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Rosenthal, Jeffrey S.

Author ID: rosenthal.jeffrey-s Recent zbMATH articles by "Rosenthal, Jeffrey S."
Published as: Rosenthal, Jeffrey S.; Rosenthal, J. S.; Rosenthal, Jeffrey
Homepage: http://probability.ca/jeff/
External Links: MGP · ORCID · Wikidata · ResearchGate · Twitter · dblp · GND · IdRef
all top 5

Co-Authors

29 single-authored
45 Roberts, Gareth O.
6 Craiu, Radu V.
3 Duchesne, Thierry
3 Jiang, Yuhang
3 Latuszynski, Krzysztof
3 Lou, Zhiya
3 Shangguan, Shanshan
3 Wu, Zixuan
3 Yang, Jinyoung
3 Yang, Jun
2 Atchadé, Yves F.
2 Bevc, Irene
2 Chen, Jian
2 Chen, Sigeng
2 Day, David M.
2 Dote, Aki
2 Entezari, Reihaneh
2 Evans, Michael John
2 Fill, James Allen
2 Hobert, James P.
2 Jones, Galin L.
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.
2 Wang, Fei
1 Bai, Yan
1 Baxter, John Robert
1 Beaulac, Cédric
1 Bédard, Myléne
1 Breyer, Laird Arnault
1 Brooks, Stephen P.
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, M. 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, 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 Rosenthal, Daniel
1 Rossman, Lianne
1 Schoenberg, Frederic Paik
1 Shaffer, Andrew E.
1 Sherlock, Chris
1 Sixta, Sabrina
1 Stern, Rafael Bassi
1 Sun, Ye
1 Theordor, Frances
1 Thiéry, Alexandre H.
1 Turner, Matthew A.
1 Vats, Dootika
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 Journal of Applied Probability
6 The Canadian Journal of Statistics
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 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 Journal of Theoretical Probability
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 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

