Edit Profile (opens in new tab) Rosenthal, Jeffrey S. Co-Author Distance Author ID: rosenthal.jeffrey-s Published as: Rosenthal, Jeffrey S.; Rosenthal, J. S.; Rosenthal, Jeffrey more...less Homepage: http://probability.ca/jeff/ External Links: MGP · ORCID · Wikidata · ResearchGate · Twitter · dblp · GND · IdRef Documents Indexed: 129 Publications since 1993, including 6 Books and 5 Additional arXiv Preprints Software Indexed: 1 Package Co-Authors: 98 Co-Authors with 100 Joint Publications 2,312 Co-Co-Authors all top 5 Co-Authors 29 single-authored 46 Roberts, Gareth O. 6 Craiu, Radu V. 3 Brown, Patrick E. 3 Duchesne, Thierry 3 Entezari, Reihaneh 3 Jiang, Yuhang 3 Liu, Tong 3 Lou, Zhiya 3 Shangguan, Shanshan 3 Wang, Fei 3 Wu, Zixuan 3 Yang, Jinyoung 3 Yang, Jun 2 Atchadé, Yves F. 2 Bevc, Irene 2 Brown, Austin R. 2 Chen, Jian 2 Chen, Sigeng 2 Day, David M. 2 Dote, Aki 2 Evans, Michael John 2 Fill, James Allen 2 Hobert, James P. 2 Jones, Galin L. 2 Latuszynski, Krzysztof 2 Machida, Motoya 2 Moulines, Eric 2 Murdoch, Duncan J. 2 Rosenthal, Peter 2 Schwartz, Peter O. 2 Segers, Johan 2 Sheikholeslami, Ali 2 Sousa, Bruno 2 Tamura, Hirotaka 2 Tawn, Nicholas G. 1 Bai, Yan 1 Baxter, John Robert 1 Beaulac, Cédric 1 Bédard, Myléne 1 Breyer, Laird Arnault 1 Brooks, Stephen P. 1 Chimard, Florencia 1 Chkrebtii, Oksana A. 1 Choi, Man-Duen 1 Christensen, Ole F. 1 Cowles, Mary Kathryn 1 Dabiri, Keivan 1 Douc, Randal 1 Duanmu, Haosui 1 Ernst, Philip A. 1 Fan, Yanan 1 Fort, Gersende 1 Gallegos-Herrada, Marco A. 1 Gray, Lawrence F. 1 Guo, Zhaoyu 1 Häggström, Olle 1 Hao, Chunyan 1 Hoegh, Andrew 1 Hoffman, John R. 1 Israel, Robert Brian 1 Kaptein, Maurits Clemens 1 Kendall, Wilfrid S. 1 Khuu, Irwin 1 Ledvinka, David 1 Leman, Scotland C. 1 Levi, Evgeny 1 Louzada-Neto, Francisco 1 Lu, James J. 1 Madras, Neal 1 Martino, Luca 1 Mohammadi, Abdolreza 1 Neal, Radford M. 1 Negrea, Jeffrey 1 Pemantle, Robin 1 Presnell, Brett 1 Remorov, Alexander 1 Rosenthal, Daniel 1 Rossman, Lianne 1 Salmon, Geoffrey T. 1 Schoenberg, Frederic Paik 1 Shaffer, Andrew E. 1 Sherlock, Chris 1 Sixta, Sabrina 1 Slater, Justin J. 1 Stern, Rafael Bassi 1 Sun, Ye 1 Theordor, Frances 1 Thiéry, Alexandre H. 1 Turner, Matthew A. 1 Vats, Dootika 1 Wang, Xin 1 Wei, Jason Z. 1 Weiss, William A. R. 1 Woodard, Dawn B. 1 Yang, Chao 1 Yoon, Albert H. 1 Zhou, Quan 1 Zhu, Kevin X. all top 5 Serials 10 The Annals of Applied Probability 7 The Canadian Journal of Statistics 7 Journal of Applied Probability 6 Stochastic Processes and their Applications 6 Methodology and Computing in Applied Probability 5 Advances and Applications in Statistics 5 Statistics and Computing 4 Electronic Communications in Probability 4 Journal of the Royal Statistical Society. Series B. Statistical Methodology 3 Advances in Applied Probability 3 The Annals of Statistics 3 Journal of the American Statistical Association 3 Advances in Applied Mathematics 3 Statistics & Probability Letters 3 Computational Statistics 3 Communications in Statistics. Simulation and Computation 3 Stochastic Models 2 Journal of Theoretical Probability 2 Notices of the American Mathematical Society 2 Bernoulli 2 Far East Journal of Theoretical Statistics 2 Extremes 2 Far East Journal of Mathematical Sciences 1 Scandinavian Journal of Statistics 1 The Mathematical Intelligencer 1 The Annals of Probability 1 Biometrika 1 Memoirs of the American Mathematical Society 1 Proceedings of the American Mathematical Society 1 Communications in Statistics. Stochastic Models 1 Statistical Science 1 SIAM Journal on Matrix Analysis and Applications 1 Random Structures & Algorithms 1 JETAI. Journal of Experimental & Theoretical Artificial Intelligence 1 Communications in Statistics. Theory and Methods 1 Journal of Statistical Computation and Simulation 1 SIAM Review 1 Computational Statistics and Data Analysis 1 Electronic Journal of Probability 1 Mathematical Finance 1 Journal of the Royal Statistical Society. Series C. Applied Statistics 1 Electronic Journal of Statistics 1 The Annals of Applied Statistics 1 Probability Surveys 1 Journal of Computational and Graphical Statistics 1 Pure and Applied Undergraduate Texts 1 Bayesian Analysis 1 Stat 1 Environmetrics all top 5 Fields 97 Probability theory and stochastic processes (60-XX) 55 Statistics (62-XX) 51 Numerical analysis (65-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Computer science (68-XX) 2 Measure and integration (28-XX) 2 Operator theory (47-XX) 2 Operations research, mathematical programming (90-XX) 1 History and biography (01-XX) 1 Mathematical logic and foundations (03-XX) 1 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Abstract harmonic analysis (43-XX) 1 Quantum theory (81-XX) 1 Geophysics (86-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 