Dootika Vats


Email: vatsx007 (at) umn (dot) edu

PhD Candidate
School of Statistics
University of Minnesota - Twin Cities

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

Education


Ph.D., Statistics ongoing University of Minnesota
M.S., Statistics 2012 Rutgers University
B.A., Mathematics 2010 Lady Shri Ram College

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

Software


R Package mcmcse: Monte Carlo standard errors in Markov chain Monte Carlo (with J. M. Flegal, John Hughes). vignette.

Upcoming Presentations


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

Instructor


Stat 3011 - Introduction to Statistical Analysis (Spring 2015)