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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
15222001
Examples of adaptive MCMC
GO Roberts, JS Rosenthal
Journal of computational and graphical statistics 18 (2), 349-367, 2009
12682009
General state space Markov chains and MCMC algorithms
GO Roberts, JS Rosenthal
10102004
Optimal scaling of discrete approximations to Langevin diffusions
GO Roberts, JS Rosenthal
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 1998
8261998
Minorization conditions and convergence rates for Markov chain Monte Carlo
JS Rosenthal
Journal of the American Statistical Association 90 (430), 558-566, 1995
6261995
Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms
GO Roberts, JS Rosenthal
Journal of applied probability 44 (2), 458-475, 2007
5482007
On adaptive markov chain monte carlo algorithms
YF Atchadé, JS Rosenthal
Bernoulli 11 (5), 815-828, 2005
4622005
First Look At Rigorous Probability Theory, A
JS Rosenthal
World Scientific Publishing Company, 2006
4502006
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
4232005
Geometric ergodicity and hybrid Markov chains
G Roberts, J Rosenthal
4051997
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
3892001
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
3852001
Optimal proposal distributions and adaptive MCMC
JS Rosenthal
Handbook of Markov Chain Monte Carlo 4 (10.1201), 2011
3672011
Probability and statistics: The science of uncertainty
MJ Evans, JS Rosenthal
Macmillan, 2010
296*2010
Convergence rates for Markov chains
JS Rosenthal
Siam Review 37 (3), 387-405, 1995
2761995
On the efficiency of pseudo-marginal random walk Metropolis algorithms
C Sherlock, AH Thiery, GO Roberts, JS Rosenthal
2142015
Parallel computing and Monte Carlo algorithms
JS Rosenthal
Far east journal of theoretical statistics 4 (2), 207-236, 2000
2012000
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
1951998
Convergence of slice sampler Markov chains
GO Roberts, JS Rosenthal
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 1999
1781999
Active learning strategies in advanced mathematics classes
JS Rosenthal
Studies in Higher Education 20 (2), 223-228, 1995
1611995
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
1562009
On the applicability of regenerative simulation in Markov chain Monte Carlo
JP Hobert, GL Jones, B Presnell, JS Rosenthal
Biometrika 89 (4), 731-743, 2002
1492002
Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains
GO Roberts, JS Rosenthal
1412006
Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo
YF Atchadé, GO Roberts, JS Rosenthal
Statistics and Computing 21, 555-568, 2011
1322011
Meetings with costly participation
MJ Osborne, JS Rosenthal, MA Turner
American Economic Review 90 (4), 927-943, 2000
1242000
Capitalism's growth imperative
MJ Gordon, JS Rosenthal
Cambridge Journal of Economics 27 (1), 25-48, 2003
1212003
Scaling limits for the transient phase of local Metropolis–Hastings algorithms
OF Christensen, GO Roberts, JS Rosenthal
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2005
1192005
Rates of convergence for Gibbs sampling for variance component models
JS Rosenthal
The Annals of Statistics 23 (3), 740-761, 1995
1171995
