Tore Selland Kleppe

Nawaf Bou-Rabee; Bob Carpenter; Tore Selland Kleppe; Milo Marsden (2025) Incorporating local step-size adaptivity into the no-U-turn sampler using Gibbs self-tuning. I: Journal of Chemical Physics. ISSN 0021-9606. Volum 163. DOI: 10.1063/5.0280793

Tore Selland Kleppe; Roman Liesenfeld (2025) Numerical Generalized Randomized HMC processes for restricted domains. I: Statistics and computing. ISSN 0960-3174. Volum 35. DOI: 10.1007/s11222-025-10637-3

Nawaf Bou-Rabee; Tore Selland Kleppe (2025) Randomized Runge-Kutta-Nyström methods for unadjusted Hamiltonian and kinetic Langevin Monte Carlo. I: Mathematics of Computation. ISSN 0025-5718. Volum 94. s.2839-2865. DOI: 10.1090/mcom/4061

Atle Oglend; Tore Selland Kleppe (2025) Storage scarcity and oil price uncertainty. I: Energy Economics. ISSN 0140-9883. Volum 144. DOI: 10.1016/j.eneco.2025.108393

Jimmy Huy Tran; Tore Selland Kleppe (2024) Tuning diagonal scale matrices for HMC. I: Statistics and computing. ISSN 0960-3174. Volum 34. DOI: 10.1007/s11222-024-10494-6

Tore Selland Kleppe (2023) Log-density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods. I: Scandinavian Journal of Statistics. ISSN 0303-6898. DOI: 10.1111/sjos.12705

Tore Selland Kleppe (2022) Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates. I: Journal of Computational And Graphical Statistics (JCGS). ISSN 1061-8600. DOI: 10.1080/10618600.2022.2066679

Tore Selland Kleppe; Roman Liesenfeld; Guilherme Valle Moura; Atle Oglend (2021) Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility. I: Econometrics and Statistics. ISSN 2452-3062. DOI: 10.1016/j.ecosta.2021.03.008

Kjartan Kloster Osmundsen; Tore Selland Kleppe; Roman Liesenfeld; Atle Oglend (2021) Estimating the competitive storage model with stochastic trends in commodity prices. I: Econometrics. Online ISSN 2225-1146. Volum 9. DOI: 10.3390/econometrics9040040

Kjartan Kloster Osmundsen; Tore Selland Kleppe; Roman Liesenfeld (2021) Importance Sampling-based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models. I: Journal of Computational And Graphical Statistics (JCGS). ISSN 1061-8600. DOI: 10.1080/10618600.2021.1923519

Kjetil Søreide; Sheraz Yaqub; Julie Hallet; Jan Terje Kvaløy; Tore Selland Kleppe (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. I: Annals of Surgery. ISSN 0003-4932. Volum 273. s.208-216. DOI: 10.1097/SLA.0000000000004583

Atle Oglend; Petter Osmundsen; Tore Selland Kleppe (2020) Time commitments in LNG shipping and natural gas price convergence. I: Energy Journal. ISSN 0195-6574. Volum 41. s.29-46. DOI: 10.5547/01956574.41.2.aogl

Atle Oglend; Tore Selland Kleppe (2019) Can Limits-to-Arbitrage from Bounded Storage Improve Commodity Term-structure Modeling?. I: Journal of futures markets. ISSN 0270-7314. Volum 39. s.865-889. DOI: 10.1002/fut.22006

Kjartan Kloster Osmundsen; Tore Selland Kleppe; Atle Oglend (2019) MCMC for Markov-switching models - Gibbs sampling vs. marginalized likelihood. I: Communications in Statistics - Simulation and Computation. ISSN 0361-0918. DOI: 10.1080/03610918.2019.1565580

Tore Selland Kleppe (2019) Dynamically Rescaled Hamiltonian Monte Carlo for Bayesian Hierarchical Models. I: Journal of Computational And Graphical Statistics (JCGS). ISSN 1061-8600. DOI: 10.1080/10618600.2019.1584901

Grothe Oliver; Tore Selland Kleppe; Roman Liesenfeld (2018) The Gibbs sampler with particle efficient importance sampling for state-space models. I: Econometric Reviews. ISSN 0747-4938. DOI: 10.1080/07474938.2018.1536098

