Welcome. I am a post-doctoral researcher with Prof. Anant Raj in the Department of Computer Science and Automation at the Indian Institute of Science (IISc), Bengaluru. I completed my doctoral degree from the Department of Mathematics and Statistics at the Indian Institute of Technology (IIT), Kanpur under the supervision of Prof. Dootika Vats. Prior to joining IIT, I was a senior associate analyst at Infosys Limited. My primary area of research is in Markov chain Monte Carlo and output analysis. More details are in my CV.

Previously, I was a visiting student researcher with the Fulbright Nehru doctoral research fellowship at the School of Statistics, University of Minnesota Twin Cities, under the supervision of Prof. Galin L. Jones.

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Publications

Recent Research & Manuscripts

Efficient Multivariate Initial Sequence Estimators for MCMC

Banerjee, Arka, and Vats, Dootika
Journal of Computational and Graphical Statistics, 2025

Multivariate strong invariance principles in Markov chain Monte Carlo

Banerjee, Arka, and Vats, Dootika
Electronic Journal of Statistics, 2024

Teaching

Teaching Assistant Experience

2023-2024 (Even)
MTH 422 A - Bayesian Analysis
2023-2024 (Odd)
MTH 434 A - Time Series Analysis
2022-2023 (Even)
MSO 205 A - Introduction to Probability Theory
2022-2023 (Odd)
MTH 208 A - Data Science Lab 1
2021-2022 (Even)
MTH 535 A - Introduction to Bayesian Analysis
2021-2022 (Odd)
MTH 511 A - Statistical simulation and data analysis