Predicting university students’ academic success and major using random forests
C Beaulac, JS Rosenthal
Research in Higher Education 60, 1048-1064, 2019
1152019
Quantitative bounds on convergence of time-inhomogeneous Markov chains
R Douc, E Moulines, JS Rosenthal
Annals of Applied Probability, 1643-1665, 2004
1072004
Probabilidad y estadística: la ciencia de la incertidumbre
MJ Evans
Reverté, 2018
1042018
Quantitative convergence rates of Markov chains: A simple account
J Rosenthal
1012002
Analysis of the Gibbs sampler for a model related to James-Stein estimators
JS Rosenthal
Statistics and Computing 6, 269-275, 1996
991996
Extension of Fill's perfect rejection sampling algorithm to general chains
JA Fill, M Machida, DJ Murdoch, JS Rosenthal
Random Structures & Algorithms 17 (3‐4), 290-316, 2000
962000
Random rotations: characters and random walks on SO (N)
JS Rosenthal
The Annals of Probability, 398-423, 1994
961994
Bayesian computation via markov chain monte carlo
RV Craiu, JS Rosenthal
Annual Review of Statistics and Its Application 1, 179-201, 2014
922014
Struck by lightning: The curious world of probabilities
JS Rosenthal
National Academies Press, 2006
792006
A simulation approach to convergence rates for Markov chain Monte Carlo algorithms
MK Cowles, JS Rosenthal
Statistics and Computing 8, 115-124, 1998
791998
Judicial ghostwriting: authorship on the Supreme Court
JS Rosenthal, AH Yoon
Cornell L. Rev. 96, 1307, 2010
772010
Markov chains and de‐initializing processes
GO Roberts, JS Rosenthal
Scandinavian Journal of Statistics 28 (3), 489-504, 2001
762001
Adaptive Gibbs samplers and related MCMC methods
K Łatuszyński, GO Roberts, JS Rosenthal
732013
On the containment condition for adaptive Markov chain Monte Carlo algorithms
Y Bai, GO Roberts, JS Rosenthal
University of Warwick. Centre for Research in Statistical Methodology 2009 (15), 2009
732009
Bayesian models for sparse regression analysis of high dimensional data
S Richardson, L Bottolo, JS Rosenthal
Bayesian statistics 9, 539-569, 2010
712010
Possible biases induced by MCMC convergence diagnostics
MK Cowles, GO Roberts, JS Rosenthal
Journal of Statistical Computation and Simulation 64 (1), 87-104, 1999
711999
Moment conditions for a sequence with negative drift to be uniformly bounded in Lr
R Pemantle, JS Rosenthal
Stochastic Processes and their Applications 82 (1), 143-155, 1999
711999
DISCUSSION ON THE MEETING ON THE GIBBS SAMPLER AND OTHER MARKOV CHAIN-MONTE CARLO METHODS
P Clifford, C Jennison, J Wakefield, D Phillips, A Frigessi, AJ Gray, ...
J ROY STAT SOC B MET 55 (1), 53-102, 1993
711993
Optimal scaling of Metropolis algorithms: Heading toward general target distributions
M Bédard, JS Rosenthal
Canadian Journal of Statistics 36 (4), 483-503, 2008
702008
Convergence properties of perturbed Markov chains
GO Roberts, JS Rosenthal, PO Schwartz
Journal of applied probability 35 (1), 1-11, 1998
681998
Quantitative bounds for convergence rates of continuous time Markov processes
G Roberts, J Rosenthal
651996
Criminal trajectories and risk factors in a Canadian sample of offenders
AK Ward, DM Day, I Bevc, Y Sun, JS Rosenthal, T Duchesne
Criminal Justice and Behavior 37 (11), 1278-1300, 2010
642010
Rates of convergence for everywhere-positive Markov chains
