Machine Learning Group, CWI

Science Park 123, Amsterdam

heide at cwi dot nl

Statistical Science Group, Mathematical Institute - Leiden University

I am a PhD student at CWI under supervision of Peter Grünwald. One day a week I work at Leiden University with Jacqueline Meulman as coordinator of the MSc programme Statistical Science. I work on problems and solutions in the intersection of machine learning and statistics where the model or data collection process is misspecified, with a focus on hypothesis testing and sequential learning. At the moment I'm working on a general framework for hypothesis testing with Wouter Koolen and Peter Grünwald, and Bayesian inference under model misspecification with Peter Grünwald. I'm also interested in the mathematical and philosophical foundations of Bayesianism, machine learning, statistics and probability theory, and I'm working with Tom Sterkenburg on the foundations of Bayesian inference.

Invited discussion to Yao, Vehtari, Simpson and Gelman. Using Stacking to Average Bayesian Predictive Distributions (with Discussion).

Peter Grünwald and Rianne de Heide

Bayesian Analysis 13 (2018), no. 3, 917-1003.

Optional Stopping with Bayes Factors: a categorization and extension of folklore results, with an application to invariant situations

Allard Hendriksen, Rianne de Heide and Peter Grünwald

arXiv 1807.09077, 2018

Why optional stopping is a problem for Bayesians

Rianne de Heide and Peter Grünwald

arXiv 1708.08278, 2018

The Safe-Bayesian Lasso (MSc Thesis)

Rianne de Heide, 2016

**Upcoming/current teaching as a lecturer**

- Machine Learning Theory (MasterMath, the joint universities national Dutch Master's Programme in Mathematics), Fall 2018

together with Wouter Koolen and Peter Grünwald. I do the first half on Statistical Learning Theory.

**Past teaching as a lecturer**

- Lectures on online learning and bandits in Peter Grünwald's Information Theoretic Learning course (MSc Mathematics, Leiden University), Spring 2018
- Lecture on Information Theory in Machine Learning in Christian Schaffner's Information Theory course (MSc Logic, University of Amsterdam), Fall 2017
- Machine Learning Theory (MasterMath, the joint universities national Dutch Master's Programme in Mathematics), Fall 2017

together with Wouter Koolen and Peter Grünwald. I did the first half on Statistical Learning Theory. - Lecture on online learning in Peter Grünwald's Information Theoretic Learning course (MSc Mathematics, Leiden University), Spring 2017

**Past teaching as an assistant**

- Information Theoretic Learning (MSc Mathematics, Leiden University), Spring 2018
- Information Theoretic Learning (MSc Mathematics, Leiden University), Spring 2017
- Mathematics for Statisticians (MSc Statistical Science, Leiden University), Fall 2015
- Mathematics for Statisticians (MSc Statistical Science, Leiden University), Fall 2014
- Mathematics for Statisticians (MSc Statistical Science, Leiden University), Fall 2013

- Software
- R Package SafeBayes
- Distractions
- I like cycling, learning languages and classical singing. I'm a contralto, and sing in the VU-Kamerkoor and many side-projects.