prof.dr. W.M. Koolen (Wouter)

I work on topics in machine learning theory and related areas, including game theory, information theory, statistics and optimisation. My current interests include pure exploration in multi-armed bandit models, game tree search, and provably accelerated learning in statistical and individual-sequence settings, aka learning faster from easy data. I am also interested in hypothesis testing using martingales.

• Online learning, regret minimization, online convex optimization, bandits
  
• Pure exploration
• Connections between learning and games
• Sequential hypothesis testing, theory of e-values and martingales.
  

Organisations

• Faculty of Electrical Engineering, Mathematics and Computer Science (EEMCS), Mathematics of Operations Research (MOR)