Tore Selland Kleppe

Publication Activity (10 Years)

Years Active: 2012-2023
Publications (10 Years): 8

Top Topics

Importance Sampling

Particle Filter

Hierarchical Model

Top Venues

J. Comput. Graph. Stat.

Commun. Stat. Simul. Comput.

Publications

Nawaf Bou-Rabee, Tore Selland Kleppe
Randomized Runge-Kutta-Nyström. CoRR (2023)
Tore Selland Kleppe
Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates. J. Comput. Graph. Stat. 31 (4) (2022)
Kjartan Kloster Osmundsen, Tore Selland Kleppe, Roman Liesenfeld
Importance Sampling-Based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models. J. Comput. Graph. Stat. 30 (4) (2021)
Kjartan Kloster Osmundsen, Tore Selland Kleppe, Atle Oglend
MCMC for Markov-switching models - Gibbs sampling vs. marginalized likelihood. Commun. Stat. Simul. Comput. 50 (3) (2021)
Berent Ånund Strømnes Lunde, Tore Selland Kleppe
agtboost: Adaptive and Automatic Gradient Tree Boosting Computations. CoRR (2020)
Janne Mannseth, Tore Selland Kleppe, Hans J. Skaug
On the application of improved symplectic integrators in Hamiltonian Monte Carlo. Commun. Stat. Simul. Comput. 47 (2) (2018)
Tore Selland Kleppe
Modified Cholesky Riemann Manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets. Stat. Comput. 28 (4) (2018)
Tore Selland Kleppe, Hans J. Skaug
Bandwidth selection in pre-smoothed particle filters. Stat. Comput. 26 (5) (2016)
Tore Selland Kleppe, Roman Liesenfeld
Efficient importance sampling in mixture frameworks. Comput. Stat. Data Anal. 76 (2014)
Tore Selland Kleppe, Hans Julius Skaug
Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling. Comput. Stat. Data Anal. 56 (11) (2012)