dootika *at* iitk.ac.in
I am an Assistant Professor in the Department of Mathematics and Statistics at the Indian Institute of Technology, Kanpur. Before moving to Kanpur, I was an NSF Postdocotoral fellow with Prof. Gareth Roberts. My PhD was from the School of Statistics at the University of Minnesota, Twin-Cities working with Prof. Galin Jones.
I work in the general area of Bayesian computation and specifically focus on Markov chain Monte Carlo algorithms. My collaborators and I develop theoretically founded and practically relevant tools for MCMC output analysis (see software tab). I am also interested in the theoretical properties of Markov chain samplers including rates of convergence.
Students: If you’re interesed in working with me, see students tab.
|Jun 23, 2021||Had a wonderful time mentoring and teaching young women at the 3rd edition of the Summer School For Women in Mathematics and Statistics at ICTS (online) over the last two weeks.|
|May 22, 2021||This summer, I will be mentoring Kushagra Gupta as part of Google Summer of Code for the R Project. Updates on mcmcse coming soon!|
|May 13, 2021||Our work on “Efficient Bernoulli factory MCMC for intractable posteriors” has been accepted in Biometrika! Co-authors: Flávio Gonçalves, Krzysztof Łatuszyński and Gareth O. Roberts.|
|Mar 28, 2021||New Grant: Thankful to SERB for the support via an SERB Power grant for “Estimating High-Dimensional Covariance Matrices in Markov Chain Monte Carlo”! A call for personnel will be made soon!|
|Dec 6, 2020||Our work on “Batch size selection for variance estimators in MCMC” has been accepted in Methodology and Computing in Applied Probability! Co-authors: Ying Liu and James Flegal.|