I am a PhD candidate at CWI
under supervision of Peter Grünwald
. I work on problems and solutions in the intersection of machine learning and statistics, with a focus on hypothesis testing and sequential learning. At the moment I'm working on a new framework for hypothesis testing with Wouter Koolen
and Peter Grünwald
, and Bayesian inference under model misspecification with Peter Grünwald
and Alisa Kirichenko
. 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.
I'm a board member of the European Women in Mathematics – The Netherlands
, the Dutch association of female professional mathematicians.
April 23rd – August 3rd 2019, I visit SequeL
( Inria Lille-Nord Europe
) on a LUF travel grant, to work with Emilie Kaufmann
, Michal Valko
and Xuedong Shang
on methods for Best Arm Identification: optimal adaptive allocation of measurement effort for identifying the best among a set of options.
Invited discussion to the paper Using Stacking to Average Bayesian Predictive Distributions by Yao, Vehtari, Simpson and Gelman
Peter Grünwald and Rianne de Heide
Bayesian Analysis 13 (2018), no. 3, 917-1003.
The truth-convergence of open-minded Bayesianism
Tom F. Sterkenburg and Rianne de Heide
Submitted. Preliminary version available on request.
Accepted to the Formal Epistemology Workshop 2019 (60 minutes talk, commentary and discussion), and the biennial conference of the European Philosophy of Science Association.
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
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.
Until January 2019 worked one day a week at Leiden University with Jacqueline Meulman
as coordinator of the MSc programme Statistical Science.