Hello! Bonjour! ¡Buenos días! Buon giorno!
Guten Tag! Bom dia!
Welcome to my research page. My research
interests include probability theory,
Markov chain analysis,
stochastic processes, and
statistical computation especially
Markov chain Monte Carlo computer algorithms.
See also a one-paragraph summary,
an interdisciplinary research summary,
my research Java applets,
and my non-research writings.
Shortcuts to selected
... review papers:
probsurv /
computsimple /
scalerev /
bruns /
gentheory /
eigen
... research papers:
amcmc /
adaptex /
adapt /
determ /
one-shot /
period /
hobertfinal /
suffic /
slice /
hybrid /
sens /
lang /
james /
minor /
varnew /
rots
... books:
Struck by Lightning /
Science of Uncertainty /
Rigorous Probability
... years:
2011 /
2010 /
2009 /
2008 /
2007 /
2006 /
2005 /
2004 /
2003 /
2002 /
2001 /
2000 /
1999 /
1998 /
1997 /
1996 /
1995 /
1994 /
1993 /
1992 /
1989 /
Books /
Other /
Misc
My research papers are provided below, grouped by year of initial
submission, with multiple authors listed alphabetically except where
indicated by [N-A].
Most of the papers are provided in postscript format; to view them
use e.g. ghostview.
Most of them are also provided in pdf format; to view them use e.g.
Adobe
Reader or xpdf
or ghostview.
-
Y. Yunusova, J.S. Rosenthal, K. Rudy, M. Baljko, and J. Daskalogiannakis
[N-A], Place of articulation for lingual consonants defined using
electromagnetic articulography.
[To be posted later.]
-
D.B. Woodard
and J.S. Rosenthal [N-A],
Convergence rate of Markov chain methods for genomic motif discovery.
[pdf paper,
pdf Appendix]
-
J.D. Nielsen,
J.S. Rosenthal,
Y. Sun,
D.M. Day,
I. Bevc,
and T. Duchesne
[N-A],
Group-based Criminal Trajectory Analysis using Cross-Validation
Criteria.
[pdf,
postscript]
(See also the related software.)
-
K. Latuszynski,
G.O. Roberts, and J.S. Rosenthal,
Adaptive Gibbs samplers and related MCMC methods.
[pdf,
postscript]
(Major revision of an earlier
two-author paper.)
Ann. Appl. Prob., to appear.
-
J.S. Rosenthal,
Was the Conservative majority predictable?
[pdf,
postscript]
Can. J. Stat.
39:721-733, 2011.
-
D.M. Day, J.D. Nielsen, A.K. Ward, Y. Sun, J.S. Rosenthal, I. Bevc,
T. Duchesne, and L. Rossman [N-A],
Trajectories of Criminal Activity in a Sample of 378 Adjudicated
Ontario Youth.
[pdf poster,
pdf paper]
Presented at the 72nd annual CPA conference / 2nd NACCJPC conference,
Toronto, June 2, 2011.
-
J.S. Rosenthal and A.H. Yoon,
Judicial Ghostwriting:
Authorship on the U.S. Supreme Court
[in pdf only].
(Cornell
Law Review, to appear.
See also the NY Times mention.)
-
K. Latuszynski and J.S. Rosenthal,
Adaptive Gibbs samplers
[or in pdf].
(Later revised into this paper.)
-
A.K. Ward, D.M. Day, I. Bevc,
Y. Sun, J.S. Rosenthal, and T. Duchesne [N-A],
Criminal Trajectories and Risk Factors in
a Canadian Sample of Offenders
[in pdf only].
(See team photo.)
Criminal Justice and Behavior,
to appear.
-
S.
Richardson, L. Bottolo, and J.S. Rosenthal [N-A],
Bayesian models for sparse
regression analysis of high dimensional data
[in pdf only].
(Published in
Valencia IX Bayesian Meeting
conference proceedings, 2011.)