JR Baxter, JS Rosenthal
Statistics & probability letters 22 (4), 333-338, 1995
611995
Handbook of markov chain monte carlo
CJ Geyer, C Robert, G Casella, Y Fan, SA Sisson, JS Rosenthal
Chapman Hall/CRC 3, 592, 2011
602011
Variance bounding Markov chains
GO Roberts, JS Rosenthal
602008
Rates of convergence for data augmentation on finite sample spaces
JS Rosenthal
The Annals of Applied Probability 3 (3), 819-839, 1993
601993
Group-based criminal trajectory analysis using cross-validation criteria
JD Nielsen, JS Rosenthal, Y Sun, DM Day, I Bevc, T Duchesne
Communications in Statistics-Theory and Methods 43 (20), 4337-4356, 2014
552014
Asymptotic variance and convergence rates of nearly-periodic Markov chain Monte Carlo algorithms
JS Rosenthal
Journal of the American Statistical Association 98 (461), 169-177, 2003
552003
On the geometric ergodicity of hybrid samplers
G Fort, E Moulines, GO Roberts, JS Rosenthal
Journal of Applied Probability 40 (1), 123-146, 2003
552003
AMCMC: An R interface for adaptive MCMC
JS Rosenthal
Computational Statistics & Data Analysis 51 (12), 5467-5470, 2007
522007
Grades and incentives: assessing competing grade point average measures and postgraduate outcomes
MA Bailey, JS Rosenthal, AH Yoon
Studies in Higher Education 41 (9), 1548-1562, 2016
492016
Monty hall, monty fall, monty crawl
JS Rosenthal
Math Horizons 16 (1), 5-7, 2008
462008
Faithful couplings of Markov chains: now equals forever
JS Rosenthal
Advances in Applied Mathematics 18 (3), 372-381, 1997
461997
On variance conditions for Markov chain CLTs
O Haggstrom, J Rosenthal
432007
Two convergence properties of hybrid samplers
GO Roberts, JS Rosenthal
The Annals of Applied Probability 8 (2), 397-407, 1998
431998
Shift-coupling and convergence rates of ergodic averages
GO Roberts, JS Rosenthal
Stochastic Models 13 (1), 147-165, 1997
431997
Convergence of conditional Metropolis-Hastings samplers
GL Jones, GO Roberts, JS Rosenthal
Advances in Applied Probability 46 (2), 422-445, 2014
412014
Minimising MCMC variance via diffusion limits, with an application to simulated tempering
GO Roberts, JS Rosenthal
412014
A review of asymptotic convergence for general state space Markov chains
JS Rosenthal
Far East J. Theor. Stat 5 (1), 37-50, 2001
392001
Decrypting classical cipher text using Markov chain Monte Carlo
J Chen, JS Rosenthal
Statistics and Computing 22 (2), 397-413, 2012
382012
The polar slice sampler
GO Roberts, JS Rosenthal
Stochastic Models 18 (2), 257-280, 2002
382002
Quantitative bounds for geometric convergence rates of Markov chains
R Douc, E Moulines, J Rosenthal
Ann. Appl. Probab 14 (4), 1643-1665, 2004
372004
Positional targets for lingual consonants defined using electromagnetic articulography
Y Yunusova, JS Rosenthal, K Rudy, M Baljko, J Daskalogiannakis
The Journal of the Acoustical Society of America 132 (2), 1027-1038, 2012
362012
Markov chain convergence: From finite to infinite
JS Rosenthal
Stochastic processes and their Applications 62 (1), 55-72, 1996
351996
Long-term follow-up of criminal activity with adjudicated youth in Ontario: Identifying offence trajectories and predictors/correlates of trajectory group membership
DM Day, JD Nielsen, AK Ward, Y Sun, JS Rosenthal, T Duchesne, I Bevc, ...
