The following pages link to Tore Selland Kleppe (Q340848):
Displaying 19 items.
- Bandwidth selection in pre-smoothed particle filters (Q340850) (← links)
- (Q469571) (redirect page) (← links)
- Maximum likelihood estimation of partially observed diffusion models (Q469573) (← links)
- Efficient importance sampling in mixture frameworks (Q1623542) (← links)
- On the behavior of commodity prices when speculative storage is bounded (Q1655551) (← links)
- Modified Cholesky Riemann manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets (Q1704017) (← links)
- Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling (Q1927096) (← links)
- Adaptive Step Size Selection for Hessian-Based Manifold Langevin Samplers (Q2821480) (← links)
- Simulated maximum likelihood estimation of continuous time stochastic volatility models (Q3295692) (← links)
- Dynamically Rescaled Hamiltonian Monte Carlo for Bayesian Hierarchical Models (Q3391260) (← links)
- Building and Fitting Non‐Gaussian Latent Variable Models via the Moment‐Generating Function (Q3552941) (← links)
- On the application of improved symplectic integrators in Hamiltonian Monte Carlo (Q4563427) (← links)
- Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates (Q5057259) (← links)
- Importance Sampling-Based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models (Q5066477) (← links)
- MCMC for Markov-switching models—Gibbs sampling vs. marginalized likelihood (Q5082562) (← links)
- The Gibbs sampler with particle efficient importance sampling for state-space models* (Q5860963) (← links)
- Log-density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods (Q6608190) (← links)
- Tuning diagonal scale matrices for HMC (Q6643235) (← links)
- Incorporating Local Step-Size Adaptivity into the No-U-Turn Sampler using Gibbs Self Tuning (Q6740617) (← links)
