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Jeffrey S. Rosenthal
Jeffrey S. Rosenthal
Professor of Statistics, University of Toronto
Verified email at math.toronto.edu - Homepage
Title
Cited by
Cited by
Year
Optimal scaling for various Metropolis-Hastings algorithms
GO Roberts, JS Rosenthal
Statistical science 16 (4), 351-367, 2001
13522001
Examples of adaptive MCMC
GO Roberts, JS Rosenthal
Journal of computational and graphical statistics 18 (2), 349-367, 2009
11172009
General state space Markov chains and MCMC algorithms
GO Roberts, JS Rosenthal
Probability surveys 1, 20-71, 2004
8712004
Optimal scaling of discrete approximations to Langevin diffusions
GO Roberts, JS Rosenthal
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 1998
6651998
Minorization conditions and convergence rates for Markov chain Monte Carlo
JS Rosenthal
Journal of the American Statistical Association 90 (430), 558-566, 1995
5851995
Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms
GO Roberts, JS Rosenthal
Journal of applied probability 44 (2), 458-475, 2007
5022007
On adaptive markov chain monte carlo algorithms
YF Atchadé, JS Rosenthal
Bernoulli 11 (5), 815-828, 2005
4242005
Link analysis ranking: algorithms, theory, and experiments
A Borodin, GO Roberts, JS Rosenthal, P Tsaparas
ACM Transactions on Internet Technology (TOIT) 5 (1), 231-297, 2005
4012005
First Look At Rigorous Probability Theory, A
JS Rosenthal
World Scientific Publishing Company, 2006
4002006
Finding authorities and hubs from link structures on the world wide web
A Borodin, GO Roberts, JS Rosenthal, P Tsaparas
Proceedings of the 10th international conference on World Wide Web, 415-429, 2001
3782001
Geometric ergodicity and hybrid Markov chains
G Roberts, J Rosenthal
Electronic Communications in Probability 2, 13-25, 1997
3731997
Finding generators for Markov chains via empirical transition matrices, with applications to credit ratings
RB Israel, JS Rosenthal, JZ Wei
Mathematical finance 11 (2), 245-265, 2001
3562001
Optimal proposal distributions and adaptive MCMC
JS Rosenthal
Handbook of Markov Chain Monte Carlo 4 (10.1201), 2011
3142011
Convergence rates for Markov chains
JS Rosenthal
Siam Review 37 (3), 387-405, 1995
2551995
Probability and statistics: The science of uncertainty
MJ Evans, JS Rosenthal
Macmillan, 2010
231*2010
Markov-chain Monte Carlo: some practical implications of theoretical results
GO Roberts, JS Rosenthal
The Canadian Journal of Statistics/La Revue Canadienne de Statistique, 5-20, 1998
1871998
On the efficiency of pseudo-marginal random walk Metropolis algorithms
C Sherlock, AH Thiery, GO Roberts, JS Rosenthal
The Annals of Statistics 43 (1), 238-275, 2015
1862015
Parallel computing and Monte Carlo algorithms
JS Rosenthal
Far east journal of theoretical statistics 4 (2), 207-236, 2000
1832000
Convergence of slice sampler Markov chains
GO Roberts, JS Rosenthal
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 1999
1701999
Learn from thy neighbor: Parallel-chain and regional adaptive MCMC
RV Craiu, J Rosenthal, C Yang
Journal of the American Statistical Association 104 (488), 1454-1466, 2009
1462009
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