96 Publications have been cited 2,323 times in 1,367 Documents Cited by ▼ Year ▼ Optimal scaling for various Metropolis-Hastings algorithms. Zbl 1127.65305 Roberts, Gareth O.; Rosenthal, Jeffrey S. 256 2001 General state space Markov chains and MCMC algorithms. Zbl 1189.60131 Roberts, Gareth O.; Rosenthal, Jeffrey S. 241 2004 Optimal scaling of discrete approximations to Langevin diffusions. Zbl 0913.60060 Roberts, Gareth O.; Rosenthal, Jeffrey S. 171 1998 Minorization conditions and convergence rates for Markov chain Monte Carlo. Zbl 0824.60077 Rosenthal, Jeffrey S. 153 1995 Geometric ergodicity and hybrid Markov chains. Zbl 0890.60061 Roberts, Gareth O.; Rosenthal, Jeffrey S. 140 1997 Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms. Zbl 1137.62015 Roberts, Gareth O.; Rosenthal, Jeffrey S. 105 2007 On adaptive Markov chain Monte Carlo algorithms. Zbl 1085.62097 Atchadé, Yves F.; Rosenthal, Jeffrey S. 75 2005 On the efficiency of pseudo-marginal random walk Metropolis algorithms. Zbl 1326.65015 Sherlock, Chris; Thiery, Alexandre H.; Roberts, Gareth O.; Rosenthal, Jeffrey S. 63 2015 Quantitative bounds on convergence of time-inhomogeneous Markov chains. Zbl 1072.60059 Douc, R.; Moulines, E.; Rosenthal, Jeffrey S. 60 2004 Finding generators for Markov chains via empirical transition matrices, with applications to credit ratings. Zbl 0987.60086 Israel, Robert B.; Rosenthal, Jeffrey S.; Wei, Jason Z. 43 2001 On the applicability of regenerative simulation in Markov chain Monte Carlo. Zbl 1035.60080 Hobert, James P.; Jones, Galin L.; Presnell, Brett; Rosenthal, Jeffrey S. 39 2002 Convergence of slice sampler Markov chains. Zbl 0929.62098 Roberts, Gareth O.; Rosenthal, Jeffrey S. 38 1999 Scaling limits for the transient phase of local Metropolis-Hastings algorithms. Zbl 1075.65012 Christensen, Ole F.; Roberts, Gareth O.; Rosenthal, Jeffrey S. 35 2005 Optimal proposal distributions and adaptive MCMC. Zbl 1229.65021 Rosenthal, Jeffrey S. 34 2011 Convergence rates for Markov chains. Zbl 0833.60069 Rosenthal, Jeffrey S. 32 1995 Markov chains and de-initializing processes. Zbl 0985.60067 Roberts, Gareth O.; Rosenthal, Jeffrey S. 32 2001 A first look at rigorous probability theory. 2nd ed. Zbl 1127.60002 Rosenthal, Jeffrey S. 32 2006 Learn from thy neighbor: parallel-chain and regional adaptive MCMC. Zbl 1205.65028 Craiu, Radu V.; Rosenthal, Jeffrey; Yang, Chao 31 2009 Random rotations: Characters and random walks on \(SO(N)\). Zbl 0799.60007 Rosenthal, Jeffrey S. 31 1994 Quantitative convergence rates of Markov chains: A simple account. Zbl 1013.60053 Rosenthal, Jeffrey S. 29 2002 Markov-chain Monte Carlo: Some practical implications of theoretical results (With discussions and rejoinder). Zbl 0920.62105 Roberts, Gareth O.; Rosenthal, Jeffrey S. 28 1998 Quantitative bounds for convergence rates of continuous time Markov processes. Zbl 0891.60068 Roberts, Gareth O.; Rosenthal, Jeffrey S. 27 1996 Asymptotic variance and convergence rates of nearly-periodic Markov chain Monte Carlo algorithms. Zbl 1048.60057 Rosenthal, Jeffrey S. 25 2003 On the geometric ergodicity of hybrid samplers. Zbl 1028.65002 Fort, G.; Moulines, E.; Roberts, G. O.; Rosenthal, J. S. 24 2003 Variance bounding Markov chains. Zbl 1142.60047 Roberts, Gareth O.; Rosenthal, Jeffrey S. 24 2008 Convergence properties of perturbed Markov chains. Zbl 0909.60049 Roberts, Gareth O.; Rosenthal, Jeffrey S.; Schwartz, Peter O. 24 1998 Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo. Zbl 1223.65001 Atchadé, Yves F.; Roberts, Gareth O.; Rosenthal, Jeffrey S. 23 2011 Extension of Fill’s perfect rejection sampling algorithm to general chains. Zbl 1122.60310 Fill, James Allen; Machida, Motoya; Murdoch, Duncan J.; Rosenthal, Jeffrey S. 22 2000 Optimal scaling of Metropolis algorithms: heading toward general target distributions. Zbl 1167.60344 Bédard, Mylène; Rosenthal, Jeffrey S. 21 2008 Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains. Zbl 1121.60076 Roberts, Gareth O.; Rosenthal, Jeffrey S. 21 2006 Rates of convergence for Gibbs sampling for variance component models. Zbl 0841.62074 Rosenthal, Jeffrey S. 19 1995 Rates of convergence for everywhere-positive Markov chains. Zbl 0819.60056 Baxter, J. R.; Rosenthal, Jeffrey S. 19 1995 Minimising MCMC variance via diffusion limits, with an application to simulated tempering. Zbl 1298.60078 Roberts, Gareth O.; Rosenthal, Jeffrey S. 19 2014 On the containment condition for adaptive Markov chain Monte Carlo algorithms. Zbl 1225.60130 Bai, Yan; Roberts, Gareth O.; Rosenthal, Jeffrey S. 18 2011 Adaptive Gibbs samplers and related MCMC methods. Zbl 1263.60067 Łatuszyński, Krzysztof; Roberts, Gareth O.; Rosenthal, Jeffrey S. 18 2013 Faithful couplings