Publications by Year

Citations contained in zbMATH Open

93 Publications have been cited 2,118 times in 1,237 Documents Cited by Year
Optimal scaling for various Metropolis-Hastings algorithms. Zbl 1127.65305
Roberts, Gareth O.; Rosenthal, Jeffrey S.
224
2001
General state space Markov chains and MCMC algorithms. Zbl 1189.60131
Roberts, Gareth O.; Rosenthal, Jeffrey S.
212
2004
Optimal scaling of discrete approximations to Langevin diffusions. Zbl 0913.60060
Roberts, Gareth O.; Rosenthal, Jeffrey S.
155
1998
Minorization conditions and convergence rates for Markov chain Monte Carlo. Zbl 0824.60077
Rosenthal, Jeffrey S.
140
1995
Geometric ergodicity and hybrid Markov chains. Zbl 0890.60061
Roberts, Gareth O.; Rosenthal, Jeffrey S.
132
1997
Coupling and ergodicity of adaptive Markov chain Monte Carlo algorithms. Zbl 1137.62015
Roberts, Gareth O.; Rosenthal, Jeffrey S.
96
2007
On adaptive Markov chain Monte Carlo algorithms. Zbl 1085.62097
Atchadé, Yves F.; Rosenthal, Jeffrey S.
71
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.
59
2015
Quantitative bounds on convergence of time-inhomogeneous Markov chains. Zbl 1072.60059
Douc, R.; Moulines, E.; Rosenthal, Jeffrey S.
57
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.
42
2001
Convergence of slice sampler Markov chains. Zbl 0929.62098
Roberts, Gareth O.; Rosenthal, Jeffrey S.
36
1999
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.
34
2002
Scaling limits for the transient phase of local Metropolis-Hastings algorithms. Zbl 1075.65012
Christensen, Ole F.; Roberts, Gareth O.; Rosenthal, Jeffrey S.
33
2005
A first look at rigorous probability theory. 2nd ed. Zbl 1127.60002
Rosenthal, Jeffrey S.
31
2006
Learn from thy neighbor: parallel-chain and regional adaptive MCMC. Zbl 1205.65028
Craiu, Radu V.; Rosenthal, Jeffrey; Yang, Chao
30
2009
Convergence rates for Markov chains. Zbl 0833.60069
Rosenthal, Jeffrey S.
29
1995
Random rotations: Characters and random walks on \(SO(N)\). Zbl 0799.60007
Rosenthal, Jeffrey S.
29
1994
Markov chains and de-initializing processes. Zbl 0985.60067
Roberts, Gareth O.; Rosenthal, Jeffrey S.
28
2001
Markov-chain Monte Carlo: Some practical implications of theoretical results (With discussions and rejoinder). Zbl 0920.62105
Roberts, Gareth O.; Rosenthal, Jeffrey S.
27
1998
Optimal proposal distributions and adaptive MCMC. Zbl 1229.65021
Rosenthal, Jeffrey S.
27
2011
Quantitative bounds for convergence rates of continuous time Markov processes. Zbl 0891.60068
Roberts, Gareth O.; Rosenthal, Jeffrey S.
27
1996
Quantitative convergence rates of Markov chains: A simple account. Zbl 1013.60053
Rosenthal, Jeffrey S.
27
2002
On the geometric ergodicity of hybrid samplers. Zbl 1028.65002
Fort, G.; Moulines, E.; Roberts, G. O.; Rosenthal, J. S.
24
2003
Convergence properties of perturbed Markov chains. Zbl 0909.60049
Roberts, Gareth O.; Rosenthal, Jeffrey S.; Schwartz, Peter O.
23
1998
Asymptotic variance and convergence rates of nearly-periodic Markov chain Monte Carlo algorithms. Zbl 1048.60057
Rosenthal, Jeffrey S.
23
2003
Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo. Zbl 1223.65001
Atchadé, Yves F.; Roberts, Gareth O.; Rosenthal, Jeffrey S.
22
2011
Variance bounding Markov chains. Zbl 1142.60047
Roberts, Gareth O.; Rosenthal, Jeffrey S.
21
2008
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.
21
2000
Optimal scaling of Metropolis algorithms: heading toward general target distributions. Zbl 1167.60344
Bédard, Mylène; Rosenthal, Jeffrey S.
21
2008
Rates of convergence for everywhere-positive Markov chains. Zbl 0819.60056
Baxter, J. R.; Rosenthal, Jeffrey S.
19
1995
Rates of convergence for Gibbs sampling for variance component models. Zbl 0841.62074
Rosenthal, Jeffrey S.
18
1995
Minimising MCMC variance via diffusion limits, with an application to simulated tempering. Zbl 1298.60078
Roberts, Gareth O.; Rosenthal, Jeffrey S.
18
2014
On the containment condition for adaptive Markov chain Monte Carlo algorithms. Zbl 1225.60130
Bai, Yan; Roberts, Gareth O.; Rosenthal, Jeffrey S.
17
2011
Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains. Zbl 1121.60076
Roberts, Gareth O.; Rosenthal, Jeffrey S.
16
2006
Adaptive Gibbs samplers and related MCMC methods. Zbl 1263.60067
