 - 2018-06-21.
  • 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.