Tore Selland Kleppe | University of Stavanger

Tore Selland Kleppe

51831717

Faculty of Science and Technology
Department of Mathematics and Physics

KE E-546

Publications

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Vitenskapelige publikasjoner
- Kleppe, Tore Selland
  
  (2022)
  Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates. Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates.
  Journal of Computational And Graphical Statistics (JCGS).
  
  ISSN 1061-8600.
  
  DOI: 10.1080/10618600.2022.2066679
- Kleppe, Tore Selland; Liesenfeld, Roman; Valle Moura, Guilherme; Oglend, Atle
  
  (2021)
  Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility.
  Econometrics and Statistics.
  
  ISSN 2452-3062.
  
  DOI: 10.1016/j.ecosta.2021.03.008
- Osmundsen, Kjartan Kloster; Kleppe, Tore Selland; Liesenfeld, Roman
  
  (2021)
  Importance Sampling-based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models. Importance Sampling-based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models.
  Journal of Computational And Graphical Statistics (JCGS).
  
  ISSN 1061-8600.
  
  DOI: 10.1080/10618600.2021.1923519
- Osmundsen, Kjartan Kloster; Kleppe, Tore Selland; Liesenfeld, Roman; Oglend, Atle
  
  (2021)
  Estimating the competitive storage model with stochastic trends in commodity prices. Estimating the competitive storage model with stochastic trends in commodity prices.
  Econometrics.
  
  ISSN 2225-1146.
  
  Volum 9.
  
  Hefte 4.
  
  DOI: 10.3390/econometrics9040040
- Oglend, Atle; Osmundsen, Petter; Kleppe, Tore Selland
  
  (2020)
  Time commitments in LNG shipping and natural gas price convergence.
  Energy Journal.
  
  ISSN 0195-6574.
  
  Volum 41.
  
  Hefte 2.
  
  s.29-46.
  
  DOI: 10.5547/01956574.41.2.aogl
- Søreide, Kjetil; Yaqub, Sheraz; Hallet, Julie; Kvaløy, Jan Terje; Kleppe, Tore Selland
  
  (2020)
  A Risk Model of Admitting Patients with Silent SARS-CoV-2 Infection to Surgery and Development of Severe Postoperative Outcomes and Death: Projections Over 24 Months for 5 Geographical Regions.
  Annals of Surgery.
  
  ISSN 0003-4932.
  
  Volum 273.
  
  s.208-216.
  
  DOI: 10.1097/SLA.0000000000004583
- Oglend, Atle; Kleppe, Tore Selland
  
  (2019)
  Can Limits-to-Arbitrage from Bounded Storage Improve Commodity Term-structure Modeling?.
  Journal of futures markets.
  
  ISSN 0270-7314.
  
  Volum 39.
  
  Hefte 7.
  
  s.865-889.
  
  DOI: 10.1002/fut.22006
- Kleppe, Tore Selland
  
  (2019)
  Dynamically Rescaled Hamiltonian Monte Carlo for Bayesian Hierarchical Models.
  Journal of Computational And Graphical Statistics (JCGS).
  
  ISSN 1061-8600.
  
  DOI: 10.1080/10618600.2019.1584901
- Osmundsen, Kjartan Kloster; Kleppe, Tore Selland; Oglend, Atle
  
  (2019)
  MCMC for Markov-switching models - Gibbs sampling vs. marginalized likelihood.
  Communications in Statistics - Simulation and Computation.
  
  ISSN 0361-0918.
  
  DOI: 10.1080/03610918.2019.1565580
- Oliver, Grothe; Kleppe, Tore Selland; Liesenfeld, Roman
  
  (2018)
  The Gibbs sampler with particle efficient importance sampling for state-space models.
  Econometric Reviews.
  
  ISSN 0747-4938.
  
  DOI: 10.1080/07474938.2018.1536098
- Mannseth, Janne; Kleppe, Tore Selland; Skaug, Hans J.
  
  (2017)
  On the application of improved symplectic integrators in Hamiltonian Monte Carlo.
  Communications in Statistics - Simulation and Computation.
  
  ISSN 0361-0918.
  
  Volum 47.
  
  Hefte 2.
  
  s.500-509.
  
  DOI: 10.1080/03610918.2017.1283703
- Kleppe, Tore Selland; Oglend, Atle
  
  (2017)
  Estimating the competitive storage model: A simulated likelihood approach.
  Econometrics and Statistics.
  
  ISSN 2452-3062.
  
  Volum 4.
  
  s.39-56.
  
  DOI: 10.1016/j.ecosta.2017.04.001
- Asche, Frank; Oglend, Atle; Kleppe, Tore Selland
  
  (2017)
  Price Dynamics in Biological Production Processes Exposed to Environmental Shocks.
  American Journal of Agricultural Economics.
  