of Markov chains: Now equals forever. Zbl 0872.60050 Rosenthal, Jeffrey S. 17 1997 Two convergence properties of hybrid samplers. Zbl 0938.60055 Roberts, Gareth O.; Rosenthal, Jeffrey S. 16 1998 On variance conditions for Markov chain CLTs. Zbl 1191.60082 Häggström, Olle; Rosenthal, Jeffrey S. 15 2007 Parallel computing and Monte Carlo algorithms. Zbl 1008.68160 Rosenthal, Jeffrey S. 15 2000 One-shot coupling for certain stochastic recursive sequences. Zbl 1058.60058 Roberts, Gareth O.; Rosenthal, Jeffrey S. 14 2002 Moment conditions for a sequence with negative drift to be uniformly bounded in \(L^r\). Zbl 0997.60033 Pemantle, Robin; Rosenthal, Jeffrey S. 13 1999 Optimal scaling of random-walk Metropolis algorithms on general target distributions. Zbl 1455.60100 Yang, Jun; Roberts, Gareth O.; Rosenthal, Jeffrey S. 11 2020 A first look at rigorous probability theory. Zbl 0960.60002 Rosenthal, Jeffrey S. 11 2000 Shift-coupling and convergence rates of ergodic averages. Zbl 0871.60046 Roberts, Gareth O.; Rosenthal, Jeffrey S. 11 1997 The polar slice sampler. Zbl 1006.65004 Roberts, Gareth O.; Rosenthal, Jeffrey S. 11 2002 Convergence of conditional Metropolis-Hastings samplers. Zbl 1379.60082 Jones, Galin L.; Roberts, Gareth O.; Rosenthal, Jeffrey S. 11 2014 On convergence rates of Gibbs samplers for uniform distributions. Zbl 0935.60054 Roberts, Gareth O.; Rosenthal, Jeffrey S. 10 1998 Ergodicity of Markov processes via nonstandard analysis. Zbl 1515.60010 Duanmu, Haosui; Rosenthal, Jeffrey S.; Weiss, William 10 2021 AMCMC: an R interface for adaptive MCMC. Zbl 1203.62001 Rosenthal, Jeffrey S. 9 2007 Possible biases induced by MCMC convergence diagnostics. Zbl 1156.62315 Cowles, Mary Kathryn; Roberts, Gareth O.; Rosenthal, Jeffrey S. 9 1999 Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits. Zbl 1345.60082 Roberts, Gareth O.; Rosenthal, Jeffrey S. 9 2016 Quantitative non-geometric convergence bounds for independence samplers. Zbl 1222.60054 Roberts, Gareth O.; Rosenthal, Jeffrey S. 8 2011 A note on geometric ergodicity and floating-point roundoff error. Zbl 0991.60064 Breyer, Laird; Roberts, Gareth O.; Rosenthal, Jeffrey S. 8 2001 Weight-preserving simulated tempering. Zbl 1431.60082 Tawn, Nicholas G.; Roberts, Gareth O.; Rosenthal, Jeffrey S. 8 2020 Likelihood inflating sampling algorithm. Zbl 1466.62266 Entezari, Reihaneh; Craiu, Radu V.; Rosenthal, Jeffrey S. 7 2018 Extremal indices, geometric ergodicity of Markov chains and MCMC. Zbl 1142.65011 Roberts, Gareth O.; Rosenthal, Jeffrey S.; Segers, Johan; Sousa, Bruno 7 2006 Spectral bounds for certain two-factor non-reversible MCMC algorithms. Zbl 1333.60165 Rosenthal, Jeffrey S.; Rosenthal, Peter 7 2015 Markov chain convergence: From finite to infinite. Zbl 0849.60071 Rosenthal, Jeffrey S. 6 1996 On the collapsibility of lifetime regression models. Zbl 1057.60080 Duchesne, Thierry; Rosenthal, Jeffrey S. 6 2003 A review of asymptotic convergence for general state space Markov chains. Zbl 1010.60067 Rosenthal, Jeffrey S. 6 2001 Rates of convergence for data augmentation on finite sample spaces. Zbl 0780.60067 Rosenthal, Jeffrey S. 6 1993 Stability of adversarial Markov chains, with an application to adaptive MCMC algorithms. Zbl 1328.60169 Craiu, Radu V.; Gray, Lawrence; Łatuszyński, Krzysztof; Madras, Neal; Roberts, Gareth O.; Rosenthal, Jeffrey S. 6 2015 MEXIT: maximal un-coupling times for stochastic processes. Zbl 1403.60062 Ernst, Philip A.; Kendall, Wilfrid S.; Roberts, Gareth O.; Rosenthal, Jeffrey S. 6 2019 Complexity results for MCMC derived from quantitative bounds. Zbl 1515.60262 Yang, Jun; Rosenthal, Jeffrey S. 6 2023 Small and pseudo-small sets for Markov chains. Zbl 0981.60068 Roberts, Gareth O.; Rosenthal, Jeffrey S. 5 2001 Convergence rate of Markov chain methods for genomic motif discovery. Zbl 1347.62048 Woodard, Dawn B.; Rosenthal, Jeffrey S. 4 2013 Probability and statistics. The science of uncertainty. Reprint of the 2nd printing 2004 published by W. H. Freeman. Zbl 1222.62001 Evans, Michael J.; Rosenthal, Jeffrey S. 4 2009 Probability and statistics. The science of uncertainty. 