Jeffrey S. Rosenthal
Jeffrey S. Rosenthal
Professor of Statistics, University of Toronto
Verified email at math.toronto.edu - Homepage
TitleCited byYear
Handbook of markov chain monte carlo
S Brooks, A Gelman, G Jones, XL Meng
CRC press, 2011
14032011
Optimal scaling for various Metropolis-Hastings algorithms
GO Roberts, JS Rosenthal
Statistical science 16 (4), 351-367, 2001
9862001
Examples of adaptive MCMC
GO Roberts, JS Rosenthal
Journal of Computational and Graphical Statistics 18 (2), 349-367, 2009
7892009
General state space Markov chains and MCMC algorithms
GO Roberts, JS Rosenthal
Probability surveys 1, 20-71, 2004
6272004
Minorization conditions and convergence rates for Markov chain Monte Carlo
JS Rosenthal
Journal of the American Statistical Association 90 (430), 558-566, 1995
4871995
Optimal scaling of discrete approximations to Langevin diffusions
GO Roberts, JS Rosenthal
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 1998
4611998
Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms
GO Roberts, JS Rosenthal
Journal of applied probability 44 (2), 458-475, 2007
3982007
On adaptive markov chain monte carlo algorithms
YF Atchadé, JS Rosenthal
Bernoulli 11 (5), 815-828, 2005
3642005
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
3582005
Finding authorities and hubs from link structures on the World Wide Web.
A Borodin, GO Roberts, JS Rosenthal, P Tsaparas
WWW 1, 415-429, 2001
3542001
Geometric ergodicity and hybrid Markov chains
G Roberts, J Rosenthal
Electronic Communications in Probability 2, 13-25, 1997
2971997
A first look at rigorous probability theory
JS Rosenthal
World Scientific Publishing Company, 2006
2912006
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
2862001
Convergence rates for Markov chains
JS Rosenthal
Siam Review 37 (3), 387-405, 1995
2261995
Optimal proposal distributions and adaptive MCMC
JS Rosenthal
Handbook of Markov Chain Monte Carlo 4 (10.1201), 2011
2102011
Markov‐chain monte carlo: Some practical implications of theoretical results
GO Roberts, JS Rosenthal
Canadian Journal of Statistics 26 (1), 5-20, 1998
1731998
Convergence of slice sampler Markov chains
GO Roberts, JS Rosenthal
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 1999
1481999
Parallel computing and Monte Carlo algorithms
JS Rosenthal
Far east journal of theoretical statistics 4 (2), 207-236, 2000
1462000
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
1332015
Probability and statistics: The science of uncertainty
MJ Evans, JS Rosenthal
Macmillan, 2010
124*2010
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Articles 1–20