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Marten Wegkamp


Marten Wegkamp

Malott Hall, Room 432

Educational Background

PhD Mathematics Leiden University 1996



  • Mathematics

Graduate Fields

  • Applied Mathematics
  • Mathematics
  • Statistics


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.


Spring 2021


  • A fast algorithm with minimax optimal guarantees for topic models with an unknown number of topics (with Xin Bing and Florentina Bunea). arXiv:1805.06837
  • Sparse Latent Factor Models with Pure Variables for Overlapping Clustering (with Xin Bing, Florentina Bunea and Yang Ning). arXiv:1704.06977
  • Adaptive estimation of the rank of the coefficient matrix in high dimensional multivariate response regression models (with Xin Bing). arXiv: 1704.02381
  • Weak convergence of stationary empirical processes (with Dragan Radulovic). Journal of Statistical Planning and Inference, Vol. 194, 75-84 (2018)
  • Weak convergence of empirical copula processes indexed by functions (with Dragan Radulovic  and Yue Zhao). Bernoulli, Vol.23, No. 4B, 3346-3384 (2017)
  • Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas (with Yue Zhao). Bernoulli, Vol. 22, No. 2, 1184-1226 (2016)
  • An asymptotic total variation test for copulas (with Jean-David Fermanian and Dragan Radulovic). Bernoulli, Vol. 21, No. 3, 1911-1945 (2015)