Łatuszyński, Krzysztof; Roberts, Gareth O.; Rosenthal, Jeffrey S.
16
2013
Two convergence properties of hybrid samplers. Zbl 0938.60055
Roberts, Gareth O.; Rosenthal, Jeffrey S.
15
1998
On variance conditions for Markov chain CLTs. Zbl 1191.60082
Häggström, Olle; Rosenthal, Jeffrey S.
15
2007
Faithful couplings of Markov chains: Now equals forever. Zbl 0872.60050
Rosenthal, Jeffrey S.
15
1997
Parallel computing and Monte Carlo algorithms. Zbl 1008.68160
Rosenthal, Jeffrey S.
14
2000
Moment conditions for a sequence with negative drift to be uniformly bounded in \(L^r\). Zbl 0997.60033
Pemantle, Robin; Rosenthal, Jeffrey S.
12
1999
A first look at rigorous probability theory. Zbl 0960.60002
Rosenthal, Jeffrey S.
11
2000
One-shot coupling for certain stochastic recursive sequences. Zbl 1058.60058
Roberts, Gareth O.; Rosenthal, Jeffrey S.
11
2002
Shift-coupling and convergence rates of ergodic averages. Zbl 0871.60046
Roberts, Gareth O.; Rosenthal, Jeffrey S.
11
1997
On convergence rates of Gibbs samplers for uniform distributions. Zbl 0935.60054
Roberts, Gareth O.; Rosenthal, Jeffrey S.
10
1998
Convergence of conditional Metropolis-Hastings samplers. Zbl 1379.60082
Jones, Galin L.; Roberts, Gareth O.; Rosenthal, Jeffrey S.
10
2014
The polar slice sampler. Zbl 1006.65004
Roberts, Gareth O.; Rosenthal, Jeffrey S.
10
2002
Optimal scaling of random-walk Metropolis algorithms on general target distributions. Zbl 1455.60100
Yang, Jun; Roberts, Gareth O.; Rosenthal, Jeffrey S.
10
2020
AMCMC: an R interface for adaptive MCMC. Zbl 1203.62001
Rosenthal, Jeffrey S.
9
2007
Complexity bounds for Markov chain Monte Carlo algorithms via diffusion limits. Zbl 1345.60082
Roberts, Gareth O.; Rosenthal, Jeffrey S.
9
2016
A note on geometric ergodicity and floating-point roundoff error. Zbl 0991.60064
Breyer, Laird; Roberts, Gareth O.; Rosenthal, Jeffrey S.
8
2001
Ergodicity of Markov processes via nonstandard analysis. Zbl 1515.60010
Duanmu, Haosui; Rosenthal, Jeffrey S.; Weiss, William
8
2021
Possible biases induced by MCMC convergence diagnostics. Zbl 1156.62315
Cowles, Mary Kathryn; Roberts, Gareth O.; Rosenthal, Jeffrey S.
7
1999
Extremal indices, geometric ergodicity of Markov chains and MCMC. Zbl 1142.65011
Roberts, Gareth O.; Rosenthal, Jeffrey S.; Segers, Johan; Sousa, Bruno
7
2006
Quantitative non-geometric convergence bounds for independence samplers. Zbl 1222.60054
Roberts, Gareth O.; Rosenthal, Jeffrey S.
7
2011
Weight-preserving simulated tempering. Zbl 1431.60082
Tawn, Nicholas G.; Roberts, Gareth O.; Rosenthal, Jeffrey S.
7
2020
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
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
Spectral bounds for certain two-factor non-reversible MCMC algorithms. Zbl 1333.60165
Rosenthal, Jeffrey S.; Rosenthal, Peter
6
2015
A review of asymptotic convergence for general state space Markov chains. Zbl 1010.60067
Rosenthal, Jeffrey S.
6
2001
Likelihood inflating sampling algorithm. Zbl 1466.62266
Entezari, Reihaneh; Craiu, Radu V.; Rosenthal, Jeffrey S.
6
2018
Small and pseudo-small sets for Markov chains. Zbl 0981.60068
Roberts, Gareth O.; Rosenthal, Jeffrey S.
5
2001
Rates of convergence for data augmentation on finite sample spaces. Zbl 0780.60067
Rosenthal, Jeffrey S.
5
1993
Norm comparisons for data augmentation. Zbl 1148.60047
Hobert, James P.; Rosenthal, Jeffrey S.
4
2007
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
The containment condition and AdapFail algorithms. Zbl 1329.60263
Łatuszyński, Krzysztof; Rosenthal, Jeffrey S.
4
2014
Convergence rate of Markov chain methods for genomic motif discovery. Zbl 1347.62048
Woodard, Dawn B.; Rosenthal, Jeffrey S.
4
2013
On generalizing the cut-off phenomenon for random walks on groups. Zbl 0835.60004
Rosenthal, Jeffrey S.
3
1995
A mathematical analysis of the Sleeping Beauty problem. Zbl 1200.60006
Rosenthal, Jeffrey S.
3
2009
Ergodicity of combocontinuous adaptive MCMC algorithms. Zbl 1394.60079
Rosenthal, Jeffrey S.; Yang, Jinyoung
3
2018
Complexity results for MCMC derived from quantitative bounds. Zbl 1515.60262
Yang, Jun; Rosenthal, Jeffrey S.
3
2023
MEXIT: maximal un-coupling times for stochastic processes. Zbl 1403.60062
