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Marten Wegkamp


Image of Marten Wegkamp

Malott Hall, Room 432

Educational Background



  • 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 2020

Fall 2020


  • 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)