Marten Wegkamp

Professor of Mathematics

Professor of Data Science & Statistics

marten {dot} wegkamp (at) cornell (dot] edu

432 Malott Hall
Department of Mathematics
Cornell University
Ithaca, NY 14853-4201

 

 

Links

Statistical Learning and High Dimensional Inference Group at Cornell

Department of Statistical Science.

Publications

Xin Bing, Florentina Bunea and Marten Wegkamp. A fast algorithm with minimax optimal guarantees for topic models with an unknown number of topics. Bernoulli 26(3), 1765-1796 (2020).   

Main text and Supplement (41 pp)

Xin Bing, Florentina Bunea, Yang Ning and Marten Wegkamp. Sparse Latent Factor Models with Pure Variables for Overlapping Clustering. Annals of Statistics 48(4), 2055-2081 (2020).

Main text and Supplement (31 pp)

Xin Bing and Marten Wegkamp. Adaptive estimation of the rank of the coefficient matrix in high dimensional multivariate response regression models. Annals of Statistics, 47(6), 3157-3184 (2019).

Main text and Supplement (28 pp)

  • Dragan Radulovic and Marten Wegkamp. Weak convergence of stationary empirical processes. Journal of Statistical Planning and Inference, 149, 75-84 (2018).
  • Xin Bing and Marten Wegkamp. Discussion of  Random-projection Ensemble Classification by
    Timothy I. Cannings and Richard J. Samworth. J. R. Statist. Soc. B 79(4), 1006-1007 (2017).
  • Yue Zhao and Marten Wegkamp. Semiparametric Gaussian copula classification. arXiv: 1411.2944
  • Dragan Radulovic, Marten Wegkamp and Yue Zhao. Weak convergence of empirical copula processes indexed by functions. Bernoulli, Vol.23, No. 4B, 3346-3384 (2017) 
  • Marten Wegkamp and Yue Zhao. Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas. Bernoulli, Vol. 22, No. 2, 1184-1226 (2016)
  • Jean-David Fermanian, Dragan Radulovic and Marten Wegkamp. An asymptotic total variation test for copulas. Bernoulli Volume 21, Number 3, 1911-1945 (2015)
  • Jishnu Das, Kaitlyn M. Gayvert, Florentina Bunea, Marten Wegkamp and Haiyuan Yu. ENCAPP: elastic-net-based prognosis prediction and biomarker discovery for human cancers. BMC Genomics (2015)
  • Jacob Bien and Marten Wegkamp. Discussion of "Correlated variables in regression: clustering and sparse estimation'' by Buhlmann, Rutimann, van de Geer, and Zhang. Journal of Statistical Planning and Inference, 143, 1859 -1862 (2013)
  • Florentina Bunea, Yiyuan She and Marten Wegkamp. Joint variable and rank selection for parsimonious estimation of high dimensional matrices. Annals of Statistics, 40(5), 2359 - 2388 (2012)
  • Jean-David Fermanian and Marten Wegkamp. Time dependent copulas. Journal of Multivariate Analysis, 110, 19 - 29 (2012)
  • Sara van de Geer and Marten Wegkamp, Editors. Selected Works of Willem van Zwet. Springer Series in Selected Works in Probability and Statistics. Springer (2012)
  • Florentina Bunea, Yiyuan She, Marten Wegkamp. Optimal Selection of Reduced Rank Estimators of High-Dimensional Matrices. Annals of Statistics, 39(2), 1282 - 1309 (2011)
  • Florentina Bunea, Andrada Ivanescu and Marten Wegkamp. Adaptive inference for the mean of a Gaussian process in functional data. Journal of the Statistical Royal Society, Series B, 73(4), 531 - 538 (2011)
  • Marten Wegkamp and Ming Yuan. Support Vector Machines With a Reject Option. Bernoulli, 17(4), 1368 - 1385 (2011)
  • Florentina Bunea, Alexandre Tsybakov, Marten Wegkamp and Adrian Barbu. Spades and Mixture Models. Annals of Statistics, 38(4), 2525 - 2558 (2010)
  • Ming Yuan and Marten Wegkamp. Classification Methods with Reject Option Based on Convex Risk Minimization. Journal of Machine Learning Research, 11, 111 - 130 (2010)
  • Dragan Radulovic and Marten Wegkamp. Uniform Central Limit Theorems for pregaussian classes for functions. IMS Collections: High Dimensional Probability V: The Luminy Volume, 5, 84 - 102 (2009)
  • Peter Bartlett and Marten Wegkamp. Classification with a reject option using a hinge loss. Journal of Machine Learning Research, 9, 1823 -1840 (2008)