Ernst, Philip A.; Kendall, Wilfrid S.; Roberts, Gareth O.; Rosenthal, Jeffrey S.
3
2019
Convergence of independent particle systems. Zbl 0816.60066
Hoffman, John R.; Rosenthal, Jeffrey S.
2
1995
Perfect forward simulation via simulated tempering. Zbl 1128.65001
Brooks, Stephen P.; Fan, Yanan; Rosenthal, Jeffrey S.
2
2006
Decrypting classical cipher text using Markov chain Monte Carlo. Zbl 1322.94084
Chen, Jian; Rosenthal, Jeffrey S.
2
2012
Approximations of geometrically ergodic reversible Markov chains. Zbl 1478.60199
Negrea, Jeffrey; Rosenthal, Jeffrey S.
2
2021
Adaptive component-wise multiple-try Metropolis sampling. Zbl 07499052
Yang, Jinyoung; Levi, Evgeny; Craiu, Radu V.; Rosenthal, Jeffrey S.
2
2019
A note on formal constructions of sequential conditional couplings. Zbl 1285.60077
Roberts, Gareth O.; Rosenthal, Jeffrey S.
2
2013
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
Was the conservative majority predictable? Zbl 1228.62157
Rosenthal, Jeffrey S.
1
2011
Markov chain Monte Carlo algorithms: Theory and practice. Zbl 1184.65009
Rosenthal, Jeffrey S.
1
2009
Nash equilibria for voter models with randomly perceived positions. Zbl 1386.91062
Rosenthal, Jeffrey S.
1
2018
Detecting multiple authorship of United States Supreme Court legal decisions using function words. Zbl 1220.62170
Rosenthal, Jeffrey S.; Yoon, Albert H.
1
2011
Automatically tuned general-purpose MCMC via new adaptive diagnostics. Zbl 1417.65017
Yang, Jinyoung; Rosenthal, Jeffrey S.
1
2017
Simple confidence intervals for MCMC without CLTs. Zbl 1395.62104
Rosenthal, Jeffrey S.
1
2017
Geometric convergence rates for time-sampled Markov chains. Zbl 1033.60079
Rosenthal, Jeffrey S.
1
2003
Hitting time and convergence rate bounds for symmetric Langevin diffusions. Zbl 1428.60123
Roberts, Gareth O.; Rosenthal, Jeffrey S.
1
2019
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
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
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
Dimension-free mixing for high-dimensional Bayesian variable selection. Zbl 07686598
Zhou, Quan; Yang, Jun; Vats, Dootika; Roberts, Gareth O.; Rosenthal, Jeffrey S.
1
2022
Complexity results for MCMC derived from quantitative bounds. Zbl 1515.60262
Yang, Jun; Rosenthal, Jeffrey S.
3
2023
Dimension-free mixing for high-dimensional Bayesian variable selection. Zbl 07686598
Zhou, Quan; Yang, Jun; Vats, Dootika; Roberts, Gareth O.; Rosenthal, Jeffrey S.
1
2022
Ergodicity of Markov processes via nonstandard analysis. Zbl 1515.60010
Duanmu, Haosui; Rosenthal, Jeffrey S.; Weiss, William
8
2021
Approximations of geometrically ergodic reversible Markov chains. Zbl 1478.60199
Negrea, Jeffrey; Rosenthal, Jeffrey S.
2
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.
10
2020
Weight-preserving simulated tempering. Zbl 1431.60082
Tawn, Nicholas G.; Roberts, Gareth O.; Rosenthal, Jeffrey S.
7
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.
3
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.
6
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
Automatically tuned general-purpose MCMC via new adaptive diagnostics. Zbl 1417.65017
Yang, Jinyoung; Rosenthal, Jeffrey S.
1
2017
Simple confidence intervals for MCMC without CLTs. Zbl 1395.62104
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.
59
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
Spectral bounds for certain two-factor non-reversible MCMC algorithms. Zbl 1333.60165
Rosenthal, Jeffrey S.; Rosenthal, Peter
6
2015
Minimising MCMC variance via diffusion limits, with an application to simulated tempering. Zbl 1298.60078
Roberts, Gareth O.; Rosenthal, Jeffrey S.
18
2014
Convergence of conditional Metropolis-Hastings samplers. Zbl 1379.60082
Jones, Galin L.; Roberts, Gareth O.; Rosenthal, Jeffrey S.
10
2014
The containment condition and AdapFail algorithms. Zbl 1329.60263
Łatuszyński, Krzysztof; Rosenthal, Jeffrey S.
4
2014
Adaptive Gibbs samplers and related MCMC methods. Zbl 1263.60067
Łatuszyński, Krzysztof; Roberts, Gareth O.; Rosenthal, Jeffrey S.
16
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.
2
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.
27
2011
Towards optimal scaling of Metropolis-coupled Markov chain Monte Carlo. Zbl 1223.65001
