Rianne de Heide
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 IBMSPSS fund, hence my affiliation with Leiden University, where I (remotely) work with Jacqueline Meulman on the IBMSPSS 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, bestarm identification.
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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 copromotor was Wouter Koolen. My PhD position was funded by the Leiden IBMSPSS fund.
From April till August 2019, I visited SequeL (now SCOOL) at Inria LilleNord 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
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Recent Publications
The truthconvergence of openminded Bayesianism
Tom F. Sterkenburg and Rianne de Heide
The Review of Symbolic Logic 2021, 138. 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:10.1214/20BA1234. arxiv proc
Why optional stopping can be a problem for Bayesians
Rianne de Heide and Peter Grünwald
Psychonomic Bulletin & Review 2020, doi:10.3758/s1342302001803x proc
Extended technical report: arXiv 1708.08278
