Jeffrey S. Rosenthal
Jeffrey S. Rosenthal
Professor of Statistics, University of Toronto
Verifierad e-postadress på math.toronto.edu - Startsida
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Handbook of markov chain monte carlo
S Brooks, A Gelman, G Jones, XL Meng
CRC press, 2011
15292011
Optimal scaling for various Metropolis-Hastings algorithms
GO Roberts, JS Rosenthal
Statistical science 16 (4), 351-367, 2001
10272001
Examples of adaptive MCMC
GO Roberts, JS Rosenthal
Journal of Computational and Graphical Statistics 18 (2), 349-367, 2009
8272009
General state space Markov chains and MCMC algorithms
GO Roberts, JS Rosenthal
Probability surveys 1, 20-71, 2004
6552004
Minorization conditions and convergence rates for Markov chain Monte Carlo
JS Rosenthal
Journal of the American Statistical Association 90 (430), 558-566, 1995
5011995
Optimal scaling of discrete approximations to Langevin diffusions
GO Roberts, JS Rosenthal
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 1998
4961998
Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms
GO Roberts, JS Rosenthal
Journal of applied probability 44 (2), 458-475, 2007
4102007
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
3682005
On adaptive markov chain monte carlo algorithms
YF Atchadé, JS Rosenthal
Bernoulli 11 (5), 815-828, 2005
3662005
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
3642001
Geometric ergodicity and hybrid Markov chains
G Roberts, J Rosenthal
Electronic Communications in Probability 2, 13-25, 1997
3031997
A first look at rigorous probability theory
JS Rosenthal
World Scientific Publishing Company, 2006
3012006
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
2962001
Convergence rates for Markov chains
JS Rosenthal
Siam Review 37 (3), 387-405, 1995
2351995
Optimal proposal distributions and adaptive MCMC
JS Rosenthal
Handbook of Markov Chain Monte Carlo 4 (10.1201), 2011
2172011
Markov‐chain monte carlo: Some practical implications of theoretical results
GO Roberts, JS Rosenthal
Canadian Journal of Statistics 26 (1), 5-20, 1998
1771998
Parallel computing and Monte Carlo algorithms
JS Rosenthal
Far east journal of theoretical statistics 4 (2), 207-236, 2000
1522000
Convergence of slice sampler Markov chains
GO Roberts, JS Rosenthal
Journal of the Royal Statistical Society: Series B (Statistical Methodology …, 1999
1521999
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
1372015
Probability and statistics: The science of uncertainty
MJ Evans, JS Rosenthal
Macmillan, 2010
132*2010
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Artiklar 1–20