-
J. Chen and J.S. Rosenthal,
Decrypting Classical Cipher Text Using
Markov Chain Monte Carlo [or in pdf or published version].
(See also the related software.)
Stat. and Comput. 22:397-413, 2011.
-
M.A. Turner,
J.S. Rosenthal, J. Chen, and C. Hao [N-A],
Adaption to Climate Change:
Evidence from 18th and 19th Century Iceland
[in pdf only].
(See also the
conference proceedings
version.)
-
D.M. Day, J.D. Nielsen, A.K. Ward, Y. Sun, J.S. Rosenthal, T. Duchesne,
I. Bevc, and L. Rossman [N-A],
Long-term Follow-up of Criminal
Activity with Adjudicated Youth in Ontario
[in pdf only].
-
G.O. Roberts and J.S. Rosenthal,
Quantitative Non-Geometric Convergence Bounds
for Independence Samplers
[or in pdf].
MCAP
13:391-403, 2011.
-
J.S. Rosenthal,
Optimal Proposal Distributions and Adaptive
MCMC [or in pdf].
(Chapter 4 of Handbook of MCMC,
2011 [amazon.ca,
amazon.com].
See also the related software.)
-
J.S. Rosenthal,
Optimising Monte Carlo Search
Strategies for Automated Pattern Detection [or in pdf].
Far East J. Math. Sci.
32:311-328, 2009.
(See also the related Java applet.)
-
Y. Bai, G.O. Roberts, and J.S. Rosenthal,
On the Containment Condition for Adaptive
Markov Chain Monte Carlo Algorithms
[or in pdf].
(Significantly revised and expanded, July 2010; see the
previous version
[or in pdf]).
Adv. Appl. Stat.
21:1-54, 2011.
-
R.V. Craiu,
J.S. Rosenthal, and C. Yang,
Learn From Thy Neighbor:
Parallel-Chain Adaptive MCMC
[or in pdf].
(JASA
488:1454-1466, 2009.)
-
J.S. Rosenthal,
A mathematical analysis of the Sleeping
Beauty problem [or in pdf].
Math. Intel.
31:32-37, 2009.
-
D.M. Day, I. Bevc, F. Theodor, J.S. Rosenthal, and T. Duchesne [N-A],
Change and Continuity in Criminal
Offending: Criminal Trajectories of the 'Toronto' Sample.
(Unpublished report written for
the Ontario Ministry of Children and Youth Services.)
-
J.S. Rosenthal,
Markov Chain Monte Carlo Algorithms:
Theory and Practice [or in pdf].
(For
MCQMC'08
conference proceedings.)
-
O. Häggström
and J.S. Rosenthal,
On Variance Conditions for Markov Chain
CLTs [or in pdf].
(Elec. Comm.
Prob. 12:454-464, 2007.)
-
M. Bedard
and J.S. Rosenthal,
Optimal Scaling of Metropolis Algorithms:
Heading Towards General Target Distributions
[or in pdf].
(Can. J. Stat.
36(4):483-503, 2008.)
-
J.P. Hobert
and J.S. Rosenthal, Norm Comparisons for Data Augmentation
[or in pdf].
(Adv. Appl. Stat.
7:291-302, 2007.)
-
J.S. Rosenthal, AMCMC: An R interface for adaptive MCMC
[or in pdf, or
published version].
(See also the related software.)
(Comp.
Stat. & Data Anal. 51:5467-5470, 2007.)
-
J.S. Rosenthal, Expressions for the Markov Chain CLT Variance
[or in pdf].
(See also the earlier version.)
[Unpublished notes, superceded by
this paper.]
-
J.S. Rosenthal,
Waiting time correlations on disorderly
streetcar routes [or in pdf].
(See also the related software.)
(Int. J. Pure Appl.
Math. Sci., to appear.)
