Department of Statistics - Marten Wegkamp

Marten Wegkamp - Professor of Statistics

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I graduated (with a PhD degree in Mathematics) from Leiden University, the Netherlands, in 1996.
Before I joined the faculty at Florida State in 2003, I was an Associate Professor at Yale's statistics department. Click here for my CV.

My main research effort concentrates on developing new methodology and rigorous mathematical theory in nonparametric statistics.

Teaching:

STA 4322/5325 Mathematical Statistics

Research Interests:

Classification, Copula Modeling, Learning Theory, Empirical Process Theory, Matrix Estimation and Completion, Model Selection and Aggregation, Nonparametric estimation

Grants:

NSF DMS 0406049 Curve aggregation and classification. USD 161,296.

NSF DMS 0706829 Sparsity oracle inequalities via l1 regularization in nonparametric models. USD 244,143.

External Activities:

Executive secretary of the IMS

Associate Editor of the Electronic Journal of Statistics

Associate Editor of the IMS Collections

Associate Editor of the International Journal of Biostatistics

Publications:

Florentina Bunea, Alexandre Tsybakov, Marten Wegkamp and Adrian Barbu. Spades and Mixture Models. Annals of Statistics (2010)

Ming Yuan and Marten Wegkamp. Classification Methods with Reject Option Based on Convex Risk Minimization. Journal of Machine Learning Research (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, Alexander 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, Alexander Tsybakov and Marten Wegkamp. Sparse density estimation with l1 penalties. COLT (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 l1 Penalized Least Squares. COLT (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), pp 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)

Submitted work:

1. Florentina Bunea, Marten Wegkamp and Andrada Ivanescu. Adaptive inference for the mean of a stochastic process in functional data.

2. Donald Brown, Rahul Deb and Marten Wegkamp. Tests of independence in separable econometric models: Theory and application.

3. Marten Wegkamp and Ming Yuan. l1 Regularized Support vector machines with a reject option.

4. Marten Wegkamp and Wenhao Gui. Adaptive series estimators for copula densities.

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Marten Wegkamp's Contact Info

Email: wegkamp@stat.fsu.edu

Office: 210A OSB
Tallahassee, FL
32306-4330

Phone: (850) 644-3218

Fax: (850) 644-5271