  ISSN 0002-9092.
  
  Volum 99.
  
  Hefte 5.
  
  s.1246-1264.
  
  DOI: 10.1093/ajae/aax048
- Oglend, Atle; Osmundsen, Petter; Kleppe, Tore Selland
  
  (2017)
  
  Irreversible time commitments for LNG trade. Constraints on spatial market integration.
  
  IAEE International Conference.
  
  ISSN 1559-792X.
- Kleppe, Tore Selland
  
  (2017)
  Modified Cholesky Riemann Manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets.
  Statistics and computing.
  
  ISSN 0960-3174.
  
  Volum 28.
  
  Hefte 4.
  
  s.795-817.
  
  DOI: 10.1007/s11222-017-9763-5
- Oglend, Atle; Kleppe, Tore Selland
  
  (2017)
  On the Behavior of Commodity Prices when Speculative Storage is Bounded.
  Journal of Economic Dynamics and Control.
  
  ISSN 0165-1889.
  
  Volum 75.
  
  s.52-69.
  
  DOI: 10.1016/j.jedc.2016.11.007
- Kleppe, Tore Selland
  
  (2016)
  Adaptive Step Size Selection for Hessian-Based Manifold Langevin Samplers.
  Scandinavian Journal of Statistics.
  
  ISSN 0303-6898.
  
  DOI: 10.1111/sjos.12204
- Øglend, Atle; Kleppe, Tore Selland; Osmundsen, Petter
  
  (2016)
  Trade with endogenous transportation costs: The case of liquefied natural gas.
  Energy Economics.
  
  ISSN 0140-9883.
  
  Volum 59.
  
  s.138-148.
  
  DOI: 10.1016/j.eneco.2016.08.013
- Øglend, Atle; Kleppe, Tore Selland
  
  (2016)
  How regular are directional movements in commodity and asset prices? A Wald test.
  Journal of Empirical Finance.
  
  ISSN 0927-5398.
  
  Volum 38.
  
  s.290-306.
  
  DOI: 10.1016/j.jempfin.2016.07.001
- Øglend, Atle; Osmundsen, Petter; Kleppe, Tore Selland
  
  (2015)
  The Value of LNG Export when Transportation is Costly.
  IAEE International Conference.
  
  ISSN 1559-792X.
- Kleppe, Tore Selland; Skaug, Hans J.
  
  (2015)
  Bandwidth selection in pre-smoothed particle filters.
  Statistics and computing.
  
  ISSN 0960-3174.
  
  Volum Published ahead of print.
  
  DOI: 10.1007/s11222-015-9591-4
- Kleppe, Tore Selland; Liesenfeld, Roman
  
  (2014)
  Efficient importance sampling in mixture frameworks.
  Computational Statistics & Data Analysis.
  
  ISSN 0167-9473.
  
  Volum 76.
  
  s.449-463.
  
  DOI: 10.1016/j.csda.2013.01.025
- Kleppe, Tore Selland; Yu, Jun; Skaug, Hans J.
  
  (2014)
  Maximum likelihood estimation of partially observed diffusion models.
  Journal of Econometrics.
  
  ISSN 0304-4076.
  
  Volum 180.
  
  Hefte 1.
  
  s.73-80.
  
  DOI: 10.1016/j.jeconom.2014.02.002
- Berentsen, Geir Drage; Kleppe, Tore Selland; Tjøstheim, Dag Bjarne
  
  (2014)
  Introducing localgauss, an R package for estimating and visualizing local Gaussian correlation.
  Journal of Statistical Software.
  
  ISSN 1548-7660.
  
  Volum 56.
  
  Hefte 12.
  
  s.1-18.
  
  DOI: 10.18637/jss.v056.i12
- Kleppe, Tore Selland; Skaug, Hans J.
  
  (2012)
  Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling.
  Computational Statistics & Data Analysis.
  
  ISSN 0167-9473.
  
  Volum 56.
  
  Hefte 11.
  
  s.3105-3119.
  
  DOI: 10.1016/j.csda.2011.05.007
- Kleppe, Tore Selland; Skaug, Hans J.; hiroshi, okamura
  
  (2010)
  
  Asymptotic bias of the hazard probability model under model mis-specification.
  
  Journal of Cetacean Research and Management.
  
  ISSN 1561-0713.
  
  Volum 11.
  
  Hefte 3.
  
  s.249-252.
- Kleppe, Tore Selland; Yu, Jun; Skaug, Hans Julius
  
  (2010)
  
  Simulated maximum likelihood estimation of continuous time stochastic volatility models. I: Maximum Simulated Likelihood Methods and Applications.
  
  Emerald Group Publishing Limited.
  