-
D.M. Day, I. Bevc, T. Duchesne, J.S. Rosenthal, Y. Sun, and F. Theodor
(2007) [N-A],
Criminal
trajectories from adolescence to adulthood in an
Ontario sample of offenders.
(Proc.
2007 North American Correctional and Criminal Justice Psych.
Conf., 143-148.)
-
G.O. Roberts and J.S. Rosenthal,
Variance bounding Markov chains
[or in pdf
or published version].
(Ann. Appl. Prob. 18:1201-1214,
2008.)
-
G.O. Roberts, J.S. Rosenthal,
J. Segers,
and B. Sousa,
Extremal Indices, Geometric Ergodicity
of Markov Chains, and MCMC
[or in pdf].
(Extremes
9:213-229, 2006.)
-
G.O. Roberts and J.S. Rosenthal,
Examples of Adaptive MCMC
[or in pdf].
(See also the related software, a related
talk
and talk#2
and French-language talk, and
this follow-up
paper.)
(J. Comp. Graph.
Stat. 18:349-367, 2009.)
-
D.M. Day, I. Bevc, J.S. Rosenthal, T. Duchesne,
L. Rossman, and F. Theodor [N-A],
Predicting Adult Offenders' Criminal
Trajectories From Their Juvenile Criminal Trajectories.
(Poster, American Psychological
Association annual convention, 2003.)
-
I. Bevc, T. Duchesne,
J.S. Rosenthal, L. Rossman, F. Theodor, and E. Sowa [N-A],
Young Offenders' Diagnoses As Predictors
of Subsequent Adult Criminal
Behaviour. (Poster, American Psychological
Association annual convention, 2003.)
-
Y.F. Atchadé
and J.S. Rosenthal,
On Adaptive Markov Chain Monte Carlo
Algorithms
[or in pdf].
(See also the related Java applet.)
(Bernoulli 11:815-828, 2005.)
-
G.O. Roberts and J.S. Rosenthal,
Downweighting Tightly Knit Communities
in World Wide Web Rankings
[or in pdf]
(Adv. Appl. Stat.
3:199-216, 2003.)
-
O.F. Christensen, G.O. Roberts, and J.S. Rosenthal,
Scaling Limits for
the Transient Phase of Local Metropolis-Hastings Algorithms
[or in pdf].
(JRSSB
67:253-268, 2005.)
-
A. Feuerverger and J.S. Rosenthal,
Achieving Limiting Distributions for
Markov Chains Using Back Buttons
[or in pdf].
(Stat. and
Comput. 14:131-141, 2004. See also the
extended abstract version and
the related C program.)
-
S.P. Brooks, Y.
Fan, and J.S. Rosenthal, Perfect
Forward Simulation via Simulated Tempering
[or pdf].
(Comm.
Stat.: Sim. and Comp. 35:683-713, 2006.)
See also the related computer code.
-
J.S. Rosenthal,
Geometric Convergence Rates for
Time-Sampled Markov Chains
[or in pdf].
(J. Theoretical Prob. 16:671-688, 2003.)
-
R. Douc, E. Moulines, and J.S. Rosenthal,
Quantitative bounds on
convergence of time-inhomogeneous Markov Chains
[or in pdf].
(Ann. Appl. Prob. 14:1643-1665, 2004.)
-
J.S. Rosenthal,
Quantitative convergence rates of Markov
chains: A simple account
[or in pdf].
(See also a related French-language
abstract.)
(Elec.
Comm. Prob. 7 no. 13:123-128, 2002.)
-
T. Duchesne
and J.S. Rosenthal,
On the Collapsibility of Lifetime
Regression Models
[or in pdf].
(Adv. Appl. Prob. 35:755-772, 2003.)
(See also the
conference proceedings version.)
-
G. Fort, E. Moulines, G.O. Roberts, and J.S. Rosenthal,
On the
geometric ergodicity of hybrid samplers
[or pdf].
(J. Appl. Prob.
40:123-146, 2003.)
