Tore Selland Kleppe

12 papers Journal 12
YearRankTypeTitle / Venue / Authors
2025 J jnl
Numerical Generalized Randomized HMC processes for restricted domains.
Stat. Comput.
Tore Selland Kleppe, Roman Liesenfeld
2024 J jnl
Tuning diagonal scale matrices for HMC.
Stat. Comput.
Jimmy Huy Tran, Tore Selland Kleppe
2023 J jnl
Randomized Runge-Kutta-Nyström.
CoRR
Nawaf Bou-Rabee, Tore Selland Kleppe
2022 J jnl
Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates.
J. Comput. Graph. Stat.
Tore Selland Kleppe
2021 J jnl
Importance Sampling-Based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models.
J. Comput. Graph. Stat.
Kjartan Kloster Osmundsen, Tore Selland Kleppe, Roman Liesenfeld
2021 J jnl
MCMC for Markov-switching models - Gibbs sampling vs. marginalized likelihood.
Commun. Stat. Simul. Comput.
Kjartan Kloster Osmundsen, Tore Selland Kleppe, Atle Oglend
2020 J jnl
agtboost: Adaptive and Automatic Gradient Tree Boosting Computations.
CoRR
Berent Ånund Strømnes Lunde, Tore Selland Kleppe
2018 J jnl
Modified Cholesky Riemann Manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets.
Stat. Comput.
Tore Selland Kleppe
2018 J jnl
On the application of improved symplectic integrators in Hamiltonian Monte Carlo.
Commun. Stat. Simul. Comput.
Janne Mannseth, Tore Selland Kleppe, Hans J. Skaug
2016 J jnl
Bandwidth selection in pre-smoothed particle filters.
Stat. Comput.
Tore Selland Kleppe, Hans J. Skaug
2014 J jnl
Efficient importance sampling in mixture frameworks.
Comput. Stat. Data Anal.
Tore Selland Kleppe, Roman Liesenfeld
2012 J jnl
Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling.
Comput. Stat. Data Anal.
Tore Selland Kleppe, Hans Julius Skaug