Rianne de Heide

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.

Writings

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

Teaching

Upcoming/current teaching as a lecturer

Past teaching as a lecturer

Past teaching as an assistant

Background
I obtained a BSc in Mathematics from the University of Groningen and a MSc in Mathematics cum laude from Leiden University. I also hold a Bachelor of Music from the Prins Claus Conservatoire and a Master of Music from the Royal Conservatory of The Hague, both in Classical music - Horn.

Other
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.

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