I am an NSF postdoctoral fellow in the Department of Statistics at the University of Warwick. My sponsoring mentor is Prof. Gareth Roberts. I am currently studying computational complexity for Markov chain Monte Carlo samplers used in high-dimensional Bayesian models. I am also interested in methods for intractable likelihood problems.
Before joining Warwick, I graduated with a PhD from the School of Statistics at the University of Minnesota working with Prof. Galin Jones. My thesis was on output analysis for Markov chain Monte Carlo. Before Minnesota, I obtained my Masters from Rutgers University and completed my undergrad from Lady Shri Ram College for Women, New Delhi, India.
Curriculum Vitae (Updated February, 2018).
- D. Vats, J. M. Flegal, G. L. Jones. Multivariate Output Analysis for Markov Chain Monte Carlo. arXiv.
- D. Vats, J. M. Flegal, G. L. Jones. (2018) Strong Consistency of Multivariate Spectral Variance Estimators in Markov Chain Monte Carlo. Bernoulli, 24:1860-1909. Read Here. arXiv.
- D. Vats. (2017) Geometric Ergodicity of Gibbs Samplers in Bayesian Penalized Regression Models. Electronic Journal of Statistics, 11 (2) 4033-4064. Read Here.
- R Package mcmcse: Monte Carlo standard errors in Markov chain Monte Carlo (with J. M. Flegal, John Hughes, and Ning Dai). vignette.
- March 26, 2018. Poster, BayesComp 2018, Barcelona, Spain.
- May 17-20, 2018. IISA International Conference on Statistics, Gainesville, USA.
- June 11-15, 2018. Stochastic Processes and their Applications 2018, Gothenburg, Sweden.
- July 6, 2018. MCQMC 2018, Rennes, France
- July 28 - Aug 2, 2018. JSM 2018, Vancouver, Canada.