Frank Asche; Atle Oglend; Tore Selland Kleppe (2017) Price Dynamics in Biological Production Processes Exposed to Environmental Shocks. I: American Journal of Agricultural Economics. ISSN 0002-9092. Volum 99. s.1246-1264. DOI: 10.1093/ajae/aax048

Janne Mannseth; Tore Selland Kleppe; Hans J. Skaug (2017) On the application of improved symplectic integrators in Hamiltonian Monte Carlo. I: Communications in Statistics - Simulation and Computation. ISSN 0361-0918. Volum 47. s.500-509. DOI: 10.1080/03610918.2017.1283703

Atle Oglend; Petter Osmundsen; Tore Selland Kleppe (2017) Irreversible time commitments for LNG trade. Constraints on spatial market integration. I: IAEE International Conference. ISSN 1559-792X.

Tore Selland Kleppe; Atle Oglend (2017) Estimating the competitive storage model: A simulated likelihood approach. I: Econometrics and Statistics. ISSN 2452-3062. Volum 4. s.39-56. DOI: 10.1016/j.ecosta.2017.04.001

Atle Oglend; Tore Selland Kleppe (2017) On the Behavior of Commodity Prices when Speculative Storage is Bounded. I: Journal of Economic Dynamics and Control. ISSN 0165-1889. Volum 75. s.52-69. DOI: 10.1016/j.jedc.2016.11.007

Tore Selland Kleppe (2017) Modified Cholesky Riemann Manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets. I: Statistics and computing. ISSN 0960-3174. Volum 28. s.795-817. DOI: 10.1007/s11222-017-9763-5

Atle Øglend; Tore Selland Kleppe (2016) How regular are directional movements in commodity and asset prices? A Wald test. I: Journal of Empirical Finance. ISSN 0927-5398. Volum 38. s.290-306. DOI: 10.1016/j.jempfin.2016.07.001

Atle Øglend; Tore Selland Kleppe; Petter Osmundsen (2016) Trade with endogenous transportation costs: The case of liquefied natural gas. I: Energy Economics. ISSN 0140-9883. Volum 59. s.138-148. DOI: 10.1016/j.eneco.2016.08.013

Tore Selland Kleppe (2016) Adaptive Step Size Selection for Hessian-Based Manifold Langevin Samplers. I: Scandinavian Journal of Statistics. ISSN 0303-6898. DOI: 10.1111/sjos.12204

Atle Øglend; Petter Osmundsen; Tore Selland Kleppe (2015) The Value of LNG Export when Transportation is Costly. I: IAEE International Conference. ISSN 1559-792X.

Tore Selland Kleppe; Hans J. Skaug (2015) Bandwidth selection in pre-smoothed particle filters. I: Statistics and computing. ISSN 0960-3174. Volum Published ahead of print. DOI: 10.1007/s11222-015-9591-4

Geir Drage Berentsen; Tore Selland Kleppe; Dag Bjarne Tjøstheim (2014) Introducing localgauss, an R package for estimating and visualizing local Gaussian correlation. I: Journal of Statistical Software. Online ISSN 1548-7660. Volum 56. s.1-18. DOI: 10.18637/jss.v056.i12

Tore Selland Kleppe; Jun Yu; Hans J. Skaug (2014) Maximum likelihood estimation of partially observed diffusion models. I: Journal of Econometrics. ISSN 0304-4076. Volum 180. s.73-80. DOI: 10.1016/j.jeconom.2014.02.002

Tore Selland Kleppe; Roman Liesenfeld (2014) Efficient importance sampling in mixture frameworks. I: Computational Statistics & Data Analysis. ISSN 0167-9473. Volum 76. s.449-463. DOI: 10.1016/j.csda.2013.01.025

Tore Selland Kleppe; Hans J. Skaug (2012) Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling. I: Computational Statistics & Data Analysis. ISSN 0167-9473. Volum 56. s.3105-3119. DOI: 10.1016/j.csda.2011.05.007

Tore Selland Kleppe; Hans J. Skaug; okamura hiroshi (2010) Asymptotic bias of the hazard probability model under model mis-specification. I: Journal of Cetacean Research and Management. ISSN 1561-0713. Volum 11. s.249-252.

Tore Selland Kleppe (2010) Integrating out the unknown: Four papers on likelihood estimation in non-Gaussian latent variable models. Universitetet i Bergen.