2nd printing. Zbl 1076.62002 Evans, Michael J.; Rosenthal, Jeffrey S. 4 2004 Norm comparisons for data augmentation. Zbl 1148.60047 Hobert, James P.; Rosenthal, Jeffrey S. 4 2007 The containment condition and AdapFail algorithms. Zbl 1329.60263 Łatuszyński, Krzysztof; Rosenthal, Jeffrey S. 4 2014 A mathematical analysis of the Sleeping Beauty problem. Zbl 1200.60006 Rosenthal, Jeffrey S. 3 2009 On generalizing the cut-off phenomenon for random walks on groups. Zbl 0835.60004 Rosenthal, Jeffrey S. 3 1995 Perfect forward simulation via simulated tempering. Zbl 1128.65001 Brooks, Stephen P.; Fan, Yanan; Rosenthal, Jeffrey S. 3 2006 Ergodicity of combocontinuous adaptive MCMC algorithms. Zbl 1394.60079 Rosenthal, Jeffrey S.; Yang, Jinyoung 3 2018 Decrypting classical cipher text using Markov chain Monte Carlo. Zbl 1322.94084 Chen, Jian; Rosenthal, Jeffrey S. 3 2012 Dimension-free mixing for high-dimensional Bayesian variable selection. Zbl 07686598 Zhou, Quan; Yang, Jun; Vats, Dootika; Roberts, Gareth O.; Rosenthal, Jeffrey S. 3 2022 Approximations of geometrically ergodic reversible Markov chains. Zbl 1478.60199 Negrea, Jeffrey; Rosenthal, Jeffrey S. 3 2021 Statistical inference and computational efficiency for spatial infectious disease models with plantation data. Zbl 07945029 Brown, Patrick E.; Chimard, Florencia; Remorov, Alexander; Rosenthal, Jeffrey S.; Wang, Xin 3 2014 A note on formal constructions of sequential conditional couplings. Zbl 1285.60077 Roberts, Gareth O.; Rosenthal, Jeffrey S. 2 2013 Convergence of independent particle systems. Zbl 0816.60066 Hoffman, John R.; Rosenthal, Jeffrey S. 2 1995 Simple confidence intervals for MCMC without CLTs. Zbl 1395.62104 Rosenthal, Jeffrey S. 2 2017 Adaptive component-wise multiple-try Metropolis sampling. Zbl 07499052 Yang, Jinyoung; Levi, Evgeny; Craiu, Radu V.; Rosenthal, Jeffrey S. 2 2019 Bayesian spatial analysis of hardwood tree counts in forests via MCMC. Zbl 1545.62759 Entezari, Reihaneh; Brown, Patrick E.; Rosenthal, Jeffrey S. 2 2020 BEST: a decision tree algorithm that handles missing values. Zbl 1505.62055 Beaulac, Cédric; Rosenthal, Jeffrey S. 1 2020 Was the conservative majority predictable? Zbl 1228.62157 Rosenthal, Jeffrey S. 1 2011 Adaptation to climate change: evidence from 18th and 19th century Iceland. Zbl 1348.62262 Turner, Matthew A.; Rosenthal, Jeffrey S.; Chen, Jian; Hao, Chunyan 1 2012 Detecting multiple authorship of United States Supreme Court legal decisions using function words. Zbl 1220.62170 Rosenthal, Jeffrey S.; Yoon, Albert H. 1 2011 Markov chain Monte Carlo algorithms: Theory and practice. Zbl 1184.65009 Rosenthal, Jeffrey S. 1 2009 Hitting time and convergence rate bounds for symmetric Langevin diffusions. Zbl 1428.60123 Roberts, Gareth O.; Rosenthal, Jeffrey S. 1 2019 A first look at stochastic processes. Zbl 1433.60001 Rosenthal, Jeffrey S. 1 2020 Geometric convergence rates for time-sampled Markov chains. Zbl 1033.60079 Rosenthal, Jeffrey S. 1 2003 Comparison of adult offense prediction methods based on juvenile offense trajectories using cross-validation. Zbl 1138.62090 Day, David M.; Bevc, Irene; Duchesne, Thierry; Rosenthal, Jeffrey S.; Rossman, Lianne; Theordor, Frances 1 2007 Nash equilibria for voter models with randomly perceived positions. Zbl 1386.91062 Rosenthal, Jeffrey S. 1 2018 Forecasting subnational COVID-19 mortality using a day-of-the-week adjusted Bayesian hierarchical model. Zbl 07851268 Slater, Justin J.; Brown, Patrick E.; Rosenthal, Jeffrey S. 1 2021 Jump Markov chains and rejection-free Metropolis algorithms. Zbl 1505.62346 Rosenthal, Jeffrey S.; Dote, Aki; Dabiri, Keivan; Tamura, Hirotaka; Chen, Sigeng; Sheikholeslami, Ali 1 2021 Automatically tuned general-purpose MCMC via new adaptive diagnostics. Zbl 1417.65017 Yang, Jinyoung; Rosenthal, Jeffrey S. 1 2017 Complexity results for MCMC derived from quantitative bounds. Zbl 1515.60262 Yang, Jun; Rosenthal, Jeffrey S. 6 2023 Dimension-free mixing for high-dimensional Bayesian variable selection. Zbl 07686598 Zhou, Quan; Yang, Jun; Vats, Dootika; Roberts, Gareth O.; Rosenthal, Jeffrey S. 3 2022 Ergodicity of Markov processes via nonstandard analysis. Zbl 1515.60010 Duanmu, Haosui; Rosenthal, Jeffrey S.; Weiss, William 10 2021 Approximations of geometrically ergodic reversible Markov chains. Zbl 1478.60199 Negrea, Jeffrey; Rosenthal, Jeffrey S. 3 2021 Forecasting subnational COVID-19 mortality using a day-of-the-week adjusted Bayesian hierarchical model. Zbl 07851268 Slater, Justin J.; Brown, Patrick E.; Rosenthal, Jeffrey S. 1 2021 Jump Markov chains and rejection-free Metropolis algorithms. Zbl 1505.62346 Rosenthal, Jeffrey S.; Dote, Aki; Dabiri, Keivan; Tamura, Hirotaka; Chen, Sigeng; Sheikholeslami, Ali 1 2021 Optimal scaling of random-walk Metropolis algorithms on general target distributions. Zbl 1455.60100 Yang, Jun; Roberts, Gareth O.; Rosenthal, Jeffrey S. 11 2020 Weight-preserving simulated tempering. Zbl 1431.60082 Tawn, Nicholas G.; Roberts, Gareth O.; Rosenthal, Jeffrey S. 8 2020 Bayesian spatial analysis of hardwood tree counts in forests via MCMC. Zbl 1545.62759 Entezari, Reihaneh; Brown, Patrick E.; Rosenthal, Jeffrey S. 2 2020 BEST: a decision tree algorithm that handles missing values. Zbl 1505.62055 Beaulac, Cédric; Rosenthal, Jeffrey S. 1 2020 A first look at stochastic processes. Zbl 1433.60001 Rosenthal, Jeffrey