Atchadé, Yves F.; Roberts, Gareth O.; Rosenthal, Jeffrey S.
22
2011
On the containment condition for adaptive Markov chain Monte Carlo algorithms. Zbl 1225.60130
Bai, Yan; Roberts, Gareth O.; Rosenthal, Jeffrey S.
17
2011
Quantitative non-geometric convergence bounds for independence samplers. Zbl 1222.60054
Roberts, Gareth O.; Rosenthal, Jeffrey S.
7
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
30
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.
21
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.
96
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.
31
2006
Harris recurrence of Metropolis-within-Gibbs and trans-dimensional Markov chains. Zbl 1121.60076
Roberts, Gareth O.; Rosenthal, Jeffrey S.
16
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.
2
2006
On adaptive Markov chain Monte Carlo algorithms. Zbl 1085.62097
Atchadé, Yves F.; Rosenthal, Jeffrey S.
71
2005
Scaling limits for the transient phase of local Metropolis-Hastings algorithms. Zbl 1075.65012
Christensen, Ole F.; Roberts, Gareth O.; Rosenthal, Jeffrey S.
33
2005
General state space Markov chains and MCMC algorithms. Zbl 1189.60131
Roberts, Gareth O.; Rosenthal, Jeffrey S.
212
2004
Quantitative bounds on convergence of time-inhomogeneous Markov chains. Zbl 1072.60059
Douc, R.; Moulines, E.; Rosenthal, Jeffrey S.
57
2004
Probability and statistics. The science of uncertainty. 2nd printing. Zbl 1076.62002
Evans, Michael J.; Rosenthal, Jeffrey S.
4
2004
On the geometric ergodicity of hybrid samplers. Zbl 1028.65002
Fort, G.; Moulines, E.; Roberts, G. O.; Rosenthal, J. S.
24
2003
Asymptotic variance and convergence rates of nearly-periodic Markov chain Monte Carlo algorithms. Zbl 1048.60057
Rosenthal, Jeffrey S.
23
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.
34
2002
Quantitative convergence rates of Markov chains: A simple account. Zbl 1013.60053
Rosenthal, Jeffrey S.
27
2002
One-shot coupling for certain stochastic recursive sequences. Zbl 1058.60058
Roberts, Gareth O.; Rosenthal, Jeffrey S.
11
2002
The polar slice sampler. Zbl 1006.65004
Roberts, Gareth O.; Rosenthal, Jeffrey S.
10
2002
Optimal scaling for various Metropolis-Hastings algorithms. Zbl 1127.65305
Roberts, Gareth O.; Rosenthal, Jeffrey S.
224
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.
42
2001
Markov chains and de-initializing processes. Zbl 0985.60067
Roberts, Gareth O.; Rosenthal, Jeffrey S.
28
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.
21
2000
Parallel computing and Monte Carlo algorithms. Zbl 1008.68160
Rosenthal, Jeffrey S.
14
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.
36
1999
Moment conditions for a sequence with negative drift to be uniformly bounded in \(L^r\). Zbl 0997.60033
Pemantle, Robin; Rosenthal, Jeffrey S.
12
1999
Possible biases induced by MCMC convergence diagnostics. Zbl 1156.62315
Cowles, Mary Kathryn; Roberts, Gareth O.; Rosenthal, Jeffrey S.
7
1999
Optimal scaling of discrete approximations to Langevin diffusions. Zbl 0913.60060
Roberts, Gareth O.; Rosenthal, Jeffrey S.
155
1998
Markov-chain Monte Carlo: Some practical implications of theoretical results (With discussions and rejoinder). Zbl 0920.62105
Roberts, Gareth O.; Rosenthal, Jeffrey S.
27
1998
Convergence properties of perturbed Markov chains. Zbl 0909.60049
Roberts, Gareth O.; Rosenthal, Jeffrey S.; Schwartz, Peter O.
23
1998
Two convergence properties of hybrid samplers. Zbl 0938.60055
Roberts, Gareth O.; Rosenthal, Jeffrey S.
15
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.
132
1997
Faithful couplings of Markov chains: Now equals forever. Zbl 0872.60050
Rosenthal, Jeffrey S.
15
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.
140
1995
Convergence rates for Markov chains. Zbl 0833.60069
Rosenthal, Jeffrey S.
29
1995
Rates of convergence for everywhere-positive Markov chains. Zbl 0819.60056
Baxter, J. R.; Rosenthal, Jeffrey S.
19
1995
Rates of convergence for Gibbs sampling for variance component models. Zbl 0841.62074
Rosenthal, Jeffrey S.
18
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.
29
1994
Rates of convergence for data augmentation on finite sample spaces. Zbl 0780.60067
Rosenthal, Jeffrey S.
5
1993
all top 5

