Johan Segers

Publication Activity (10 Years)

Years Active: 2009-2024
Publications (10 Years): 16

Top Topics

Importance Sampling

Markovian Decision

Top Venues

J. Multivar. Anal.

J. Appl. Probab.

Comput. Stat. Data Anal.

Publications

Rémi Leluc, Aymeric Dieuleveut, François Portier, Johan Segers, Aigerim Zhuman
Sliced-Wasserstein Estimation with Spherical Harmonics as Control Variates. CoRR (2024)
Rémi Leluc, François Portier, Johan Segers, Aigerim Zhuman
Speeding up Monte Carlo Integration: Control Neighbors for Optimal Convergence. CoRR (2023)
Rémi Leluc, François Portier, Johan Segers, Aigerim Zhuman
A Quadrature Rule combining Control Variates and Adaptive Importance Sampling. CoRR (2022)
Gilles Mordant, Johan Segers
Measuring dependence between random vectors via optimal transport. J. Multivar. Anal. 189 (2022)
Rémi Leluc, François Portier, Johan Segers, Aigerim Zhuman
A Quadrature Rule combining Control Variates and Adaptive Importance Sampling. NeurIPS (2022)
Rémi Leluc, François Portier, Johan Segers
Control variate selection for Monte Carlo integration. Stat. Comput. 31 (4) (2021)
Vincent Plassier, François Portier, Johan Segers
Risk bounds when learning infinitely many response functions by ordinary linear regression. CoRR (2020)
François Portier, Johan Segers
Monte Carlo integration with a growing number of control variates. J. Appl. Probab. 56 (4) (2019)
Anna Kiriliouk, Holger Rootzén, Johan Segers, Jennifer L. Wadsworth
Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions. Technometrics 61 (1) (2019)
Holger Rootzén, Johan Segers, Jennifer L. Wadsworth
Multivariate generalized Pareto distributions: Parametrizations, representations, and properties. J. Multivar. Anal. 165 (2018)
François Portier, Johan Segers
On the weak convergence of the empirical conditional copula under a simplifying assumption. J. Multivar. Anal. 166 (2018)
Betina Berghaus, Johan Segers
Weak convergence of the weighted empirical beta copula process. J. Multivar. Anal. 166 (2018)
Simon Guillotte, François Perron, Johan Segers
Bayesian inference for bivariate ranks. CoRR (2018)
Thomas Haine, Johan Segers, Denis Flandre, David Bol
Gradient importance sampling: An efficient statistical extraction methodology of high-sigma SRAM dynamic characteristics. DATE (2018)
Johan Segers, Masaaki Sibuya, Hideatsu Tsukahara
The empirical beta copula. J. Multivar. Anal. 155 (2017)
Anne Sabourin, Johan Segers
Marginal standardization of upper semicontinuous processes. With application to max-stable processes. J. Appl. Probab. 54 (3) (2017)
Ingrid Hobæk Haff, Johan Segers
Nonparametric estimation of pair-copula constructions with the empirical pair-copula. Comput. Stat. Data Anal. 84 (2015)
Johan Segers, Nathan Uyttendaele
Nonparametric estimation of the tree structure of a nested Archimedean copula. Comput. Stat. Data Anal. 72 (2014)
Oliver Grothe, Julius Schnieders, Johan Segers
Measuring association and dependence between random vectors. J. Multivar. Anal. 123 (2014)
Axel Bücher, Ivan Kojadinovic, Tom Rohmer, Johan Segers
Detecting changes in cross-sectional dependence in multivariate time series. J. Multivar. Anal. 132 (2014)
Anja Janßen, Johan Segers
Markov Tail Chains. J. Appl. Probab. 51 (4) (2014)
Gordon Gudendorf, Johan Segers
Nonparametric estimation of an extreme-value copula in arbitrary dimensions. J. Multivar. Anal. 102 (1) (2011)
Christian Genest, Johan Segers
On the covariance of the asymptotic empirical copula process. J. Multivar. Anal. 101 (8) (2010)
Arthur Charpentier, Johan Segers
Tails of multivariate Archimedean copulas. J. Multivar. Anal. 100 (7) (2009)