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
Handbook of markov chain monte carlo
S Brooks, A Gelman, G Jones, XL Meng
CRC press, 2011
17582011
Optimal scaling for various Metropolis-Hastings algorithms
GO Roberts, JS Rosenthal
Statistical science 16 (4), 351-367, 2001
11282001
Examples of adaptive MCMC
GO Roberts, JS Rosenthal
Journal of Computational and Graphical Statistics 18 (2), 349-367, 2009
9162009
General state space Markov chains and MCMC algorithms
GO Roberts, JS Rosenthal
Probability surveys 1, 20-71, 2004
7152004
Optimal scaling of discrete approximations to Langevin diffusions
GO Roberts, JS Rosenthal
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 1998
5401998
Minorization conditions and convergence rates for Markov chain Monte Carlo
JS Rosenthal
Journal of the American Statistical Association 90 (430), 558-566, 1995
5161995
Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms
GO Roberts, JS Rosenthal
Journal of applied probability 44 (2), 458-475, 2007
4392007
On adaptive markov chain monte carlo algorithms
YF Atchadé, JS Rosenthal
Bernoulli 11 (5), 815-828, 2005
3792005
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
3732005
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
3702001
First Look At Rigorous Probability Theory, A
JS Rosenthal
World Scientific Publishing Company, 2006
3252006
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
3192001
Geometric ergodicity and hybrid Markov chains
G Roberts, J Rosenthal
Electronic Communications in Probability 2, 13-25, 1997
3191997
Optimal proposal distributions and adaptive MCMC
JS Rosenthal
Handbook of Markov Chain Monte Carlo 4 (10.1201), 2011
2492011
Convergence rates for Markov chains
JS Rosenthal
Siam Review 37 (3), 387-405, 1995
2401995
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
1781998
Parallel computing and Monte Carlo algorithms
JS Rosenthal
Far east journal of theoretical statistics 4 (2), 207-236, 2000
1602000
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
1552015
Convergence of slice sampler Markov chains
GO Roberts, JS Rosenthal
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 1999
1541999
Probability and statistics: The science of uncertainty
MJ Evans, JS Rosenthal
Macmillan, 2010
147*2010
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