756 citations · 1.5k across the 42 of their papers we have counts for
43 papers
Efficiency of reversible MCMC methods: elementary derivations and applications to composite methods
Radford M. Neal, Jeffrey S. Rosenthal
We review criteria for comparing the efficiency of Markov chain Monte Carlo (MCMC) methods with respect to the asymptotic variance of estimates of expectations of functions of stat…
Sampling via Rejection-Free Partial Neighbor Search
Sigeng Chen, Jeffrey S. Rosenthal, Aki Dote +2
The Metropolis algorithm involves producing a Markov chain to converge to a specified target density . In order to improve its efficiency, we can use the Rejection-Free version…
Football Group Draw Probabilities and Corrections
Gareth O. Roberts, Jeffrey S. Rosenthal
This paper considers the challenge of designing football group draw mechanisms which have the uniform distribution over all valid draw assignments, but are also entertaining, pract…
Optimization via Rejection-Free Partial Neighbor Search
Sigeng Chen, Jeffrey S. Rosenthal, Aki Dote +2
Simulated Annealing using Metropolis steps at decreasing temperatures is widely used to solve complex combinatorial optimization problems. In order to improve its efficiency, we ca…
Optimal Strategies and Rules for the Game of Horse
Daniel Rosenthal, Jeffrey S. Rosenthal
We investigate the probability of scoring a point when playing the basketball shooting game called "Horse". We show that under the Traditional Rules, it is optimal to choose very e…
Convergence rate bounds for iterative random functions using one-shot coupling
Sabrina Sixta, Jeffrey S. Rosenthal
One-shot coupling is a method of bounding the convergence rate between two copies of a Markov chain in total variation distance, which was first introduced by Roberts and Rosenthal…