S. 1 2020 MEXIT: maximal un-coupling times for stochastic processes. Zbl 1403.60062 Ernst, Philip A.; Kendall, Wilfrid S.; Roberts, Gareth O.; Rosenthal, Jeffrey S. 6 2019 Adaptive component-wise multiple-try Metropolis sampling. Zbl 07499052 Yang, Jinyoung; Levi, Evgeny; Craiu, Radu V.; Rosenthal, Jeffrey S. 2 2019 Hitting time and convergence rate bounds for symmetric Langevin diffusions. Zbl 1428.60123 Roberts, Gareth O.; Rosenthal, Jeffrey S. 1 2019 Likelihood inflating sampling algorithm. Zbl 1466.62266 Entezari, Reihaneh; Craiu, Radu V.; Rosenthal, Jeffrey S. 7 2018 Ergodicity of combocontinuous adaptive MCMC algorithms. Zbl 1394.60079 Rosenthal, Jeffrey S.; Yang, Jinyoung 3 2018 Nash equilibria for voter models with randomly perceived positions. Zbl 1386.91062 Rosenthal, Jeffrey S. 1 2018 Simple confidence intervals for MCMC without CLTs. Zbl 1395.62104 Rosenthal, Jeffrey S. 2 2017 Automatically tuned general-purpose MCMC via new adaptive diagnostics. Zbl 1417.65017 Yang, Jinyoung; Rosenthal, Jeffrey S. 1 2017 Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits. Zbl 1345.60082 Roberts, Gareth O.; Rosenthal, Jeffrey S. 9 2016 On the efficiency of pseudo-marginal random walk Metropolis algorithms. Zbl 1326.65015 Sherlock, Chris; Thiery, Alexandre H.; Roberts, Gareth O.; Rosenthal, Jeffrey S. 63 2015 Spectral bounds for certain two-factor non-reversible MCMC algorithms. Zbl 1333.60165 Rosenthal, Jeffrey S.; Rosenthal, Peter 7 2015 Stability of adversarial Markov chains, with an application to adaptive MCMC algorithms. Zbl 1328.60169 Craiu, Radu V.; Gray, Lawrence; Łatuszyński, Krzysztof; Madras, Neal; Roberts, Gareth O.; Rosenthal, Jeffrey S. 6 2015 Minimising MCMC variance via diffusion limits, with an application to simulated tempering. Zbl 1298.60078 Roberts, Gareth O.; Rosenthal, Jeffrey S. 19 2014 Convergence of conditional Metropolis-Hastings samplers. Zbl 1379.60082 Jones, Galin L.; Roberts, Gareth O.; Rosenthal, Jeffrey S. 11 2014 The containment condition and AdapFail algorithms. Zbl 1329.60263 Łatuszyński, Krzysztof; Rosenthal, Jeffrey S. 4 2014 Statistical inference and computational efficiency for spatial infectious disease models with plantation data. Zbl 07945029 Brown, Patrick E.; Chimard, Florencia; Remorov, Alexander; Rosenthal, Jeffrey S.; Wang, Xin 3 2014 Adaptive Gibbs samplers and related MCMC methods. Zbl 1263.60067 Łatuszyński, Krzysztof; Roberts, Gareth O.; Rosenthal, Jeffrey S. 18 2013 Convergence rate of Markov chain methods for genomic motif discovery. Zbl 1347.62048 Woodard, Dawn B.; Rosenthal, Jeffrey S. 4 2013 A note on formal constructions of sequential conditional couplings. Zbl 1285.60077 Roberts, Gareth O.; Rosenthal, Jeffrey S. 2 2013 Decrypting classical cipher text using Markov chain Monte Carlo. Zbl 1322.94084 Chen, Jian; Rosenthal, Jeffrey S. 3 2012 Adaptation to climate change: evidence from 18th and 19th century Iceland. Zbl 1348.62262 Turner, Matthew A.; Rosenthal, Jeffrey S.; Chen, Jian; Hao, Chunyan 1 2012 Optimal proposal distributions and adaptive MCMC. Zbl 1229.65021 Rosenthal, Jeffrey S. 34 2011 Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo. Zbl 1223.65001 Atchadé, Yves F.; Roberts, Gareth O.; Rosenthal, Jeffrey S. 23 2011 On the containment condition for adaptive Markov chain Monte Carlo algorithms. Zbl 1225.60130 Bai, Yan; Roberts, Gareth O.; Rosenthal, Jeffrey S. 18 2011 Quantitative non-geometric convergence bounds for independence samplers. Zbl 1222.60054 Roberts, Gareth O.; Rosenthal, Jeffrey S. 8 2011 Was the conservative majority predictable? Zbl 1228.62157 Rosenthal, Jeffrey S. 1 2011 Detecting multiple authorship of United States Supreme Court legal decisions using function words. Zbl 1220.62170 Rosenthal, Jeffrey S.; Yoon, Albert H. 1 2011 Learn from thy neighbor: parallel-chain and regional adaptive MCMC. Zbl 1205.65028 Craiu, Radu V.; Rosenthal, Jeffrey; Yang, Chao 31 2009 Probability and statistics. The science of uncertainty. Reprint of the 2nd printing 2004 published by W. H. Freeman. Zbl 1222.62001 Evans, Michael J.; Rosenthal, Jeffrey S. 4 2009 A mathematical analysis of the Sleeping Beauty problem. Zbl 1200.60006 Rosenthal, Jeffrey S. 3 2009 Markov chain Monte Carlo algorithms: Theory and practice. Zbl 1184.65009 Rosenthal, Jeffrey S. 1 2009 Variance bounding Markov chains. Zbl 1142.60047 Roberts, Gareth O.; Rosenthal, Jeffrey S. 24 2008 Optimal scaling of Metropolis algorithms: heading toward general target distributions. Zbl 1167.60344 Bédard, Mylène; Rosenthal, Jeffrey S. 21 2008 Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms. Zbl 1137.62015 Roberts, Gareth O.; Rosenthal, Jeffrey S. 105 2007 On variance conditions for Markov chain CLTs. Zbl 1191.60082 Häggström, Olle; Rosenthal, Jeffrey S. 15 2007 AMCMC: an R interface for adaptive MCMC. Zbl 1203.62001 Rosenthal, Jeffrey S. 9 2007 Norm comparisons for data augmentation. Zbl 1148.60047 Hobert, James P.; Rosenthal, Jeffrey S. 4 2007 Comparison of adult offense prediction methods based on juvenile offense trajectories using cross-validation. Zbl 1138.62090 Day, David M.; Bevc, Irene; Duchesne, Thierry; Rosenthal, Jeffrey S.; Rossman, Lianne; Theordor, Frances 1 2007 A first look at rigorous probability theory. 