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.
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 August, 2017).
- 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. Bernoulli, to appear. arXiv
- R Package mcmcse: Monte Carlo standard errors in Markov chain Monte Carlo (with J. M. Flegal, John Hughes, and Ning Dai). vignette.