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Price Dynamics in Biological Production Processes Exposed to Environmental Shocks

American journal of agricultural economics, 2017-10, Vol.99 (5), p.1246-1264

2017

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

Journal of computational and graphical statistics, 2022-10, Vol.31 (4), p.1238-1253

Kleppe, Tore Selland

2022

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Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods

Scandinavian journal of statistics, 2024-09, Vol.51 (3), p.1206-1229

Kleppe, Tore Selland

2024

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

Statistics and computing, 2018-07, Vol.28 (4), p.795-817, Article 795

Kleppe, Tore Selland

2018

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Time Commitments in LNG Shipping and Natural Gas Price Convergence

The Energy journal (Cambridge, Mass.), 2020-03, Vol.41 (2), p.29-46

2020

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

Journal of computational and graphical statistics, 2021-10, Vol.30 (4), p.906-919

2021

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

Communications in statistics. Simulation and computation, 2021-03, Vol.50 (3), p.669-690

2021

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How regular are directional movements in commodity and asset prices? A Wald test

Journal of empirical finance, 2016-09, Vol.38, p.290-306

2016

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Estimating the competitive storage model with stochastic trends in commodity prices

Econometrics, 2021-12, Vol.9 (4), p.1-24

2021

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Introducing localgauss , an R Package for Estimating and Visualizing Local Gaussian Correlation

Journal of statistical software, 2014-02, Vol.56 (12), p.1-18

2014

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Dynamically Rescaled Hamiltonian Monte Carlo for Bayesian Hierarchical Models

Journal of computational and graphical statistics, 2019-07, Vol.28 (3), p.493-507

Kleppe, Tore Selland

2019

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Tuning diagonal scale matrices for HMC

Statistics and computing, 2024, Vol.34 (6)

2024

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Adaptive Step Size Selection for Hessian-Based Manifold Langevin Samplers

Scandinavian journal of statistics, 2016-09, Vol.43 (3), p.788-805

Kleppe, Tore Selland

2016

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On the behavior of commodity prices when speculative storage is bounded

Journal of economic dynamics & control, 2017-02, Vol.75, p.52-69

2017

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The Gibbs sampler with particle efficient importance sampling for state-space models

Econometric reviews, 2019-11, Vol.38 (10), p.1152-1175

2019

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Trade with endogenous transportation costs: The case of liquefied natural gas

Energy economics, 2016-09, Vol.59, p.138-148

2016

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A Risk Model of Admitting Patients With Silent SARS-CoV-2 Infection to Surgery and Development of Severe Postoperative Outcomes and Death: Projections Over 24 Months for 5 Geographical Regions

Annals of surgery, 2021-02, Vol.273 (2), p.208-216

2021

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Efficient importance sampling in mixture frameworks

Computational statistics & data analysis, 2014-08, Vol.76, p.449-463

2014

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Estimating the competitive storage model: A simulated likelihood approach

Econometrics and statistics, 2017-10, Vol.4, p.39-56

2017

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Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility

Econometrics and statistics, 2022-07, Vol.23, p.105-127

2022

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Bandwidth selection in pre-smoothed particle filters

Statistics and computing, 2016-09, Vol.26 (5), p.1009-1024

2016

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Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling

Computational statistics & data analysis, 2012-11, Vol.56 (11), p.3105-3119

2012

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Simulated maximum likelihood estimation of continuous time stochastic volatility models

Maximum Simulated Likelihood Methods and Applications, 2010, Vol.26, p.137-161

2010

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Maximum likelihood estimation of partially observed diffusion models

Journal of econometrics, 2014-05, Vol.180 (1), p.73-80

2014

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Numerical Generalized Randomized HMC processes for restricted domains

SSRN Electronic Journal, 2023

2023

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Price Dynamics in Biological Production Processes Exposed to Environmental Shocks

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

Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods

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

Time Commitments in LNG Shipping and Natural Gas Price Convergence

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

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

How regular are directional movements in commodity and asset prices? A Wald test

Estimating the competitive storage model with stochastic trends in commodity prices

Introducing localgauss , an R Package for Estimating and Visualizing Local Gaussian Correlation

Dynamically Rescaled Hamiltonian Monte Carlo for Bayesian Hierarchical Models

Tuning diagonal scale matrices for HMC

Adaptive Step Size Selection for Hessian-Based Manifold Langevin Samplers

On the behavior of commodity prices when speculative storage is bounded

The Gibbs sampler with particle efficient importance sampling for state-space models

Trade with endogenous transportation costs: The case of liquefied natural gas

A Risk Model of Admitting Patients With Silent SARS-CoV-2 Infection to Surgery and Development of Severe Postoperative Outcomes and Death: Projections Over 24 Months for 5 Geographical Regions

Efficient importance sampling in mixture frameworks

Estimating the competitive storage model: A simulated likelihood approach

Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility

Bandwidth selection in pre-smoothed particle filters

Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling

Simulated maximum likelihood estimation of continuous time stochastic volatility models

Maximum likelihood estimation of partially observed diffusion models

Numerical Generalized Randomized HMC processes for restricted domains

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