2nd ed. Zbl 1127.60002 Rosenthal, Jeffrey S. 32 2006 Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains. Zbl 1121.60076 Roberts, Gareth O.; Rosenthal, Jeffrey S. 21 2006 Extremal indices, geometric ergodicity of Markov chains and MCMC. Zbl 1142.65011 Roberts, Gareth O.; Rosenthal, Jeffrey S.; Segers, Johan; Sousa, Bruno 7 2006 Perfect forward simulation via simulated tempering. Zbl 1128.65001 Brooks, Stephen P.; Fan, Yanan; Rosenthal, Jeffrey S. 3 2006 On adaptive Markov chain Monte Carlo algorithms. Zbl 1085.62097 Atchadé, Yves F.; Rosenthal, Jeffrey S. 75 2005 Scaling limits for the transient phase of local Metropolis-Hastings algorithms. Zbl 1075.65012 Christensen, Ole F.; Roberts, Gareth O.; Rosenthal, Jeffrey S. 35 2005 General state space Markov chains and MCMC algorithms. Zbl 1189.60131 Roberts, Gareth O.; Rosenthal, Jeffrey S. 241 2004 Quantitative bounds on convergence of time-inhomogeneous Markov chains. Zbl 1072.60059 Douc, R.; Moulines, E.; Rosenthal, Jeffrey S. 60 2004 Probability and statistics. The science of uncertainty. 2nd printing. Zbl 1076.62002 Evans, Michael J.; Rosenthal, Jeffrey S. 4 2004 Asymptotic variance and convergence rates of nearly-periodic Markov chain Monte Carlo algorithms. Zbl 1048.60057 Rosenthal, Jeffrey S. 25 2003 On the geometric ergodicity of hybrid samplers. Zbl 1028.65002 Fort, G.; Moulines, E.; Roberts, G. O.; Rosenthal, J. S. 24 2003 On the collapsibility of lifetime regression models. Zbl 1057.60080 Duchesne, Thierry; Rosenthal, Jeffrey S. 6 2003 Geometric convergence rates for time-sampled Markov chains. Zbl 1033.60079 Rosenthal, Jeffrey S. 1 2003 On the applicability of regenerative simulation in Markov chain Monte Carlo. Zbl 1035.60080 Hobert, James P.; Jones, Galin L.; Presnell, Brett; Rosenthal, Jeffrey S. 39 2002 Quantitative convergence rates of Markov chains: A simple account. Zbl 1013.60053 Rosenthal, Jeffrey S. 29 2002 One-shot coupling for certain stochastic recursive sequences. Zbl 1058.60058 Roberts, Gareth O.; Rosenthal, Jeffrey S. 14 2002 The polar slice sampler. Zbl 1006.65004 Roberts, Gareth O.; Rosenthal, Jeffrey S. 11 2002 Optimal scaling for various Metropolis-Hastings algorithms. Zbl 1127.65305 Roberts, Gareth O.; Rosenthal, Jeffrey S. 256 2001 Finding generators for Markov chains via empirical transition matrices, with applications to credit ratings. Zbl 0987.60086 Israel, Robert B.; Rosenthal, Jeffrey S.; Wei, Jason Z. 43 2001 Markov chains and de-initializing processes. Zbl 0985.60067 Roberts, Gareth O.; Rosenthal, Jeffrey S. 32 2001 A note on geometric ergodicity and floating-point roundoff error. Zbl 0991.60064 Breyer, Laird; Roberts, Gareth O.; Rosenthal, Jeffrey S. 8 2001 A review of asymptotic convergence for general state space Markov chains. Zbl 1010.60067 Rosenthal, Jeffrey S. 6 2001 Small and pseudo-small sets for Markov chains. Zbl 0981.60068 Roberts, Gareth O.; Rosenthal, Jeffrey S. 5 2001 Extension of Fill’s perfect rejection sampling algorithm to general chains. Zbl 1122.60310 Fill, James Allen; Machida, Motoya; Murdoch, Duncan J.; Rosenthal, Jeffrey S. 22 2000 Parallel computing and Monte Carlo algorithms. Zbl 1008.68160 Rosenthal, Jeffrey S. 15 2000 A first look at rigorous probability theory. Zbl 0960.60002 Rosenthal, Jeffrey S. 11 2000 Convergence of slice sampler Markov chains. Zbl 0929.62098 Roberts, Gareth O.; Rosenthal, Jeffrey S. 38 1999 Moment conditions for a sequence with negative drift to be uniformly bounded in \(L^r\). Zbl 0997.60033 Pemantle, Robin; Rosenthal, Jeffrey S. 13 1999 Possible biases induced by MCMC convergence diagnostics. Zbl 1156.62315 Cowles, Mary Kathryn; Roberts, Gareth O.; Rosenthal, Jeffrey S. 9 1999 Optimal scaling of discrete approximations to Langevin diffusions. Zbl 0913.60060 Roberts, Gareth O.; Rosenthal, Jeffrey S. 171 1998 Markov-chain Monte Carlo: Some practical implications of theoretical results (With discussions and rejoinder). Zbl 0920.62105 Roberts, Gareth O.; Rosenthal, Jeffrey S. 28 1998 Convergence properties of perturbed Markov chains. Zbl 0909.60049 Roberts, Gareth O.; Rosenthal, Jeffrey S.; Schwartz, Peter O. 24 1998 Two convergence properties of hybrid samplers. Zbl 0938.60055 Roberts, Gareth O.; Rosenthal, Jeffrey S. 16 1998 On convergence