Wouter M. Koolen

Prof. Wouter M. Koolen serves as Professor of Mathematical Machine Learning in the Statistics group at the University of Twente and as Senior Researcher in the Machine Learning group at Centrum Wiskunde & Informatica (CWI). He maintains active research affiliations with INRIA-CWI associate teams 6PAC (with Inria Lille) and 4TUNE (with Inria Paris and Grenoble), and holds the distinction of ELLIS Scholar.

Dr. Koolen earned both his MSc and PhD cum laude from the Institute of Logic, Language and Computation at the University of Amsterdam, completing his doctoral work titled 'Combining Strategies Efficiently: High-quality Decisions from Conflicting Advice' in January 2011. His academic journey includes being designated a Master of Logic.

Prof. Koolen's research spans theoretical machine learning with deep connections to game theory, information theory, statistics, and optimization. His current work focuses on pure exploration in multi-armed bandit models, game tree search algorithms, and provably accelerated learning methods in statistical and individual-sequence settings, which he characterizes as 'learning faster from easy data.' His theoretical contributions consistently demonstrate practical relevance in sequential decision making and statistical inference.

Analysis of his recent publications reveals three dominant research threads: martingale-based methods for anytime-valid statistical inference using e-values, adaptive optimization algorithms with provable guarantees, and theoretical foundations of multi-armed bandit problems. His work increasingly bridges theoretical computer science with modern statistical methodology, particularly in sequential analysis and adaptive experimentation.

His notable achievements include:

• NWO VENI grant for innovative research
• QUT Vice-Chancellor's postdoctoral research fellowship
• Designation as ELLIS Scholar recognizing European research excellence
• cum laude distinctions for both master's and doctoral degrees

Prof. Koolen actively mentors the next generation of researchers, having supervised multiple PhD students to completion including Hongwei Wen, Clément Lezane, and Tyron Lardy with defenses scheduled for 2025. His research program is supported by competitive grants focusing on theoretical machine learning and statistical methodology. He maintains an active presence in the international research community through conference presentations, workshop organization, and collaborations across European institutions.

Within the Machine Learning group at CWI and Statistics group at the University of Twente, Prof. Koolen contributes to a dynamic research environment focused on theoretical foundations with practical applications. His work often intersects with colleagues investigating sequential decision processes, game-theoretic approaches to learning, and robust statistical inference methods.