Marten Wegkamp

Professor of Mathematics

432 Malott Hall

(607) 255-4360
marten.wegkamp@cornell.edu

Ph.D. (1996) Leiden University

Research Area

Mathematical statistics, empirical process theory, high dimensional statistics and statistical learning theory

My main research effort concentrates on developing new methodology in statistics and machine learning.

Selected Publications

Weak convergence of empirical copula processes indexed by functions (with Dragan Radulovic and Yue Zhao), Bernoulli (in press)

Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (with Yue Zhao), Bernoulli, Vol. 22 no. 2 (2016), 1184–1226.

Support vector machines with a reject option (with Ming Yuan), Bernoulli 17 no. 4 (2011), 1368–1385.

Optimal selection of reduced rank estimators of high-dimensional matrices (with Florentina Bunea and Yiyuan She), Annals of Statistics 39 no. 2 (2011), 1282–1309.

Aggregation for Gaussian regression (with Florentina Bunea and Alexandre Tsybakov), Annals of Statistics 35 no. 4 (2007), 1674–1697.

Weak convergence of empirical Copula processes (with Jean-David Fermanian and Dragan Radulovic), Bernoulli 10 no. 5 (2004), 847–860.

Complexity regularization via localized random penalties (with Gabor Lugosi), Annals of Statistics 32 no. 4 (2004), 1679–1697.