Machine Learning Group, CWI

Science Park 123, Amsterdam

heide at cwi dot nl

Statistical Science Group, Mathematical Institute - Leiden University

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 women 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.

I'm a board member of the European Women in Mathematics – The Netherlands, the Dutch association of women 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.

Safe Testing

Peter Grünwald, Rianne de Heide and Wouter Koolen

arXiv 1906.07801, 2019

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

- Machine Learning Theory (MasterMath, the joint universities national Dutch Master's Programme in Mathematics), Fall 2019

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

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

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

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

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

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