Tore Selland Kleppe; Jun Yu; Hans Julius Skaug (2010) Simulated maximum likelihood estimation of continuous time stochastic volatility models. I: Tore Selland Kleppe; William Green; Jun Yu; R. Carter Hill; Hans Julius Skaug, Maximum Simulated Likelihood Methods and Applications. Emerald Group Publishing Limited. ISBN 9780857241498. s.137-161.

Tore Selland Kleppe; Hans Julius Skaug (2008) Building and Fitting Non-Gaussian Latent Variable Models via the Moment-Generating Function. I: Scandinavian Journal of Statistics. ISSN 0303-6898. Volum 35. s.664-676. DOI: 10.1111/j.1467-9469.2008.00611.x

Oliver Grothe; Tore Selland Kleppe; Roman Liesenfeld (2016) Bayesian Analysis in Non-linear Non-Gaussian State-Space Models using Particle Gibbs. arXiv.

Tore Selland Kleppe; William Green; Jun Yu; R. Carter Hill; Hans Julius Skaug (2010) Maximum Simulated Likelihood Methods and Applications. Emerald Group Publishing Limited. ISBN 9780857241498.

Jimmy Huy Tran; Tore Selland Kleppe (2024) Tuning diagonal scale matrices for HMC. CFE-CMStatistics 2024; 2024-12-14 - 2024-12-16.

Tore Selland Kleppe (2024) Adaptive step sizes for HMC. Det 21. norske statistikermøtet; 2024-06-18 - 2024-06-20.

Jimmy Huy Tran; Tore Selland Kleppe (2024) Tuning diagonal scale matrices for HMC. Det 21. norske statistikermøtet ; 2024-06-17 - 2024-06-20.

Berent Ånund Strømnes Lunde; Tore Selland Kleppe; Hans J. Skaug (2019) An information criterion for gradient boosted trees. Big Insight Wednesday lunch; 2019-10-09.

Berent Ånund Strømnes Lunde; Tore Selland Kleppe; Hans J. Skaug (2019) An information criterion for gradient boosted trees. The stochastics seminar @ UiS; 2019-09-17.

Tore Selland Kleppe (2019) Hamiltonian Monte Carlo at UiS. Møte NSF Stavanger; 2019-11-27.

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

Kjartan Kloster Osmundsen; Tore Selland Kleppe; Atle Oglend; Roman Liesenfeld (2019) Estimating the competitive storage model with stochastic trend: A particle MCMC approach. EcoSta 2019; 2019-06-25 - 2019-06-28.

Tore Selland Kleppe (2019) Hamiltonian Monte Carlo for Bayesian Hierarchical Models. Det 20. norske statistikermøtet; 2019-06-18 - 2019-06-20.

Tore Selland Kleppe (2018) Dynamically Rescaled Hamiltonian Monte Carlo for Bayesian Hierarchical Models. Seminar UiO; 2018-11-30.

Berent Ånund Strømnes Lunde; Tore Selland Kleppe; Hans Julius Skaug (2018) Saddlepoint adjusted inversion of characteristic functions. 2nd International Conference on Econometrics and Statistics; 2018-06-18 - 2018-06-21.

Kjartan Kloster Osmundsen; Tore Selland Kleppe; Roman Liesenfeld (2018) Pseudo-Marginal Hamiltonian Monte Carlo with Efficient Importance Sampling. LMS Invited Lecture Series / CRISM Summer School 2018; 2018-07-09 - 2018-07-13.

Kjartan Kloster Osmundsen; Tore Selland Kleppe; Roman Liesenfeld (2018) Pseudo-Marginal Hamiltonian Monte Carlo with Efficient Importance Sampling. EcoSta 2018; 2018-06-18 - 2018-06-21.

Tore Selland Kleppe; Roman Liesenfeld; Oliver Grothe (2016) Bayesian Analysis in Non-linear Non-Gaussian State-Space Models using Particle Gibbs. Nordstat 2016; 2016-06-27 - 2016-06-30.

Tore Selland Kleppe (2015) Adaptive step length selection for Hessian-based manifold Langevin samplers. Det 18. norske statistikarmøtet; 2015-06-15 - 2015-06-18.

Tore Selland Kleppe; Hans J. Skaug (2014) Bandwidth Selection In Pre-Smoothed Particle Filters. Seminar i statistikk ved UiO; 2014-11-11.

Tore Selland Kleppe (2014) Adaptive step length selection for Hessian-based manifold Langevin samplers. workshop med statistikere fra UiB og UiS; 2014-12-17 - 2014-12-18.