Talk Title

SimTools: Variability Assessment for Simulation Methods in R

Abstract

We present R package SimTools that provides a toolkit for simulation output, including Monte Carlo and Markov chain Monte Carlo (MCMC). In this talk, I will present the core features of this package. Special focus will be given on output analysis tools for MCMC, including variability enabled density plots, ACF plots, and generic plotting functions. The package is compatible with multiple chains. Future features will be discussed as well. See https://github.com/dvats/SimTools for more details.

Bio

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.