  • Laszlo Gyorfi and Marten Wegkamp. Quantization for nonparametric regression. I.E.E.E. Transactions on Information Theory, 54(2), 867 - 873 (2008)
  • Florentina Bunea, Alexandre Tsybakov and Marten Wegkamp. Aggregation for Gaussian regression. Annals of Statistics, 35(4), 1674 -1697 (2007)
  • Florentina Bunea, Alexandre Tsybakov and Marten Wegkamp. Sparsity oracle inequalities for the Lasso. Electronic Journal of Statistics, 1, 169 - 194 (2007)
  • Marten Wegkamp. Lasso type classifiers with a reject option. Electronic Journal of Statistics, 1, 155 - 168 (2007)
  • Florentina Bunea, Alexandre Tsybakov and Marten Wegkamp. Sparse density estimation with $\ell_1$ penalties. COLT 2007 Proceedings of the 20th annual conference on Learning theory, 530 - 543. Springer (2007)
  • Radu Herbei and Marten Wegkamp. Classification with reject option. Canadian Journal of Statistics, 34(4), 709 - 721 (2006)
  • Florentina Bunea, Alexandre Tsybakov and Marten Wegkamp. Aggregation and Sparsity via $\ell_1$ Penalized Least Squares. COLT 2006 Proceedings of the 19th annual conference on Learning Theory, 379 - 391. Springer (2006)
  • Florentina Bunea, Marten Wegkamp, and Anna Auguste. Consistent Variable Selection in High Dimensional Regression via Multiple Testing. Journal of Statistical Planning and Inference, 136(12), 4349 - 4364 (2006)
  • Gerard Biau, Florentina Bunea, and Marten Wegkamp. Function Classification in Hilbert Spaces. I.E.E.E. Transactions on Information Theory, 51(6), 2163 - 2172 (2005)
  • Gerard Biau and Marten Wegkamp. Minimum Distance Estimation of Copula Densities. Statistics and Probability Letters, 73, 105 - 114 (2005)
  • Jean-David Fermanian, Dragan Radulovic and Marten Wegkamp. Weak Convergence of Empirical Copula Processes. Bernoulli, 10(5), 847 - 860 (2004)
  • Gabor Lugosi and Marten Wegkamp. Complexity Regularization via Localized Random Penalties. Annals of Statistics, 32(4), 1679 - 1697 (2004)
  • Florentina Bunea and Marten Wegkamp. Two-Stage Model Selection Procedures in Partially Linear Regression. Canadian Journal of Statistics, 32(2), 105 - 118 (2004)
  • Nicolas Hengartner and Marten Wegkamp. Second Order Asymptotics for M-Estimators under Non-standard Conditions. Proceedings of the first Erich L. Lehmann Symposium (IMS Lecture Notes Series), 107 - 124 (2004)
  • Dragan Radulovic and Marten Wegkamp. Necessary and Sufficient Conditions for Weak Convergence of Smoothed Empirical Processes. Statistics and Probability Letters, 61(3), 321 - 336 (2003)
  • Florentina Bunea and Marten Wegkamp. A note on penalized minimum distance estimation in nonparametric regression. Canadian Journal of Statistics, 31(3), 267 - 274 (2003)
  • Marten Wegkamp. Model Selection in Nonparametric Regression. Annals of Statistics, 31(1), 252 - 273 (2003)
  • Nicolas Hengartner, Eric Matzner-Lober and Marten Wegkamp. Bandwidth Selection for Local Linear Regression. Journal of the Royal Statistical Society, Series B, 64 (4), 1 - 14 (2002)
  • Donald Brown and Marten Wegkamp. Weighted Mean-Square Distance from Independence Estimation. Econometrica, 70(5), 2035 - 2051 (2002)
  • Nicolas Hengartner and Marten Wegkamp. Estimation and Selection Procedures in Regression: an L1 approach. Canadian Journal of Statistics, 29 (4), 621 - 632 (2001)
  • Dragan Radulovic and Marten Wegkamp. Weak Convergence of Smoothed Empirical Processes: beyond Donsker Classes. In High Dimensional Probability II, E. Gine, D. Mason and J. Wellner Editors, Birkhauser, 89 - 106 (2000)
  • Marten Wegkamp. Quasi-Universal Bandwidth Selection for Kernel Density Estimators. Canadian Journal of Statistics, 27(2), 409 - 420 (1999)
  • Marten Wegkamp. Entropy Methods in Statistical Estimation. CWI-tract volume 125, Amsterdam, The Netherlands (1999)
  • Roelof Helmers and Marten Wegkamp. Wild Bootstrapping in Finite Populations with Auxiliary Information. Scandinavian Journal of Statistics, 25, 383 - 399 (1998)
  • Sara van de Geer and Marten Wegkamp. Consistency for the Least Squares Estimator in Nonparametric Regression. Annals of Statistics, 24, 2513 - 2523 (1996)