Tore Selland Kleppe
Professor
Institutt for matematikk og fysikk
Professor
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.
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.
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.
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.
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.
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.
Kleppe, Tore Selland
(2019)
Dynamically Rescaled Hamiltonian Monte Carlo for Bayesian Hierarchical Models.
Journal of Computational And Graphical Statistics (JCGS)
ISSN 1061-8600.
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.
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.
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.
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.
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.
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.
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.
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.
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.
Kleppe, Tore Selland; Liesenfeld, Roman
(2014)
Efficient importance sampling in mixture frameworks.
Computational Statistics & Data Analysis
ISSN 0167-9473.
Volum 76.
s.449-463.
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.
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.
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.
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.
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.
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.
Kleppe, Tore Selland; Berentsen, Geir Drage
(2016)
localgauss.