Marten Wegkamp

Professor of Mathematics

Professor of Statistical Science

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

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

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

Teaching

Fall 2017: MATH 7740 Statistical Learning Theory.

Spring 2018: MATH 4720 Statistics

Links

Statistical Learning and High Dimensional Inference Group at Cornell

Department of Statistical Science.

Publications

  • Xin Bing, Florentina Bunea, Yang Ning and Marten Wegkamp. Sparse Latent Factor Models with Pure Variables for Overlapping Clustering. arXiv:1704.06977
  • Dragan Radulovic and Marten Wegkamp. Weak convergence of stationary empirical processes. Journal of Statistical Planning and Inference (2017).
  • Xin Bing and Marten Wegkamp. Adaptive estimation of the rank of the coefficient matrix in high dimensional multivariate response regression models. arXiv: 1704.02381
  • 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)