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 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

• 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

Google Scholar Profile

GitHub Profile

arXiv Link