Preprint

  1. A principled stopping rule for importance sampling Agarwal, Medha, Vats, Dootika, and Elvira, Víctor Preprint [arXiv]
  2. Dimension-free mixing for high-dimensional Bayesian variable selection Zhou, Quan, Yang, Jun, Vats, Dootika, Roberts, Gareth O, and Rosenthal, Jeffrey S. Preprint [arXiv]
  3. Optimal scaling of MCMC beyond Metropolis Agrawal, Sanket, Vats, Dootika, Łatuszyński, Krzysztof, and Roberts, Gareth O Preprint [arXiv] [Code]
  4. Bayesian equation selection on sparse data for discovery of stochastic dynamical systems Gupta, Kushagra, Vats, Dootika, and Chatterjee, Snigdhansu Preprint [arXiv] [Code]
  5. Estimating Monte Carlo variance from multiple Markov chains Gupta, Kushagra, and Vats, Dootika Preprint [arXiv] [Code]

2022

  1. Globally-centered autocovariances in MCMC Agarwal, Medha, and Vats, Dootika Journal of Computational and Graphical Statistics, to appear 2022 [arXiv] [HTML] [Code]

2021

  1. Lugsail lag windows for estimating time-average covariance matrices Vats, Dootika, and Flegal, James M Biometrika, to appear 2021 [arXiv] [HTML] [Code]
  2. Invited Discussion: "Rank-Normalization, Folding, and Localization: An Improved R-hat for Assessing Convergence of MCMC by Vehtari et. al." Vats, Dootika, and Jones, Galin Bayesian Analysis 2021 [HTML]
  3. Efficient Bernoulli factory MCMC for intractable posteriors Vats, Dootika, Gonçalves, Flávio B, Łatuszyński, Krzysztof, and Roberts, Gareth O Biometrika, to appear 2021 [arXiv] [HTML] [Code]
  4. Batch size selection for variance estimators in MCMC Liu, Ying, Vats, Dootika, and Flegal, James M Methodology and Computing in Applied Probability, to appear 2021 [arXiv] [HTML]
  5. Monte Carlo simulation: Are we there yet? Vats, Dootika, Flegal, James M, and Jones, Galin L Wiley StatsRef: Statistics Reference Online 2021 [HTML]
  6. Revisiting the Gelman-Rubin diagnostic Vats, Dootika, and Knudson, Christina Statistical Science 2021 [arXiv] [HTML] [Code]

2020

  1. Assessing and Visualizing Simultaneous Simulation Error Robertson, Nathan, Flegal, James M, Vats, Dootika, and Jones, Galin L Journal of Computational and Graphical Statistics, to appear. 2020 [arXiv] [HTML]
  2. Analyzing Markov chain Monte Carlo output Vats, Dootika, Robertson, Nathan, Flegal, James M, and Jones, Galin L WIREs Computational Statistics 2020 [arXiv] [HTML]
  3. Comment: "Unbiased Markov chain Monte Carlo with couplings" by Jacob et. al. Vats, Dootika, and Jones, Galin L Journal of the Royal Statistical Society, Series B 2020 [HTML]

2019

  1. Multivariate output analysis for Markov chain Monte Carlo Vats, Dootika, Flegal, James M, and Jones, Galin L Biometrika 2019 [arXiv] [HTML]

2018

  1. Strong Consistency of Multivariate Spectral Variance Estimators in Markov chain Monte Carlo Vats, Dootika, Flegal, James M, and Jones, Galin L Bernoulli 2018 [arXiv] [HTML]

2017

  1. Geometric ergodicity of Gibbs samplers in Bayesian penalized regression models Vats, Dootika Electronic Journal of Statistics 2017 [arXiv] [HTML]

Book Chapter

  1. Monte Carlo simulation: Are we there yet? Vats, Dootika, Flegal, James M, and Jones, Galin L Handbook of Computational Statistics and Data Science, to appear. Book Chapter