Concepedia

Jeffrey S. Rosenthal

JS

Statistics

Publications

110

Citations

10.4K

H-Index

44

Active since

1935

Affiliations

University of Toronto(Current)

Lancaster University

American Anthropological Association

University of Cambridge

University of Warwick

Jeffrey S. Rosenthal is an author at University of Toronto specializing in stochastic processes, markov processes, and probability theory.

Publications per year

1935–2023

110

Publications

110

Optimal scaling for various Metropolis-Hastings algorithms

Gareth O. Roberts, Jeffrey S. Rosenthal · Statistical Science · 2001 · 1.1K citations

Computing, Computer Science, Algorithms +12

Examples of Adaptive MCMC

Gareth O. Roberts, Jeffrey S. Rosenthal · Journal of Computational and Graphical Statistics · 2009 · 1.1K citations

Business, Computer Science, Bayesian Data Analysis +16

General state space Markov chains and MCMC algorithms

Gareth O. Roberts, Jeffrey S. Rosenthal · Probability Surveys · 2004 · 761 citations · Full text

Natural Sciences, Mathematics, Discrete Mathematics +16

Optimal Scaling of Discrete Approximations to Langevin Diffusions

Gareth O. Roberts, Jeffrey S. Rosenthal · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1998 · 648 citations

Engineering, Decision Sciences, Probability Theory +16

Minorization Conditions and Convergence Rates for Markov Chain Monte Carlo

Jeffrey S. Rosenthal · Journal of the American Statistical Association · 1995 · 477 citations

Engineering, Biostatistics, Probability Theory +16

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