rates of Gibbs samplers for uniform distributions. Zbl 0935.60054 Roberts, Gareth O.; Rosenthal, Jeffrey S. 10 1998 Geometric ergodicity and hybrid Markov chains. Zbl 0890.60061 Roberts, Gareth O.; Rosenthal, Jeffrey S. 140 1997 Faithful couplings of Markov chains: Now equals forever. Zbl 0872.60050 Rosenthal, Jeffrey S. 17 1997 Shift-coupling and convergence rates of ergodic averages. Zbl 0871.60046 Roberts, Gareth O.; Rosenthal, Jeffrey S. 11 1997 Quantitative bounds for convergence rates of continuous time Markov processes. Zbl 0891.60068 Roberts, Gareth O.; Rosenthal, Jeffrey S. 27 1996 Markov chain convergence: From finite to infinite. Zbl 0849.60071 Rosenthal, Jeffrey S. 6 1996 Minorization conditions and convergence rates for Markov chain Monte Carlo. Zbl 0824.60077 Rosenthal, Jeffrey S. 153 1995 Convergence rates for Markov chains. Zbl 0833.60069 Rosenthal, Jeffrey S. 32 1995 Rates of convergence for Gibbs sampling for variance component models. Zbl 0841.62074 Rosenthal, Jeffrey S. 19 1995 Rates of convergence for everywhere-positive Markov chains. Zbl 0819.60056 Baxter, J. R.; Rosenthal, Jeffrey S. 19 1995 On generalizing the cut-off phenomenon for random walks on groups. Zbl 0835.60004 Rosenthal, Jeffrey S. 3 1995 Convergence of independent particle systems. Zbl 0816.60066 Hoffman, John R.; Rosenthal, Jeffrey S. 2 1995 Random rotations: Characters and random walks on \(SO(N)\). Zbl 0799.60007 Rosenthal, Jeffrey S. 31 1994 Rates of convergence for data augmentation on finite sample spaces. Zbl 0780.60067 Rosenthal, Jeffrey S. 6 1993 all cited Publications top 5 cited Publications all top 5 Cited by 2,101 Authors 64 Roberts, Gareth O. 57 Rosenthal, Jeffrey S. 31 Hobert, James P. 20 Jones, Galin L. 18 Sherlock, Chris 17 Khare, Kshitij 16 Stuart, Andrew M. 15 Moulines, Eric 14 Beskos, Alexandros 14 Golomoziy, Vitaliy 13 Bédard, Myléne 13 Doucet, Arnaud 13 Jasra, Ajay 12 Atchadé, Yves F. 12 Marzouk, Youssef M. 12 Pillai, Natesh S. 12 Roy, Vivekananda 12 Vihola, Matti 11 Fort, Gersende 11 Golightly, Andrew 11 Kendall, Wilfrid S. 11 Kohn, Robert J. 11 Miasojedow, Błażej 11 Robert, Christian P. 11 Rudolf, Daniel 10 Andrieu, Christophe 10 Diaconis, Persi Warren 10 Flegal, James M. 10 Girolami, Mark A. 10 Qin, Qian 9 Bierkens, Joris 9 Craiu, Radu V. 9 Griffin, Jim E. 9 Mira, Antonietta 8 Cui, Tiangang 8 Hervé, Loïc 8 Kamatani, Kengo 8 Ledoux, James 8 Neal, Peter J. 8 Schütte, Christof 7 Duanmu, Haosui 7 Friel, Nial 7 Klus, Stefan 7 Koltai, Péter 7 Maire, Florian 7 Spade, David A. 7 Tran, Minh Ngoc 7 Zanella, Giacomo 6 Bertail, Patrice 6 Chopin, Nicolas 6 Johnson, Alicia A. 6 Lambert, Philippe 6 Latuszynski, Krzysztof 6 Law, Kody J. H. 6 Lee, Anthony J. T. 6 Livingstone, Samuel 6 Saloff-Coste, Laurent 6 Thiéry, Alexandre H. 6 Walker, Stephen Grahm 6 Woodard, Dawn B. 5 Bittracher, Andreas 5 Bou-Rabee, Nawaf M. 5 Chakraborty, Saptarshi 5 Chatterjee, Debasish 5 Choi, Michael C. H. 5 Clémençon, Stéphan 5 Del Moral, Pierre 5 Drovandi, Christopher C. 5 Fearnhead, Paul 5 Fox, Colin D. 5 Hwang, Chii-Ruey 5 Kartashov, Mykola Valentynovych 5 Li, Jinglai 5 Liu, Yuanyuan 5 Niemiro, Wojciech 5 Quiroz, Matias 5 Sanz-Serna, Jesús María 5 Sarantsev, Andrey 5 Spencer, Simon Edward Frank 5 Stoltz, Gabriel 5 Tong, Xin Thomson 5 Vats, Dootika 5 Villani, Mattias 4 Allassonnière, Stéphanie 4 Anderson, Robert M. 4 Brázdil, Tomáš 4 Chen, Ting-Li 4 Christen, J. Andrés 4 Deligiannidis, George 4 Douc, Randal 4 Dunson, David Brian 4 Durmus, Alain Oliviero 4 Eberle, Andreas 4 Elvira, Víctor 4 Gagnon, Philippe 4 Glynn, Peter W. 4 Guillin, Arnaud 4 Gyenis, Zalán 4 Haario, Heikki 4 Herbei, Radu ...and 2,001 more Authors all top 5 Cited in 281 Serials 91 Statistics and Computing 63 The Annals of Applied Probability 50 Bernoulli 48 Stochastic Processes and their Applications 45 Computational Statistics and Data Analysis 44 Statistics & Probability Letters 41 The Annals of Statistics 38 Electronic Journal of Statistics 31 Journal of Computational and Graphical Statistics 27 Statistical Science 25 Methodology and Computing in Applied Probability 24 Journal of Applied Probability 23 Journal of Computational Physics 22 SIAM/ASA Journal on Uncertainty Quantification 20 Journal of the American Statistical Association 19 Bayesian Analysis 15 Journal of Theoretical Probability 14 Advances in Applied Probability 14 Inverse Problems 14 Journal of Multivariate Analysis 14 Communications in Statistics. Simulation and Computation 14 Journal of Statistical Computation and Simulation 14 The Annals of Applied Statistics 13 The Canadian Journal of Statistics 13 SIAM Journal on Scientific Computing 13 Journal of Machine Learning Research (JMLR) 12 Computational Statistics 11 The Annals of Probability 11 Journal of Econometrics 