Jeffrey Negrea
Jeffrey Negrea is a statistician who works on the theory of machine learning, with research on statistical learning theory, online learning and computational statistics. In 2019 and 2020 he coauthored papers on generalization bounds, and in 2021 a NeurIPS paper on minimax optimal quantile and semi-adversarial regret. He visited the Institute for Advanced Study in 2020, was named a Rising Star in Data Science by the University of Chicago's Data Science Institute in 2021, and completed a PhD at the University of Toronto under Daniel Roy and Jeffrey Rosenthal in 2022. After a postdoc at that institute from 2022 to 2023, he joined the University of Waterloo in July 2023, and in 2025 he coauthored a paper with Alexander Terenin on Thompson sampling for online learning. He is an assistant professor at Waterloo in the Department of Statistics and Actuarial Science and a faculty affiliate at the Vector Institute.
- Now at
- University of Waterloo and Vector Institute
Timeline
-
2019–2020
Generalization bounds for learned predictors
In 2019, he coauthors a paper with Mahdi Haghifam, Gintare Karolina Dziugaite, Ashish Khisti and Daniel M. Roy that tightens mutual information bounds for Stochastic Gradient Langevin Dynamics, and another with Dziugaite and Roy on generalization via derandomization for interpolating predictors. A 2020 paper with Haghifam, Khisti, Roy and Dziugaite sharpens generalization bounds through conditional mutual information and applies them to Langevin dynamics. He is also a visiting student at the Institute for Advanced Study in 2020.
-
2021
Quantile and semi-adversarial regret
In 2021, he and Blair Bilodeau, as equal-contribution authors with Nicolò Campolongo, Francesco Orabona and Daniel M. Roy, publish a NeurIPS paper on minimax optimal regret for quantile and semi-adversarial online learning. The paper uses FTRL with root-logarithmic regularizers, which can be read as variants of NormalHedge.
-
2021
A Rising Star in Data Science
In 2021, the University of Chicago's Data Science Institute recognizes him as a Rising Star in Data Science. The cohort listing announces his upcoming post as an assistant professor at the University of Waterloo and faculty affiliate at the Vector Institute.
-
2022
PhD at the University of Toronto
In 2022, he completes a PhD in Statistical Sciences at the University of Toronto as a Vanier Scholar, following an MSc there and a BMath at the University of Waterloo. His dissertation, advised by Daniel Roy and Jeffrey Rosenthal, covers approximations and scaling limits of Markov chains with applications to MCMC and approximate inference. In 2022, he is also a visiting graduate student in the Learning and Games program at the Simons Institute for the Theory of Computing.
-
2022–2023
Postdoc at UChicago Data Science Institute
He is a postdoctoral scholar at the University of Chicago's Data Science Institute from 2022 to 2023. His research there centers on reliability and robustness of statistical and machine learning methods, touching on generalization bounds, sequential decision making, learning theory and Markov chain Monte Carlo.
-
July 2023
A move to Waterloo
He joins the University of Waterloo in July 2023, after his postdoc at the University of Chicago.
-
2025
Thompson sampling for online learning
In 2025, he and Alexander Terenin post a paper, Bayesian Algorithms for Adversarial Online Learning, that develops a form of Thompson sampling for online learning under full feedback. The paper shows that regret decomposes into the regret the learner expected a priori plus an excess regret term, and it recovers optimal rates in the finite-expert setting.
-
As of October 2026
Assistant professor at Waterloo
He is an assistant professor in the Department of Statistics and Actuarial Science at the University of Waterloo and a faculty affiliate at the Vector Institute. His research interests are computational statistics, statistical learning theory and online learning.
Career
- NowUniversity of WaterlooAssistant Professor
- NowVector InstituteFaculty Affiliate
- 2022Simons Institute for the Theory of ComputingVisiting graduate student
- 2022–2023University of ChicagoPostdoctoral Scholar
- 2020Institute for Advanced StudyVisiting student
Education
- 2022University of TorontoMSc
- University of WaterlooBMath
Sources and credits
Photo: We have no published photo of Jeffrey Negrea yet. Send us a free-licensed photo.
- Information-Theoretic Generalization Bounds for SGLD via Data-Dependent Estimates
- In Defense of Uniform Convergence: Generalization via derandomization with an application to interpolating predictors
- Sharpened Generalization Bounds based on Conditional Mutual Information and an Application to Noisy, Iterative Algorithms
- Jeffrey Negrea | DSI
- Minimax Optimal Quantile and Semi-Adversarial Regret via Root-Logarithmic Regularizers
- 2021 Rising Stars | DSI
- Jeffrey Negrea - The Mathematics Genealogy Project
- Jeffrey Negrea | Simons Institute for the Theory of Computing
- Jeffrey Negrea - Vector Institute for Artificial Intelligence
- Jeffrey Negrea | Math Innovation | University of Waterloo
- Bayesian Algorithms for Adversarial Online Learning: from Finite to Infinite Action Spaces