Marten Wegkamp

16 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-5924-2459

Department of Mathematics, Cornell University

Publications

• Interpolating discriminant functions in high-dimensional Gaussian latent mixtures — Biometrika 2024
• Optimal discriminant analysis in high-dimensional latent factor models — The Annals of Statistics 2023
• Likelihood estimation of sparse topic distributions in topic models and its applications to Wasserstein document distance calculations — The Annals of Statistics 2022
• Interpolating Predictors in High-Dimensional Factor Regression — Journal of Machine Learning Research 2022 (name-matched, not ORCID-linked)
• Prediction Under Latent Factor Regression: Adaptive PCR, Interpolating Predictors and Beyond — Journal of Machine Learning Research 2021 (name-matched, not ORCID-linked)
• Adaptive estimation in structured factor models with applications to overlapping clustering — The Annals of Statistics 2020
• Optimal Estimation of Sparse Topic Models — Journal of Machine Learning Research 2020 (name-matched, not ORCID-linked)
• Adaptive estimation of the rank of the coefficient matrix in high-dimensional multivariate response regression models — The Annals of Statistics 2019
• Adaptive inference for the mean of a Gaussian process in functional data — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2011
• Classification Methods with Reject Option Based on Convex Risk Minimization — Journal of Machine Learning Research 2010 (name-matched, not ORCID-linked)
• Classification with a Reject Option using a Hinge Loss — Journal of Machine Learning Research 2008 (name-matched, not ORCID-linked)
• Complexity regularization via localized random penalties — The Annals of Statistics 2004 (name-matched, not ORCID-linked)
• Model selection in nonparametric regression — The Annals of Statistics 2003
• Bandwidth selection for local linear regression smoothers — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2002
• Weighted Minimum Mean–Square Distance from Independence Estimation — Econometrica 2002
• Consistency for the least squares estimator in nonparametric regression — The Annals of Statistics 1996