11 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 10 Computer Methods in Applied Mechanics and Engineering 10 Scandinavian Journal of Statistics 9 Communications in Statistics. Theory and Methods 9 Monte Carlo Methods and Applications 9 Electronic Journal of Probability 8 Journal of Statistical Physics 8 Probability Theory and Related Fields 8 Theory of Probability and Mathematical Statistics 7 Biometrics 7 European Journal of Operational Research 6 International Statistical Review 6 Journal of Economic Dynamics & Control 6 Journal of Nonlinear Science 6 Quantitative Finance 6 Stochastic Models 6 Wiley Interdisciplinary Reviews. WIREs Computational Statistics 6 Environmetrics 5 Journal of Mathematical Biology 5 Applied Mathematics and Computation 5 Automatica 5 International Journal for Numerical Methods in Engineering 5 Journal of Statistical Planning and Inference 5 Journal of Complexity 5 Linear Algebra and its Applications 5 Electronic Communications in Probability 5 Journal of the Royal Statistical Society. Series B. Statistical Methodology 5 Extremes 5 SIAM Journal on Applied Dynamical Systems 5 Statistics in Medicine 4 Mathematical Biosciences 4 Psychometrika 4 Biometrical Journal 4 Illinois Journal of Mathematics 4 Synthese 4 Transactions of the American Mathematical Society 4 Physica D 4 International Journal of Approximate Reasoning 4 Queueing Systems 4 Journal of Applied Statistics 4 Stat 3 The American Statistician 3 Journal of Computational and Applied Mathematics 3 Mathematics and Computers in Simulation 3 Mathematische Zeitschrift 3 SIAM Journal on Control and Optimization 3 Systems & Control Letters 3 Stochastic Analysis and Applications 3 Statistics 3 Journal of Global Optimization 3 SIAM Review 3 Lifetime Data Analysis 3 Studies in Nonlinear Dynamics and Econometrics 3 Acta Mathematica Sinica. English Series 3 Statistical Modelling 3 Multiscale Modeling & Simulation 3 North American Actuarial Journal 3 Acta Numerica 3 Journal of Statistical Mechanics: Theory and Experiment 3 Inverse Problems in Science and Engineering 3 Frontiers of Mathematics in China 3 SIAM Journal on Imaging Sciences 3 Journal of Business and Economic Statistics 3 Stochastic and Partial Differential Equations. Analysis and Computations 3 Modern Stochastics. Theory and Applications 3 Foundations of Data Science 3 SIAM Journal on Mathematics of Data Science 2 Communications in Mathematical Physics 2 Journal of Mathematical Analysis and Applications 2 Linear and Multilinear Algebra 2 Mathematical Methods in the Applied Sciences ...and 181 more Serials all top 5 Cited in 53 Fields 749 Statistics (62-XX) 714 Probability theory and stochastic processes (60-XX) 542 Numerical analysis (65-XX) 76 Computer science (68-XX) 73 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 53 Biology and other natural sciences (92-XX) 49 Dynamical systems and ergodic theory (37-XX) 48 Statistical mechanics, structure of matter (82-XX) 47 Operations research, mathematical programming (90-XX) 29 Operator theory (47-XX) 29 Systems theory; control (93-XX) 27 Partial differential equations (35-XX) 24 Linear and multilinear algebra; matrix theory (15-XX) 19 Information and communication theory, circuits (94-XX) 14 Combinatorics (05-XX) 14 Calculus of variations and optimal control; optimization (49-XX) 14 Geophysics (86-XX) 12 Mechanics of deformable solids (74-XX) 11 Fluid mechanics (76-XX) 10 Mathematical logic and foundations (03-XX) 9 Measure and integration (28-XX) 9 Ordinary differential equations (34-XX) 8 Group theory and generalizations (20-XX) 8 Functional analysis (46-XX) 7 Number theory (11-XX) 7 Abstract harmonic analysis (43-XX) 7 Global analysis, analysis on manifolds (58-XX) 6 Quantum theory (81-XX) 5 Differential geometry (53-XX) 5 Classical thermodynamics, heat transfer (80-XX) 4 History and biography (01-XX) 4 Real functions (26-XX) 4 Mechanics of particles and systems (70-XX) 3 Topological groups, Lie groups (22-XX) 3 Special functions (33-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 2 General and overarching topics; collections (00-XX) 2 Potential theory (31-XX) 2 Difference and functional equations (39-XX) 2 Convex and discrete geometry (52-XX) 2 General topology (54-XX) 2 Optics, electromagnetic theory (78-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Algebraic geometry (14-XX) 1 Nonassociative rings and algebras (17-XX) 1 Functions of a complex variable (30-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Approximations and expansions (41-XX) 1 Integral equations (45-XX) 1 Geometry (51-XX) 1 Algebraic topology (55-XX) 1 Manifolds and cell complexes (57-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. Updates and corrections should be made in Wikidata.