Tore Selland KleppeView profile
Professor
Tore Selland Kleppe is a Professor of Mathematics at the University of Stavanger, affiliated with the Faculty of Science and Technology and the Department of Mathematics and Physics. His research focuses on computational statistics, Bayesian methods, Monte Carlo techniques, and their applications in econometrics and energy economics. Key research interests include Hamiltonian Monte Carlo (HMC) methods, stochastic volatility modeling, commodity price dynamics, and Markov-switching models. He has contributed to advancements in numerical integration for stochastic differential equations, adaptive sampling algorithms, and efficient computation in high-dimensional Bayesian models. Notable work includes developing dynamically rescaled HMC algorithms, incorporating transport maps and importance sampling for hierarchical models, and analyzing commodity futures using state-space frameworks. His publications span top journals like Journal of Computational and Graphical Statistics , Statistics and Computing , and Energy Economics . Collaborations involve experts in econometrics (e.g., Roman Liesenfeld, Atle Oglend) and computational methods. His recent work addresses challenges in restricted domain sampling, storage constraints in energy markets, and adaptive step-size strategies for MCMC efficiency. No awards or grants are explicitly mentioned, but his extensive publication record reflects sustained academic contributions. He actively participates in conferences like the International Conference on Econometrics and Statistics and Norwegian Statistical Association meetings.







