Tore Selland Kleppe

According to our database, Tore Selland Kleppe authored at least 10 papers between 2012 and 2023.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2023

Randomized Runge-Kutta-Nyström.

Nawaf Bou-Rabee, Tore Selland Kleppe

CoRR, 2023

2022

Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates.

Tore Selland Kleppe

J. Comput. Graph. Stat., October, 2022

2021

Importance Sampling-Based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models.

Kjartan Kloster Osmundsen, Tore Selland Kleppe, Roman Liesenfeld

J. Comput. Graph. Stat., 2021

MCMC for Markov-switching models - Gibbs sampling vs. marginalized likelihood.

Kjartan Kloster Osmundsen, Tore Selland Kleppe, Atle Oglend

Commun. Stat. Simul. Comput., 2021

2020

agtboost: Adaptive and Automatic Gradient Tree Boosting Computations.

Berent Ånund Strømnes Lunde, Tore Selland Kleppe

CoRR, 2020

2018

Modified Cholesky Riemann Manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets.

Tore Selland Kleppe

Stat. Comput., 2018

On the application of improved symplectic integrators in Hamiltonian Monte Carlo.

Janne Mannseth, Tore Selland Kleppe, Hans J. Skaug

Commun. Stat. Simul. Comput., 2018

2016

Bandwidth selection in pre-smoothed particle filters.

Tore Selland Kleppe, Hans J. Skaug

Stat. Comput., 2016

2014

Efficient importance sampling in mixture frameworks.

Tore Selland Kleppe, Roman Liesenfeld

Comput. Stat. Data Anal., 2014

2012

Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling.

Tore Selland Kleppe, Hans Julius Skaug

Comput. Stat. Data Anal., 2012