-
G.O. Roberts and J.S. Rosenthal,
One-shot
coupling for certain stochastic recursive sequences
[or in pdf].
(Stoch.
Proc. Appl. 99:195-208, 2002.)
-
G.O. Roberts and J.S. Rosenthal,
Combinatorial
identities associated with CFTP
[or in pdf].
(See also the related C program.)
Far East J. Math. Sci.
13:391-404, 2004.
-
G.O. Roberts and J.S. Rosenthal,
Optimal
scaling for various Metropolis-Hastings algorithms
[or in pdf].
(Statistical
Science 16:351-367, 2001.)
-
J.S. Rosenthal,
Asymptotic
Variance and Convergence Rates of Nearly-Periodic MCMC Algorithms
[or in pdf].
(JASA
98:169-177, 2003.)
(See also the original, longer version
[or in pdf] and the
follow-up paper
[or in pdf].)
-
J.P. Hobert,
G.L. Jones,
B. Presnell,
and J.S. Rosenthal, On the
Applicability of Regenerative Simulation in Markov Chain Monte Carlo
[or pdf].
(Biometrika 89:731-743, 2002.)
-
G.O. Roberts and J.S. Rosenthal,
Small and
pseudo-small sets for Markov chains
[or in pdf].
(Stochastic Models 17:121-145, 2001.)
-
J.J. Lu, J.S. Rosenthal, and A.E. Shaffer,
A case study
in the meta-reasoning procedure ND
[or pdf].
(J. Exp. Th.
Artificial Intelligence 15:47-71, 2003.) (See also the
conference proceedings version
in FTP'2000.)
-
L. Breyer,
G.O. Roberts, and J.S. Rosenthal,
A note on
geometric ergodicity and floating-point roundoff error
[or in pdf].
(Shortened
version
[or in pdf] published in
Stat.
Prob. Lett. 53:123-127, 2001.)
-
M.J. Gordon and J.S. Rosenthal,
Capitalism's
Growth Imperative.
(Cambridge J. Economics
27:25-48, 2003.)
-
A. Borodin, G.O. Roberts, J.S. Rosenthal, and P. Tsaparas, Link Analysis Ranking: Algorithms,
Theory, and Experiments
[or in pdf].
(ACM TOIT
5:231-297, 2005.)
(See also the conference
proceedings version, published in WWW10,
2001, chosen as selected area highlight.)
-
R.B. Israel, J.S. Rosenthal, and J.Z. Wei,
Finding
generators for Markov chains via empirical transition matrices,
with applications to credit ratings
[or in pdf].
(Mathematical
Finance 11:245-265, 2000.)
-
G.O. Roberts and J.S. Rosenthal,
Bayesian
models with infinite hierarchies
[or in pdf].
(Bernoulli
7:453-471, 2001.)
-
G.O. Roberts and J.S. Rosenthal,
Recent
progress on computable bounds and the simple slice sampler
[or in pdf].
See also the
Fields-format
version.
(In Monte Carlo Methods (N. Madras, ed.), 2000, 123-130.)
-
G.O. Roberts and J.S. Rosenthal,
The polar
slice sampler
[or in pdf].
(Stochastic Models 18:257-280, 2002.)
See also the related
French-language slides
(or in pdf) and
Java applet.
-
J.S. Rosenthal,
Parallel
computing and Monte Carlo algorithms
[or in pdf].
(Far East J. Theor. Stat.
4:207-236, 2000.)
See also the related software.
-
J.S. Rosenthal,
A review
of asymptotic convergence for general state space Markov chains
[or in pdf].
(Expository paper.
Far East J. Theor. Stat.
5:37-50, 2001.)
-
G.O. Roberts and J.S. Rosenthal,
Markov chains
and de-initialising processes
[or in pdf] [formerly Sufficient
Markov chains].
(Scandanavian
J. Stat. 28:489-504, 2001.)
-
R. Pemantle
and J.S. Rosenthal,
Moment conditions for a sequence with negative drift
to be uniformly bounded in L^r
[or in pdf].
