2 citations · 2 across the 3 of their papers we have counts for
3 papers
stat.CO2024
Tuning diagonal scale matrices for HMC
Jimmy Huy Tran, Tore Selland Kleppe
Three approaches for adaptively tuning diagonal scale matrices for HMC are discussed and compared. The common practice of scaling according to estimated marginal standard deviation…
stat.ME2017
Estimating the Competitive Storage Model: A Simulated Likelihood Approach
Tore Selland Kleppe, Atle Oglend
This paper develops a particle filter maximum likelihood estimator for the competitive storage model. The estimator is suitable for inference problems in commodity markets where on…
stat.CO2016★ 2 cited
On the application of higher order symplectic integrators in Hamiltonian Monte Carlo
Janne Mannseth, Tore Selland Kleppe, Hans J. Skaug
We explore the construction of new symplectic numerical integration schemes to be used in Hamiltonian Monte Carlo and study their efficiency. Two integration schemes from Blanes et…