Tore Selland Kleppe

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Person:340848

Available identifiers

zbMath Open kleppe.tore-sellandMaRDI QIDQ340848

List of research outcomes





PublicationDate of PublicationType
Tuning diagonal scale matrices for HMC2024-11-26Paper
Log-density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods2024-09-19Paper
Randomized Runge-Kutta-Nystr\"om2023-10-11Paper
Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates2022-12-16Paper
MCMC for Markov-switching models -- Gibbs sampling vs. marginalized likelihood2022-06-21Paper
Importance Sampling-Based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models2022-03-29Paper
Dynamically Rescaled Hamiltonian Monte Carlo for Bayesian Hierarchical Models2022-03-28Paper
The Gibbs sampler with particle efficient importance sampling for state-space models2022-03-04Paper
Simulated maximum likelihood estimation of continuous time stochastic volatility models2020-07-10Paper
Efficient importance sampling in mixture frameworks2018-11-23Paper
On the behavior of commodity prices when speculative storage is bounded2018-08-09Paper
On the application of improved symplectic integrators in Hamiltonian Monte Carlo2018-06-01Paper
Modified Cholesky Riemann manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets2018-03-08Paper
Bandwidth selection in pre-smoothed particle filters2016-11-15Paper
Adaptive step size selection for Hessian-based manifold Langevin samplers2016-09-21Paper
Maximum likelihood estimation of partially observed diffusion models2014-11-11Paper
Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling2012-12-30Paper
Building and Fitting Non‐Gaussian Latent Variable Models via the Moment‐Generating Function2010-04-22Paper

Research outcomes over time

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