Tore Selland Kleppe
Professor i matematikk
Kontakt
Telefon: 51831717
E-post: tore.kleppe@uis.no
Rom: KE E-546
Organisasjonsenhet
Det teknisk-naturvitenskapelige fakultet
Institutt for matematikk og fysikk
Publikasjoner
Vitenskapelige publikasjoner
Tran, Jimmy Huy; Kleppe, Tore Selland
(2024)
Tuning diagonal scale matrices for HMC.Statistics and computing.
ISSN 0960-3174.
Volum 34.
Hefte 6.
Bou-Rabee, Nawaf; Kleppe, Tore Selland
(2024)
Randomized Runge-Kutta-Nyström methods for unadjusted Hamiltonian and kinetic Langevin Monte Carlo.Mathematics of Computation.
ISSN 0025-5718.
DOI: 10.1090/mcom/4061
Kleppe, Tore Selland
(2023)
Log-density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods.Scandinavian Journal of Statistics.
ISSN 0303-6898.
DOI: 10.1111/sjos.12705
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.
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.
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.
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.
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.
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.
Kleppe, Tore Selland
(2019)
Dynamically Rescaled Hamiltonian Monte Carlo for Bayesian Hierarchical Models.Journal of Computational And Graphical Statistics (JCGS).
ISSN 1061-8600.
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.
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.
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.
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
(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.
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
(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.
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.
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; Liesenfeld, Roman
(2014)
Efficient importance sampling in mixture frameworks.Computational Statistics & Data Analysis.
ISSN 0167-9473.
Volum 76.
s.449-463.
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.
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; 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.
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
(2024)
Adaptive step sizes for HMC.
Det 21. norske statistikermøtet;
2024-06-18 - 2024-06-20.
Tran, Jimmy Huy; Kleppe, Tore Selland
(2024)
Tuning diagonal scale matrices for HMC.
Det 21. norske statistikermøtet ;
2024-06-17 - 2024-06-20.
Kleppe, Tore Selland
(2019)
Hamiltonian Monte Carlo for Bayesian Hierarchical Models.
Det 20. norske statistikermøtet;
2019-06-18 - 2019-06-20.
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 - .
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 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)
An information criterion for gradient boosted trees.
Big Insight Wednesday lunch;
2019-10-09.
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; Skaug, Hans J.
(2014)
Bandwidth Selection In Pre-Smoothed Particle Filters.
Seminar i statistikk ved UiO;
2014-11-11.
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.
Kunstnerisk produksjon
Kleppe, Tore Selland; Berentsen, Geir Drage
(2016)
localgauss.