← All authors Tore Selland Kleppe University of Stavanger (per OpenAlex) · ORCID · OpenAlex
26 papers in scope · 26 published · 1 on the econ.EM arXiv · 230 citations · h-index 8 (over the papers listed here)
Papers (1 of 26)
Numerical Generalized Randomized HMC processes for restricted domains
published 2025 · Statistics and Computing · 1 citations · first circulated 2023
Storage scarcity and oil price uncertainty
published 2025 · Energy Economics · 4 citations
Tuning diagonal scale matrices for HMC
published 2024 · Statistics and Computing · 2 citations
with Jimmy Huy Tran
Log‐density gradient covariance and automatic metric tensors for Riemann manifold Monte Carlo methods
published 2023 · Scandinavian Journal of Statistics · 3 citations · first circulated 2022
Connecting the Dots: Numerical Randomized Hamiltonian Monte Carlo with State-Dependent Event Rates
published 2022 · Journal of Computational and Graphical Statistics · 10 citations · first circulated 2020
Importance Sampling-Based Transport Map Hamiltonian Monte Carlo for Bayesian Hierarchical Models
published 2021 · Journal of Computational and Graphical Statistics · 1 citations
Time Commitments in LNG Shipping and Natural Gas Price Convergence
published 2019 · The Energy Journal · 9 citations
Can limits‐to‐arbitrage from bounded storage improve commodity term‐structure modeling?
published 2019 · Journal of Futures Markets · 5 citations
Dynamically Rescaled Hamiltonian Monte Carlo for Bayesian Hierarchical Models
published 2019 · Journal of Computational and Graphical Statistics · 10 citations · first circulated 2018
MCMC for Markov-switching models—Gibbs sampling vs. marginalized likelihood
published 2019 · Communications in Statistics - Simulation and Computation · 3 citations
published 2019 · Econometrics and Statistics
The Gibbs sampler with particle efficient importance sampling for state-space models*
published 2018 · Econometric Reviews · first circulated 2016
Price Dynamics in Biological Production Processes Exposed to Environmental Shocks
published 2017 · American Journal of Agricultural Economics · 78 citations
Modified Cholesky Riemann Manifold Hamiltonian Monte Carlo: exploiting sparsity for fast sampling of high-dimensional targets
published 2017 · Statistics and Computing · first circulated 2016
Estimating the competitive storage model: A simulated likelihood approach
published 2017 · Econometrics and Statistics · 7 citations
On the application of improved symplectic integrators in Hamiltonian Monte Carlo
published 2017 · Communications in Statistics - Simulation and Computation · 8 citations
with Janne Mannseth, Hans J. Skaug
On the behavior of commodity prices when speculative storage is bounded
published 2016 · Journal of Economic Dynamics and Control · 21 citations
Trade with endogenous transportation costs: The case of liquefied natural gas
published 2016 · Energy Economics · 11 citations
How regular are directional movements in commodity and asset prices? A Wald test
published 2016 · Journal of Empirical Finance
Adaptive Step Size Selection for Hessian‐Based Manifold Langevin Samplers
published 2016 · Scandinavian Journal of Statistics · 2 citations · first circulated 2015
Bandwidth selection in pre-smoothed particle filters
published 2015 · Statistics and Computing · first circulated 2012
with Hans J. Skaug
Maximum likelihood estimation of partially observed diffusion models
published 2014 · Journal of Econometrics · 6 citations
Introducing localgauss , an R Package for Estimating and Visualizing Local Gaussian Correlation
published 2014 · Journal of Statistical Software · 27 citations
with Geir Drage Berentsen, Dag Tjøstheim
Efficient importance sampling in mixture frameworks
published 2013 · Computational Statistics & Data Analysis · 7 citations · first circulated 2011
Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling
published 2011 · Computational Statistics & Data Analysis · 13 citations
with Hans J. Skaug
Building and Fitting Non‐Gaussian Latent Variable Models via the Moment‐Generating Function
published 2008 · Scandinavian Journal of Statistics · 2 citations
with Hans J. Skaug
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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