Tore Selland Kleppe

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Tuning diagonal scale matrices for HMC Statistics and Computing	2024-11-26	Paper
Log-density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods Scandinavian Journal of Statistics	2024-09-19	Paper
Randomized Runge-Kutta-Nystr\"om	2023-10-11	Paper
Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates Journal of Computational and Graphical Statistics	2022-12-16	Paper
MCMC for Markov-switching models -- Gibbs sampling vs. marginalized likelihood Communications in Statistics. Simulation and Computation	2022-06-21	Paper
Importance Sampling-Based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models Journal of Computational and Graphical Statistics	2022-03-29	Paper
Dynamically Rescaled Hamiltonian Monte Carlo for Bayesian Hierarchical Models Journal of Computational and Graphical Statistics	2022-03-28	Paper
The Gibbs sampler with particle efficient importance sampling for state-space models Econometric Reviews	2022-03-04	Paper
Simulated maximum likelihood estimation of continuous time stochastic volatility models Maximum Simulated Likelihood Methods and Applications	2020-07-10	Paper
Efficient importance sampling in mixture frameworks Computational Statistics and Data Analysis	2018-11-23	Paper
On the behavior of commodity prices when speculative storage is bounded Journal of Economic Dynamics and Control	2018-08-09	Paper
On the application of improved symplectic integrators in Hamiltonian Monte Carlo Communications in Statistics. Simulation and Computation	2018-06-01	Paper
On the application of improved symplectic integrators in Hamiltonian Monte Carlo Communications in Statistics. Simulation and Computation	2018-06-01	Paper
Modified Cholesky Riemann manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets Statistics and Computing	2018-03-08	Paper
Bandwidth selection in pre-smoothed particle filters Statistics and Computing	2016-11-15	Paper
Adaptive step size selection for Hessian-based manifold Langevin samplers Scandinavian Journal of Statistics	2016-09-21	Paper
Maximum likelihood estimation of partially observed diffusion models Journal of Econometrics	2014-11-11	Paper
Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling Computational Statistics and Data Analysis	2012-12-30	Paper
Building and Fitting Non‐Gaussian Latent Variable Models via the Moment‐Generating Function Scandinavian Journal of Statistics	2010-04-22	Paper

Research outcomes over time

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