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
Spring 2018 I am TA for Peter Grünwald's Information Theoretic Learning course, for which I also give two lectures on online learning and bandits.
Spring 2017 I was TA for Peter Grünwald's Information Theoretic Learning course, and I gave a lecture on online learning.