## Dootika Vats

**Email:** vatsx007 (at) umn (dot) edu

### About Me

I am a 4th year PhD student in the School of Statistics at the University of Minnesota. I am working on Markov chain Monte Carlo (MCMC) algorithms with

Prof. Galin Jones. In particular, my work is on multivariate estimation of Monte Carlo standard error and sequential rules for termination. I am also interested in studying convergence rates of MCMC samplers and the practice of MCMC.

Here is my

CV.

Here are some interesting algorithms or samplers I have tried. Most of these should have code in them for people to use/re-use.

D. Vats.
Geometric Ergodicity of Gibbs Samplers in Bayesian Penalized Regression Models.

arXiv
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. Strong Consistency of Multivariate Spectral Variance Estimators in Markov Chain Monte Carlo.

arXiv

R Package

mcmcse: Monte Carlo standard errors in Markov chain Monte Carlo (with

J. M. Flegal,

John Hughes).

vignette.

October 2016, Twin Cities ASA 2016 Fall Research Meeting, Mounds View, MN, Poster.

October 2016, UMN - Undergraduate Statistics Club, Minneapolis, MN.

October 2016, Women in Statistics and Data Science, Charlotte, NC, "Multivariate Output Analysis for Markov Chain Monte Carlo".

** Stat 3011 ** - Introduction to Statistical Analysis (Spring 2015)