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 developing computational methods for intractable likelihoods. I am also interested in studying computational complexity for Markov chain Monte Carlo samplers 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 January, 2019).
For 2018-2019, I am organizing the Algorithms & Computaionally Intensive Inference seminar series.
Preprints
- Y. Liu, D. Vats, J. M. Flegal. Optimal Batch Sizes for Variance Estimators in MCMC. arXiv.
- D. Vats, C.P. Knudson. Revisiting the Gelman-Rubin Diagnostic. arXiv.
- D. Vats, J. M. Flegal. Lugsail Lag Windows and their Application to MCMC. arXiv.
- D. Vats, C. Andrieu. Multivariate Ordering of Markov Chains. Read Here .
Publications
- D. Vats, J. M. Flegal, G. L. Jones. Multivariate Output Analysis for Markov Chain Monte Carlo. Biometrika, to appear. 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). GitHub. vignette.
Upcoming Talks
- May 9, 2019, UCL, Department of Statistics, London.
- Dec 2019, 11th ICSA International Conference, Hangzhou, China.
Dootika Vats
NSF Postdoctoral Fellow
Department of Statistics
University of Warwick
D.Vats (at) warwick (dot) ac (dot) uk