Robust Statistics
We investigate ways to make reliable inferences with the help of a statistical model, but without assuming that the data are generated from this model.
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Safe testing
Peter Grünwald, Rianne de Heide, Wouter M. Koolen
Journal of the Royal Statistical Society Series B: Statistical Methodology, March 2024.
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A composite generalization of Ville's martingale theorem
Johannes Ruf, Martin Larsson, Wouter M. Koolen, Aaditya Ramdas
Electronic Journal of Probability, 28:1–21, October 2023.
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Log-optimal anytime-valid E-values
Wouter M. Koolen, Peter Grünwald
International Journal of Approximate Reasoning, September 2021.
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Robust online convex optimization in the presence of outliers
Sarah Sachs, Tim van Erven, Wouter M. Koolen, Wojciech Kotłowski
In Proceedings of the 34th Annual Conference on Learning Theory (COLT), pages 4174–4194, August 2021.
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Regret minimization in heavy-tailed bandits
Shubhada Agrawal, Sandeep Juneja, Wouter M. Koolen
In Proceedings of the 34th Annual Conference on Learning Theory (COLT), pages 26–62, August 2021.
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Testing exchangeability: fork-convexity, supermartingales and e-processes
Aaditya Ramdas, Johannes Ruf, Martin Larsson, Wouter M. Koolen
International Journal of Approximate Reasoning, July 2021.
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Admissible anytime-valid sequential inference must rely on nonnegative martingales
Aaditya Ramdas, Johannes Ruf, Martin Larsson, Wouter M. Koolen
ArXiv, September 2020.
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Efficient algorithms for minimax decisions under tree-structured incompleteness
Thijs van Ommen, Wouter M. Koolen, Peter Grünwald
In Symbolic and Quantitative Approaches to Reasoning with Uncertainty (ECSQARU), pages 336–347. Springer International Publishing, September 2019.
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Safe testing
Peter Grünwald, Rianne de Heide, Wouter M. Koolen
ArXiv, June 2019.
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Robust probability updating
Thijs van Ommen, Wouter M. Koolen, Thijs E. Feenstra, Peter Grünwald
International Journal of Approximate Reasoning, 74:30–57, April 2016.
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Discovering the truth by conducting experiments
Wouter M. Koolen
Msc. thesis, Institute of Logic, Language and Computation, Universiteit van Amsterdam, December 2006. cum laude.