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Dootika Vats
Title
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Cited by
Year
Multivariate output analysis for Markov chain Monte Carlo
D Vats, JM Flegal, GL Jones
Biometrika 106 (2), 321-337, 2019
1912019
mcmcse: Monte Carlo Standard Errors for MCMC
JM Flegal, J Hughes, D Vats
Riverside, CA and Minneapolis, MN, 2015
136*2015
Revisiting the gelman–rubin diagnostic
D Vats, C Knudson
Statistical Science 36 (4), 518-529, 2021
712021
Strong consistency of multivariate spectral variance estimators in Markov chain Monte Carlo
D Vats, JM Flegal, GL Jones
Bernoulli 24 (3), 1860-1909, 2018
462018
Lugsail lag windows for estimating time-average covariance matrices
D Vats, JM Flegal
Biometrika 109 (3), 735-750, 2022
23*2022
Geometric ergodicity of Gibbs samplers in Bayesian penalized regression models
D Vats
Electronic Journal of Statistics 11 (2), 4033-4064, 2017
172017
Batch size selection for variance estimators in mcmc
Y Liu, D Vats, JM Flegal
Methodology and Computing in Applied Probability 24 (1), 65-93, 2022
16*2022
Assessing and Visualizing Simultaneous Simulation Error
N Robertson, JM Flegal, D Vats, GL Jones
Journal of Computational and Graphical Statistics, 2020
11*2020
Analyzing Markov chain Monte Carlo output
D Vats, N Robertson, JM Flegal, GL Jones
Wiley Interdisciplinary Reviews: Computational Statistics 12 (4), e1501, 2020
9*2020
Dimension-free mixing for high-dimensional Bayesian variable selection
Q Zhou, J Yang, D Vats, GO Roberts, JS Rosenthal
arXiv preprint arXiv:2105.05719, 2021
62021
Efficient Bernoulli factory Markov chain Monte Carlo for intractable posteriors
D Vats, FB Gonçalves, K Łatuszyński, GO Roberts
Biometrika 109 (2), 369-385, 2022
5*2022
Estimating Monte Carlo variance from multiple Markov chains
K Gupta, D Vats
arXiv preprint arXiv:2007.04229, 2020
52020
stableGR: a stable Gelman-Rubin diagnostic for Markov chain Monte Carlo
C Knudson, D Vats
R package version 1, 2020
52020
Optimal scaling of MCMC beyond Metropolis
S Agrawal, D Vats, K Łatuszyński, GO Roberts
arXiv preprint arXiv:2104.02020, 2021
32021
Monte Carlo Simulation: Are We There Yet?
D Vats, JM Flegal, GL Jones
Wiley StatsRef: Statistics Reference Online, 1-15, 2021
2*2021
Bayesian equation selection on sparse data for discovery of stochastic dynamical systems
K Gupta, D Vats, S Chatterjee
arXiv preprint arXiv:2101.04437, 2021
22021
stableGR: A Stable Gelman-Rubin Diagnostic for Markov Chain Monte Carlo. R package version 1.0
CP Knudson, D Vats
22019
Globally Centered Autocovariances in MCMC
M Agarwal, D Vats
Journal of Computational and Graphical Statistics, 1-10, 2022
12022
A principled stopping rule for importance sampling
M Agarwal, D Vats, V Elvira
arXiv preprint arXiv:2108.13289, 2021
12021
Comment:“Unbiased Markov chain Monte Carlo with couplings by Pierre E. Jacob, John O’Leary, Yves F. Atchadé”
D Vats, GL Jones
12019
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