(Stoch.
Proc. Appl. 82:143-155, 1999.)
-
J.A. Fill, M. Machida,
D.J. Murdoch,
and J.S. Rosenthal,
Extension of
Fill's perfect rejection sampling algorithm to general chains
[or in pdf].
(Random
Structures and Algorithms 17:290-316, 2000.)
See also the extended abstract
version
[or in pdf]
(in Monte Carlo Methods (N. Madras, ed.), 2000, 37-52)
and the
original
two-author version
[or in pdf].
-
D.J. Murdoch
and J.S. Rosenthal,
Efficient
use of exact samples
[or in pdf].
(Stat.
and Comput. 10:237-243, 2000.)
See also the
associated
poster, the
related
Java applet, and D.B. Wilson's annotated
bibliography.
-
M.J.
Osborne, J.S. Rosenthal, and M.A. Turner,
Meetings with
costly participation
[or pdf].
(American Economic
Review 90:927-943, 2000.)
(See also Osborne's expository article.)
-
S. Petrone, G.O. Roberts, and J.S. Rosenthal,
A note on
convergence rates of Gibbs sampling for nonparametric
mixtures
[or in pdf].
(Far East J. Theor. Stat.
3:213-225, 1999.)
-
M.K. Cowles, G.O. Roberts, and J.S. Rosenthal,
Possible biases
induced by MCMC convergence diagnostics
[or in pdf].
(J. Stat.
Comp. and Sim. 64:87-104, 1999.)
-
G.O. Roberts and J.S. Rosenthal,
Convergence
of slice sampler Markov chains
[or in pdf].
(JRSSB
61:643-660 , 1999.)
See also the related Java applet.
-
G.O. Roberts and J.S. Rosenthal,
On convergence
rates of Gibbs samplers for uniform distributions
[or in pdf].
(Ann. Appl.
Prob. 8:1291-1302, 1998.)
-
J.S. Rosenthal and P.O. Schwartz,
Gambling
systems and multiplication-invariant measures
[or in pdf].
(Adv. Appl. Math.
22:303-311, 1999.)
-
G.O. Roberts and J.S. Rosenthal,
Markov chain
Monte Carlo: Some practical implications of theoretical results
[or in pdf].
(Can. J. Stat.
26:5-31, 1998, with discussion and rejoinder
[or in pdf].)
See also the related Java applet
and related talk
[or in pdf].
-
G.O. Roberts and J.S. Rosenthal,
Two
convergence properties of hybrid samplers
[or in pdf].
(Ann. Appl.
Prob. 8:397-407, 1998.)
-
J.S. Rosenthal,
On Generalizing the Cut-off Phenomenon for Random
Walks on Groups
[or in pdf].
(Adv. Appl. Math.
16:306-320, 1995.)
-
J.S. Rosenthal,
On Duality of Probabilities for Card-dealing
[or in pdf].
(Proc.
AMS 123:559-561, 1995.)
-
J.S. Rosenthal,
Random Rotations:
Characters and Random Walks on SO(N)
[or in pdf].
(Ann. Prob. 22:398-423, 1994.)
[From my Ph.D. thesis.]
-
J.S. Rosenthal,
Random Walks on Discrete and Continuous Circles
[or in pdf].
(J. Appl. Prob.
30:780-789, 1993.)
[From my Ph.D. thesis.]
-
J.S. Rosenthal,
Rates of Convergence for Data Augmentation
on Finite Sample Spaces
[or in pdf].
(Ann. Appl. Prob. 3:819-839, 1993.)
[From my Ph.D. thesis.]
-
J.S. Rosenthal,
Rates of Convergence for Gibbs
Sampling for Variance Components Models
[or in pdf].
(Ann. Stat. 23:740-761, 1995.)
[From my Ph.D. thesis.]
