Rianne de Heide

Teaching MLT 

Machine Learning Group,
Centrum Wiskunde en Informatica (CWI)
Science Park 123, Amsterdam
E-mail: r.de.heide [at] cwi [DOT] nl

Statistical Science Group
Mathematical Institute
Leiden University
E-mail: r.de.heide [at] math [dot] leidenuniv [dot] nl

About me

I am a visiting postdoc at the Institut für Mathematische Stochastik (IMST), Fakultät für Mathematik (FMA) in the Otto von Guericke Universität in Magdeburg, where I work with Alexandra Carpentier. My position is funded by the Leiden IBM-SPSS fund, hence my affiliation with Leiden University, where I (remotely) work with Jacqueline Meulman on the IBM-SPSS project.
I work on problems and solutions in machine learning and statistics, with a focus on Bayesian learning, hypothesis testing and sequential learning. Recently I became interested in pure exploration problems, which are problems in a bandit setting, dealing with the question how to design systems that efficiently explore their stochastic environment, with the goal of learning something specific about it, for example, best-arm identification.

Find out more.

Previously
My PhD research was carried out at the Centrum Wiskunde & Informatica (CWI, the national research institute for mathematics and computer science in the Netherlands), under supervision of Peter Grünwald. This work resulted in my dissertation Bayesian Learning: Challenges, Limitations and Pragmatics, which got me my PhD from Leiden University. My promotores were Peter Grünwald and Jacqueline Meulman, and my co-promotor was Wouter Koolen. My PhD position was funded by the Leiden IBM-SPSS fund.

From April till August 2019, I visited SequeL (now SCOOL) at Inria Lille-Nord Europe on a LUF travel grant, to work with Emilie Kaufmann and Michal Valko.

Until August 2020 I was a board member of the European Women in Mathematics – The Netherlands, the Dutch association of women professional mathematicians.

Until January 2019 I worked one day a week at Leiden University with Jacqueline Meulman as coordinator of the MSc programme Statistical Science.

I obtained a BSc in Mathematics from the University of Groningen and a MSc in Mathematics cum laude (with honours) 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.

Research

My research interests include

  • Bandits, pure exploration problems

  • (Sequential) hypothesis testing

  • Group invariance in statistics

  • Bayesian methods

  • Learning theory

  • Foundations of ML, stats and probability theory

Find out more.

Recent Publications

  • The truth-convergence of open-minded Bayesianism
    Tom F. Sterkenburg and Rianne de Heide
    The Review of Symbolic Logic 2021, 1-38. doi:10.1017/S1755020321000022    proc

  • 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
    Bayesian Analysis 2021, doi:10.1214/20-BA1234.    arxiv   proc

  • Why optional stopping can be a problem for Bayesians
    Rianne de Heide and Peter Grünwald
    Psychonomic Bulletin & Review 2020, doi:10.3758/s13423-020-01803-x    proc
    Extended technical report: arXiv 1708.08278