Tore Selland Kleppe

Professor

Tore Selland Kleppe

Contact

Telephone: 51831717

Email: tore.kleppe@uis.no

Room: KE E-546

Department

Faculty of Science and Technology

Department of Mathematics and Physics

Publications

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.

DOI: 10.1007/s11222-024-10494-6

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.

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.

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.

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

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

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

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

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

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

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

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.

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

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

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.

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; 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

(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.