Person:340848

Available identifiers

zbMath Open kleppe.tore-sellandMaRDI QIDQ340848

List of research outcomes

Publication	Date of Publication	Type
Randomized Runge-Kutta-Nystr\"om	2023-10-11	Paper
Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates	2022-12-16	Paper
MCMC for Markov-switching models—Gibbs sampling vs. marginalized likelihood	2022-06-21	Paper
Importance Sampling-Based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models	2022-03-29	Paper
Dynamically Rescaled Hamiltonian Monte Carlo for Bayesian Hierarchical Models	2022-03-28	Paper
The Gibbs sampler with particle efficient importance sampling for state-space models*	2022-03-04	Paper
Simulated maximum likelihood estimation of continuous time stochastic volatility models	2020-07-10	Paper
Efficient importance sampling in mixture frameworks	2018-11-23	Paper
On the behavior of commodity prices when speculative storage is bounded	2018-08-09	Paper
On the application of improved symplectic integrators in Hamiltonian Monte Carlo	2018-06-01	Paper
Modified Cholesky Riemann manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets	2018-03-08	Paper
Bandwidth selection in pre-smoothed particle filters	2016-11-15	Paper
Adaptive Step Size Selection for Hessian-Based Manifold Langevin Samplers	2016-09-21	Paper
Maximum likelihood estimation of partially observed diffusion models	2014-11-11	Paper
Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling	2012-12-30	Paper
Building and Fitting Non‐Gaussian Latent Variable Models via the Moment‐Generating Function	2010-04-22	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Tore Selland Kleppe