Cited by 1,879 Authors

64 Roberts, Gareth O.
54 Rosenthal, Jeffrey S.
29 Hobert, James P.
17 Jones, Galin L.
16 Khare, Kshitij
16 Sherlock, Chris
16 Stuart, Andrew M.
14 Golomoziy, Vitaliy
14 Moulines, Eric
13 Beskos, Alexandros
13 Doucet, Arnaud
13 Jasra, Ajay
12 Atchadé, Yves F.
12 Bédard, Myléne
12 Pillai, Natesh S.
12 Roy, Vivekananda
11 Fort, Gersende
11 Kohn, Robert J.
11 Latuszynski, Krzysztof
11 Miasojedow, Błażej
11 Rudolf, Daniel
11 Vihola, Matti
10 Diaconis, Persi Warren
10 Golightly, Andrew
10 Kendall, Wilfrid S.
10 Marzouk, Youssef M.
9 Andrieu, Christophe
9 Flegal, James M.
9 Girolami, Mark A.
9 Griffin, Jim E.
9 Robert, Christian P.
8 Bierkens, Joris
8 Craiu, Radu V.
8 Hervé, Loïc
8 Kamatani, Kengo
8 Ledoux, James
8 Mira, Antonietta
8 Schütte, Christof
7 Cui, Tiangang
7 Klus, Stefan
7 Koltai, Péter
7 Neal, Peter J.
7 Spade, David A.
7 Tran, Minh Ngoc
6 Bertail, Patrice
6 Chopin, Nicolas
6 Friel, Nial
6 Johnson, Alicia A.
6 Law, Kody J. H.
6 Maire, Florian
6 Qin, Qian
6 Saloff-Coste, Laurent
6 Thiéry, Alexandre H.
6 Walker, Stephen Grahm
6 Woodard, Dawn B.
6 Zanella, Giacomo
5 Bittracher, Andreas
5 Choi, Michael C. H.
5 Clémençon, Stéphan
5 Drovandi, Christopher C.
5 Duanmu, Haosui
5 Fearnhead, Paul
5 Hwang, Chii-Ruey
5 Kartashov, Mykola Valentynovych
5 Lambert, Philippe
5 Liu, Yuanyuan
5 Livingstone, Samuel
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 Villani, Mattias
4 Allassonnière, Stéphanie
4 Bou-Rabee, Nawaf M.
4 Chakraborty, Saptarshi
4 Chatterjee, Debasish
4 Christen, J. Andrés
4 Del Moral, Pierre
4 Deligiannidis, George
4 Douc, Randal
4 Fox, Colin D.
4 Glynn, Peter W.
4 Guillin, Arnaud
4 Gyenis, Zalán
4 Herbei, Radu
4 Holbrook, Andrew J.
4 Huang, Lu-Jing
4 Huber, Mark L.
4 Jacob, Pierre E.
4 Jakubowski, Adam
4 Khalil, Mohammad
4 Lee, Anthony J. T.
4 Leimkuhler, Benedict J.
4 Leisen, Fabrizio
4 Lelièvre, Tony
4 Li, Jinglai
4 Mao, Yonghua
...and 1,779 more Authors
all top 5

