Johan Segers

26 papers A* 2A 1Journal 23
YearRankTypeTitle / Venue / Authors
2025 J jnl
Wasserstein-Aitchison GAN for angular measures of multivariate extremes.
CoRR
Stéphane Lhaut, Holger Rootzén, Johan Segers
2024 A* conf
Sliced-Wasserstein Estimation with Spherical Harmonics as Control Variates.
ICML
Rémi Leluc, Aymeric Dieuleveut, François Portier, Johan Segers, Aigerim Zhuman
2024 J jnl
Sliced-Wasserstein Estimation with Spherical Harmonics as Control Variates.
CoRR
Rémi Leluc, Aymeric Dieuleveut, François Portier, Johan Segers, Aigerim Zhuman
2023 J jnl
Speeding up Monte Carlo Integration: Control Neighbors for Optimal Convergence.
CoRR
Rémi Leluc, François Portier, Johan Segers, Aigerim Zhuman
2022 A* conf
A Quadrature Rule combining Control Variates and Adaptive Importance Sampling.
NeurIPS
Rémi Leluc, François Portier, Johan Segers, Aigerim Zhuman
2022 J jnl
A Quadrature Rule combining Control Variates and Adaptive Importance Sampling.
CoRR
Rémi Leluc, François Portier, Johan Segers, Aigerim Zhuman
2022 J jnl
Measuring dependence between random vectors via optimal transport.
J. Multivar. Anal.
Gilles Mordant, Johan Segers
2021 J jnl
Control variate selection for Monte Carlo integration.
Stat. Comput.
Rémi Leluc, François Portier, Johan Segers
2020 J jnl
Risk bounds when learning infinitely many response functions by ordinary linear regression.
CoRR
Vincent Plassier, François Portier, Johan Segers
2019 J jnl
Monte Carlo integration with a growing number of control variates.
J. Appl. Probab.
François Portier, Johan Segers
2019 J jnl
Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions.
Technometrics
Anna Kiriliouk, Holger Rootzén, Johan Segers, Jennifer L. Wadsworth
2018 J jnl
Bayesian inference for bivariate ranks.
CoRR
Simon Guillotte, François Perron, Johan Segers
2018 A conf
Gradient importance sampling: An efficient statistical extraction methodology of high-sigma SRAM dynamic characteristics.
DATE
Thomas Haine, Johan Segers, Denis Flandre, David Bol
2018 J jnl
Multivariate generalized Pareto distributions: Parametrizations, representations, and properties.
J. Multivar. Anal.
Holger Rootzén, Johan Segers, Jennifer L. Wadsworth
2018 J jnl
On the weak convergence of the empirical conditional copula under a simplifying assumption.
J. Multivar. Anal.
François Portier, Johan Segers
2018 J jnl
Weak convergence of the weighted empirical beta copula process.
J. Multivar. Anal.
Betina Berghaus, Johan Segers
2017 J jnl
Marginal standardization of upper semicontinuous processes. With application to max-stable processes.
J. Appl. Probab.
Anne Sabourin, Johan Segers
2017 J jnl
The empirical beta copula.
J. Multivar. Anal.
Johan Segers, Masaaki Sibuya, Hideatsu Tsukahara
2015 J jnl
Nonparametric estimation of pair-copula constructions with the empirical pair-copula.
Comput. Stat. Data Anal.
Ingrid Hobæk Haff, Johan Segers
2014 J jnl
Detecting changes in cross-sectional dependence in multivariate time series.
J. Multivar. Anal.
Axel Bücher, Ivan Kojadinovic, Tom Rohmer, Johan Segers
2014 J jnl
Markov Tail Chains.
J. Appl. Probab.
Anja Janßen, Johan Segers
2014 J jnl
Measuring association and dependence between random vectors.
J. Multivar. Anal.
Oliver Grothe, Julius Schnieders, Johan Segers
2014 J jnl
Nonparametric estimation of the tree structure of a nested Archimedean copula.
Comput. Stat. Data Anal.
Johan Segers, Nathan Uyttendaele
2011 J jnl
Nonparametric estimation of an extreme-value copula in arbitrary dimensions.
J. Multivar. Anal.
Gordon Gudendorf, Johan Segers
2010 J jnl
On the covariance of the asymptotic empirical copula process.
J. Multivar. Anal.
Christian Genest, Johan Segers
2009 J jnl
Tails of multivariate Archimedean copulas.
J. Multivar. Anal.
Arthur Charpentier, Johan Segers