-
J.S. Rosenthal,
Convergence of pseudo-finite Markov chains
[or in pdf].
(Unpublished manuscript.)
-
J.S. Rosenthal,
Struck by Lightning: The Curious World of
Probabilities (book for the general public).
HarperCollins Canada, 272 pages, 2005.
(Later published in many other countries too.)
-
M.J. Evans
and J.S. Rosenthal,
Probability and Statistics: The Science of
Uncertainty (undergraduate-level textbook).
W.H. Freeman and Co., 685 pages, 2003.
-
J.S. Rosenthal,
A
First Look at Rigorous Probability Theory (graduate-level textbook).
World Scientific Publishing Co., 177 pages, 2000.
Second edition, 219 pages, 2006.
-
J.S. Rosenthal's Ph.D. thesis, Rates of Convergence for Gibbs Sampler
and other Markov Chains, 1992. See
acknowledgements,
front matter,
introduction,
chapter 2,
chapter 3,
chapter 4,
chapter 5,
conclusion,
citation,
and math genealogy
(source).
-
J.S. Rosenthal,
Theoretical rates of convergence for Markov chain Monte Carlo
[or in pdf].
(Interface '94 conference proceedings.)
-
J.S. Rosenthal,
Active-Learning Strategies in Advanced Mathematics Classes
[or in pdf].
(Education paper.
Studies
in Higher Ed. 20:223-228, 1995.)
-
J.S. Rosenthal,
The de Branges proof of the Bieberbach conjecture
[or in pdf].
(Master's thesis, 1990.)
-
U. Porod and J.S. Rosenthal,
An open problem related to random walks on U(N)
[or in pdf] (including
prize offer!) and some
related notes
[or in pdf], 1994.
-
G.O. Roberts and J.S. Rosenthal,
Markov chain Monte Carlo
[or in pdf].
A short review article for Section 10 (Probability
Theory) of the Encyclopedia of the Actuarial Sciences
(S. Asmussen, ed.), 2003.
-
G.O. Roberts and J.S. Rosenthal,
Understanding MCMC
[or pdf]
(slides for week-long U.K. post-graduate course), 2003.
See also the
exercises
[or in pdf]
and solutions
[or in pdf]
and computer lab
[or in pdf]
and R commands, and some
photos.
-
J.S. Rosenthal,
Statistics and MCMC
[or pdf]
(slides for survey talk at Markov Chains symposium in Durham, U.K.), 2003.
- See also my non-research writings,
and my C.V. in postscript / pdf.
-
I have written some
Java applets related to my
research; see also my
computing page and my
interdisciplinary research page.
-
For the three-year period 2007-2009,
I was an Associate Editor of the
Canadian Journal of
Statistics and of the
Electronic Journal of
Statistics.
-
See also my Mathematics
Genealogy Project page (from which I constructed my
personal math genealogy), and my MathSciNet listings,
and my Google Scholar listings.
-
Thanks to P. Kim and J.Y. Koo for christening the "Rosenthal distribution"
in this paper (J. Mult. Anal. 80:21-42, 2002)!
-
For research papers by others about similar topics, visit the
MCMC Preprint Service, and the exact sampling
annotated bibliography.
-
I also occasionally do consulting work. For example,
in 2009-2010, I designed and programmed the Koodo Savings
Calculator.
-
My Erdos number is
3, thanks to: Bruce A. Reznick (1) and Man-Duen Choi (2);
or alternatively Svante Janson (1) and Robin Pemantle (2); or (if you count
"comments" as papers) Fan Chung (or Ron Graham or Svante Janson) (1)
and Persi Diaconis (2).
-
I am a very serious researcher. Here I am hard at work in
Cambridge, England; in
Tirano, Italy; in
Monte Carlo, Monaco; in
Ottawa, Canada; in
Lancaster, England; in
Bormio, Italy (with an
audience); and in
Hamilton Island, Australia
(with more
audience).
[contact me /
My Home Page]