Cited in 256 Serials

86 Statistics and Computing
59 The Annals of Applied Probability
48 Stochastic Processes and their Applications
48 Bernoulli
44 Statistics & Probability Letters
44 Computational Statistics and Data Analysis
40 The Annals of Statistics
34 Electronic Journal of Statistics
29 Journal of Computational and Graphical Statistics
24 Journal of Applied Probability
24 Statistical Science
24 Methodology and Computing in Applied Probability
22 Journal of Computational Physics
22 SIAM/ASA Journal on Uncertainty Quantification
18 Bayesian Analysis
17 Journal of the American Statistical Association
14 Advances in Applied Probability
14 Communications in Statistics. Simulation and Computation
14 Journal of Statistical Computation and Simulation
13 Journal of Multivariate Analysis
13 SIAM Journal on Scientific Computing
12 Journal of Theoretical Probability
12 Computational Statistics
12 The Annals of Applied Statistics
11 The Canadian Journal of Statistics
11 Inverse Problems
11 The Annals of Probability
11 Journal of Machine Learning Research (JMLR)
10 Journal of Econometrics
9 Computer Methods in Applied Mechanics and Engineering
9 Communications in Statistics. Theory and Methods
9 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
8 Journal of Statistical Physics
8 Probability Theory and Related Fields
8 Theory of Probability and Mathematical Statistics
8 Monte Carlo Methods and Applications
7 Biometrics
7 European Journal of Operational Research
7 Electronic Journal of Probability
6 Scandinavian Journal of Statistics
6 Journal of Nonlinear Science
6 Quantitative Finance
6 Stochastic Models
5 Automatica
5 International Statistical Review
5 Journal of Statistical Planning and Inference
5 Journal of Complexity
5 Journal of Economic Dynamics & Control
5 Linear Algebra and its Applications
5 Journal of the Royal Statistical Society. Series B. Statistical Methodology
5 Extremes
4 Journal of Mathematical Biology
4 Mathematical Biosciences
4 Psychometrika
4 Applied Mathematics and Computation
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 SIAM Journal on Applied Dynamical Systems
3 The American Statistician
3 International Journal for Numerical Methods in Engineering
3 Journal of Computational and Applied Mathematics
3 Mathematische Zeitschrift
3 SIAM Journal on Control and Optimization
3 Systems & Control Letters
3 Statistics
3 Journal of Global Optimization
3 SIAM Review
3 Lifetime Data Analysis
3 Electronic Communications in Probability
3 Acta Mathematica Sinica. English Series
3 Statistical Modelling
3 Multiscale Modeling & Simulation
3 North American Actuarial Journal
3 Acta Numerica
3 Inverse Problems in Science and Engineering
3 Frontiers of Mathematics in China
3 SIAM Journal on Imaging Sciences
3 Stochastic and Partial Differential Equations. Analysis and Computations
3 Modern Stochastics. Theory and Applications
2 Communications in Mathematical Physics
2 Journal of Mathematical Analysis and Applications
2 Linear and Multilinear Algebra
2 Physica A
2 Journal of Computer and System Sciences
2 Journal of Mathematical Economics
2 Memoirs of the American Mathematical Society
2 Operations Research
2 Theoretical Population Biology
2 Insurance Mathematics & Economics
2 Probability and Mathematical Statistics
2 Stochastic Analysis and Applications
2 Journal of Scientific Computing
2 Neural Networks
2 Annals of Operations Research
2 Random Structures & Algorithms
...and 156 more Serials
all top 5

Cited in 52 Fields

675 Probability theory and stochastic processes (60-XX)
664 Statistics (62-XX)
507 Numerical analysis (65-XX)
68 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
63 Computer science (68-XX)
46 Biology and other natural sciences (92-XX)
44 Dynamical systems and ergodic theory (37-XX)
43 Statistical mechanics, structure of matter (82-XX)
42 Operations research, mathematical programming (90-XX)
28 Operator theory (47-XX)
27 Systems theory; control (93-XX)
26 Partial differential equations (35-XX)
22 Linear and multilinear algebra; matrix theory (15-XX)
16 Information and communication theory, circuits (94-XX)
12 Calculus of variations and optimal control; optimization (49-XX)
12 Geophysics (86-XX)
11 Combinatorics (05-XX)
10 Mathematical logic and foundations (03-XX)
10 Mechanics of deformable solids (74-XX)
9 Ordinary differential equations (34-XX)
9 Fluid mechanics (76-XX)
8 Measure and integration (28-XX)
7 Number theory (11-XX)
7 Abstract harmonic analysis (43-XX)
7 Functional analysis (46-XX)
7 Global analysis, analysis on manifolds (58-XX)
6 Group theory and generalizations (20-XX)
6 Quantum theory (81-XX)
5 Classical thermodynamics, heat transfer (80-XX)
4 History and biography (01-XX)
4 Mechanics of particles and systems (70-XX)
3 Topological groups, Lie groups (22-XX)
3 Real functions (26-XX)
3 Special functions (33-XX)
3 Harmonic analysis on Euclidean spaces (42-XX)
3 Differential geometry (53-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 Optics, electromagnetic theory (78-XX)
1 Order, lattices, ordered algebraic structures (06-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 General topology (54-XX)
1 Algebraic topology (55-XX)
1 Manifolds and cell complexes (57-XX)
1 Astronomy and astrophysics (85-XX)

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