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: 122 Publications since 1993, including 6 Books and 3 Additional arXiv Preprints Co-Authors: 90 Co-Authors with 93 Joint Publications 2,409 Co-Co-Authors 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 all top 5 Fields 93 Probability theory and stochastic processes (60-XX) 51 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 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 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 cited Publications top 5 cited Publications 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) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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