  ISBN 978-0-85724-149-8.
  
  s.137-161.
- Kleppe, Tore Selland; Skaug, Hans Julius
  
  (2008)
  Building and Fitting Non-Gaussian Latent Variable Models via the Moment-Generating Function.
  Scandinavian Journal of Statistics.
  
  ISSN 0303-6898.
  
  Volum 35.
  
  Hefte 4.
  
  s.664-676.
  
  DOI: 10.1111/j.1467-9469.2008.00611.x
Bøker og kapitler
- Grothe, Oliver; Kleppe, Tore Selland; Liesenfeld, Roman
  
  (2016)
  Bayesian Analysis in Non-linear Non-Gaussian State-Space Models using Particle Gibbs.
- 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.
  
  Hefte 26.
- Kleppe, Tore Selland
  
  (2010)
  Integrating out the unknown: Four papers on likelihood estimation in non-Gaussian latent variable models.
  Universitetet i Bergen.
Formidling
- Osmundsen, Kjartan Kloster; Kleppe, Tore Selland; Oglend, Atle; Liesenfeld, Roman
  
  (2019)
  
  Estimating the competitive storage model with stochastic trend: A particle MCMC approach.
  
  EcoSta 2019;
  
  2019-06-25 - 2019-06-28.
- Kleppe, Tore Selland
  
  (2019)
  
  Hamiltonian Monte Carlo at UiS.
  
  Møte NSF Stavanger;
  
  2019-11-27 - .
- Kleppe, Tore Selland
  
  (2019)
  
  Hamiltonian Monte Carlo for Bayesian Hierarchical Models.
  
  Det 20. norske statistikermøtet;
  
  2019-06-18 - 2019-06-20.
- Lunde, Berent Ånund Strømnes; Kleppe, Tore Selland; Skaug, Hans J.
  
  (2019)
  
  An information criterion for gradient boosted trees.
  
  Big Insight Wednesday lunch;
  
  2019-10-09.
- Lunde, Berent Ånund Strømnes; Kleppe, Tore Selland; Skaug, Hans J.
  
  (2019)
  
  An information criterion for gradient boosted trees.
  
  The stochastics seminar @ UiS;
  
  2019-09-17.
- Lunde, Berent Ånund Strømnes; Kleppe, Tore Selland; Skaug, Hans J.
  
  (2019)
  
  Information criteria for gradient boosted trees: Adaptive tree size and early stopping.
  
  3rd International Conference on Econometrics and Statistics;
  
  2019-06-25 - 2019-06-27.
- Lunde, Berent Ånund Strømnes; Kleppe, Tore Selland; Skaug, Hans Julius
  
  (2018)
  
  Saddlepoint adjusted inversion of characteristic functions.
  
  2nd International Conference on Econometrics and Statistics;
  
  2018-06-18 - 2018-06-21.
- Osmundsen, Kjartan Kloster; Kleppe, Tore Selland; Liesenfeld, Roman
  
  (2018)
  
  Pseudo-Marginal Hamiltonian Monte Carlo with Efficient Importance Sampling.
  
  EcoSta 2018;
  
  2018-06-18 - 2018-06-21.
- Osmundsen, Kjartan Kloster; Kleppe, Tore Selland; Liesenfeld, Roman
  
  (2018)
  
  Pseudo-Marginal Hamiltonian Monte Carlo with Efficient Importance Sampling.
  
  LMS Invited Lecture Series / CRISM Summer School 2018;
  
  2018-07-09 - 2018-07-13.
- Kleppe, Tore Selland
  
  (2018)
  
  Dynamically Rescaled Hamiltonian Monte Carlo for Bayesian Hierarchical Models.
  
  Seminar UiO;
  
  2018-11-30.
- Kleppe, Tore Selland; Liesenfeld, Roman; Grothe, Oliver
  
  (2016)
  
  Bayesian Analysis in Non-linear Non-Gaussian State-Space Models using Particle Gibbs.
  
  Nordstat 2016;
  
  2016-06-27 - 2016-06-30.
- Kleppe, Tore Selland
  
  (2015)
  
  Adaptive step length selection for Hessian-based manifold Langevin samplers .
  
  Det 18. norske statistikarmøtet;
  
  2015-06-15 - 2015-06-18.
- Kleppe, Tore Selland
  
  (2014)
  
  Adaptive step length selection for Hessian-based manifold Langevin samplers.
  
  workshop med statistikere fra UiB og UiS;
  
  2014-12-17 - 2014-12-18.
- Kleppe, Tore Selland; Skaug, Hans J.
  
  (2014)
  
  Bandwidth Selection In Pre-Smoothed Particle Filters.
  
  Seminar i statistikk ved UiO;
  
  2014-11-11.
Kunstnerisk produksjon
- Kleppe, Tore Selland; Berentsen, Geir Drage
  
  (2016)
Kommersialisering