Dr Dootika Vats
About Me
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 and output analysis for (Markov chain) Monte Carlo methods.
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 May, 2018).
For 2017-2018, I am co-organizing the Algorithms & Computaionally Intensive Inference seminar series with Murray Pollock.
Publications
- 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.
Software
- R Package mcmcse: Monte Carlo standard errors in Markov chain Monte Carlo (with J. M. Flegal, John Hughes, and Ning Dai). vignette.
Upcoming Talks
- June 11, 2018. Stochastic Processes and their Applications 2018, Gothenburg, Sweden.
- July 6, 2018. MCQMC 2018, Rennes, France
- Aug 1, 2018. JSM 2018, Vancouver, Canada.
Dootika Vats
NSF Postdoctoral Fellow
Department of Statistics
University of Warwick
D.Vats (at) warwick (dot) ac (dot) uk