Canadian Journal of Criminology and Criminal Justice 54 (4), 377-413, 2012
342012
Efficient use of exact samples
DJ Murdoch, JS Rosenthal
Statistics and Computing 10, 237-243, 2000
342000
Complexity results for MCMC derived from quantitative bounds
J Yang, JS Rosenthal
arXiv preprint arXiv:1708.00829, 2017
31*2017
Detecting multiple authorship of United States Supreme Court legal decisions using function words
JS Rosenthal, AH Yoon
The Annals of applied statistics, 283-308, 2011
302011
Downweighting tightly knit communities in world wide web rankings
GO Roberts, JS Rosenthal
Advances and Applications in Statistics (ADAS) 3, 199-216, 2003
302003
Weight-preserving simulated tempering
NG Tawn, GO Roberts, JS Rosenthal
Statistics and Computing 30 (1), 27-41, 2020
292020
Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits
GO Roberts, JS Rosenthal
Journal of Applied Probability 53 (2), 410-420, 2016
292016
On convergence rates of Gibbs samplers for uniform distributions
GO Roberts, JS Rosenthal
Annals of Applied Probability, 1291-1302, 1998
291998
One-shot coupling for certain stochastic recursive sequences
GO Roberts, JS Rosenthal
Stochastic processes and their applications 99 (2), 195-208, 2002
272002
Optimal scaling of random-walk metropolis algorithms on general target distributions
J Yang, GO Roberts, JS Rosenthal
Stochastic Processes and their Applications 130 (10), 6094-6132, 2020
262020
Stability of adversarial Markov chains, with an application to adaptive MCMC algorithms
RV Craiu, L Gray, K Łatuszyński, N Madras, GO Roberts, JS Rosenthal
262015
BEST: A decision tree algorithm that handles missing values
C Beaulac, JS Rosenthal
Computational Statistics 35 (3), 1001-1026, 2020
252020
Perfect forward simulation via simulated tempering
SP Brooks, Y Fan, JS Rosenthal
Communications in Statistics-Simulation and Computation 35 (3), 683-713, 2006
252006
Small and pseudo-small sets for Markov chains
GO Roberts, JS Rosenthal
Stochastic Models 17 (2), 121-145, 2001
252001
Likelihood inflating sampling algorithm
R Entezari, RV Craiu, JS Rosenthal
Canadian Journal of Statistics 46 (1), 147-175, 2018
242018
Extremal indices, geometric ergodicity of Markov chains, and MCMC
GO Roberts, JS Rosenthal, J Segers, B Sousa
Extremes 9, 213-229, 2006
232006
Statistical inference and computational efficiency for spatial infectious disease models with plantation data
PE Brown, F Chimard, A Remorov, JS Rosenthal, X Wang
Journal of the Royal Statistical Society Series C: Applied Statistics 63 (3 …, 2014
212014
Quantitative non-geometric convergence bounds for independence samplers
GO Roberts, JS Rosenthal
Methodology and Computing in Applied Probability 13 (2), 391-403, 2011
212011
A mathematical analysis of the Sleeping Beauty problem
JS Rosenthal
The Mathematical Intelligencer 31 (3), 32-37, 2009
202009
Change and continuity in criminal offending: Criminal trajectories of the “Toronto” sample
DM Day, I Bevc, F Theodor, JS Rosenthal, T Duchesne
Ontario: Ministry of Children and Youth Services, 2008
192008
On the collapsibility of lifetime regression models
T Duchesne, JS Rosenthal
Advances in Applied Probability 35 (3), 755-772, 2003
192003
A note on geometric ergodicity and floating-point roundoff error
L Breyer, GO Roberts, JS Rosenthal
Statistics & probability letters 53 (2), 123-127, 2001
192001
Dimension-free mixing for high-dimensional Bayesian variable selection
Q Zhou, J Yang, D Vats, GO Roberts, JS Rosenthal
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2022
182022
Ergodicity of Markov processes via nonstandard analysis
H Duanmu, J Rosenthal, W Weiss
American Mathematical Society 273 (1342), 2021
182021
Surprising convergence properties of some simple Gibbs samplers under various scans
GO Roberts, JS Rosenthal
International Journal of Statistics and Probability 5 (1), 51-60, 2015
182015
Jump Markov chains and rejection-free Metropolis algorithms
JS Rosenthal, A Dote, K Dabiri, H Tamura, S Chen, A Sheikholeslami
Computational Statistics, 1-23, 2021
172021
Markov chain Monte Carlo algorithms: Theory and practice
JS Rosenthal
Monte Carlo and Quasi-Monte Carlo Methods 2008, 157-169, 2009
162009
Detection of bulbar ALS using a comprehensive speech assessment battery
Y Yunusova, JS Rosenthal, JR Green, S Shellikeri, P Rong, J Wang, ...
Proc. of the International Workshop on Models and Analysis of Vocal …, 2013
152013
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