Publications
Tilbake
  • Vitenskapelige publikasjoner

    • Kleppe, Tore Selland

      (2022)

      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

    • Osmundsen, Kjartan Kloster; Kleppe, Tore Selland; Liesenfeld, Roman; Oglend, Atle

      (2021)

      Estimating the competitive storage model with stochastic trends in commodity prices.

      Econometrics

      ISSN 2225-1146.

      Volum 9.

      Hefte 4.

      DOI: 10.3390/econometrics9040040

    • Osmundsen, Kjartan Kloster; Kleppe, Tore Selland; Liesenfeld, Roman

      (2021)

      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

    • 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

    • 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

    • 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

    • 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

    • 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

    • 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.

    • 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

    • 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

      (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

    • 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

    • 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

      (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; 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; 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

    • 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; 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

    • 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; 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 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; 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

      (2010)

      Integrating out the unknown: Four papers on likelihood estimation in non-Gaussian latent variable models.

      Universitetet i Bergen

    • 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.

  • Formidling

    • Kleppe, Tore Selland

      (2019)

      Hamiltonian Monte Carlo for Bayesian Hierarchical Models.

    • Kleppe, Tore Selland

      (2019)

      Hamiltonian Monte Carlo at UiS.

    • Lunde, Berent Ånund Strømnes; Kleppe, Tore Selland; Skaug, Hans J.

      (2019)

      Information criteria for gradient boosted trees: Adaptive tree size and early stopping.

    • Lunde, Berent Ånund Strømnes; Kleppe, Tore Selland; Skaug, Hans J.

      (2019)

      An information criterion for gradient boosted trees.

    • Osmundsen, Kjartan Kloster; Kleppe, Tore Selland; Oglend, Atle; Liesenfeld, Roman

      (2019)

      Estimating the competitive storage model with stochastic trend: A particle MCMC approach.

    • Lunde, Berent Ånund Strømnes; Kleppe, Tore Selland; Skaug, Hans J.

      (2019)

      An information criterion for gradient boosted trees.

    • Osmundsen, Kjartan Kloster; Kleppe, Tore Selland; Liesenfeld, Roman

      (2018)

      Pseudo-Marginal Hamiltonian Monte Carlo with Efficient Importance Sampling.

    • Lunde, Berent Ånund Strømnes; Kleppe, Tore Selland; Skaug, Hans Julius

      (2018)

      Saddlepoint adjusted inversion of characteristic functions.

    • Osmundsen, Kjartan Kloster; Kleppe, Tore Selland; Liesenfeld, Roman

      (2018)

      Pseudo-Marginal Hamiltonian Monte Carlo with Efficient Importance Sampling.

    • Kleppe, Tore Selland

      (2018)

      Dynamically Rescaled Hamiltonian Monte Carlo for Bayesian Hierarchical Models.

    • Kleppe, Tore Selland; Liesenfeld, Roman; Grothe, Oliver

      (2016)

      Bayesian Analysis in Non-linear Non-Gaussian State-Space Models using Particle Gibbs.

    • Kleppe, Tore Selland

      (2015)

      Adaptive step length selection for Hessian-based manifold Langevin samplers .

    • Kleppe, Tore Selland; Skaug, Hans J.

      (2014)

      Bandwidth Selection In Pre-Smoothed Particle Filters.

    • Kleppe, Tore Selland

      (2014)

      Adaptive step length selection for Hessian-based manifold Langevin samplers.

  • Kunstnerisk produksjon

    • Kleppe, Tore Selland; Berentsen, Geir Drage

      (2016)

      localgauss.

  • Kommersialisering
    • Cristin hovedlogo, Cristin current research information system in Norway