In an interview with the BBC, Curpen denied that the marriage was part of an art project, insisting that her relationship with Madsen was genuine.
She said that since the marriage was made public she has received "thousands of weird, stupid, absurd or aggressive comments, messages and threats of physical nature from many so-called normal, law-abiding good people".
Madsen, an eccentric inventor, committed the murder after inviting Wall on to a submarine that he had built himself. He admitted to dismembering Wall's body and dumping the parts at sea, but insisted she had died during an accident during their trip.
He was convicted of her murder in April 2018 and sentenced to life imprisonment, with a judge noting the "unusual brutality" of his actions. A psychiatric evaluation conducted during the trial described him as a narcissistic psychopath.
Wall, a Swedish journalist who was just 30 when she died, had reported from across the world for Time magazine, the Guardian and the New York Times.