Johan Segers

Orcid: 0000-0002-0444-689X

According to our database1, Johan Segers authored at least 23 papers between 2009 and 2024.

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Bibliography

2024
Sliced-Wasserstein Estimation with Spherical Harmonics as Control Variates.
CoRR, 2024

2023
Speeding up Monte Carlo Integration: Control Neighbors for Optimal Convergence.
CoRR, 2023

2022
Measuring dependence between random vectors via optimal transport.
J. Multivar. Anal., 2022

A Quadrature Rule combining Control Variates and Adaptive Importance Sampling.
Proceedings of the Advances in Neural Information Processing Systems 35: Annual Conference on Neural Information Processing Systems 2022, 2022

2021
Control variate selection for Monte Carlo integration.
Stat. Comput., 2021

2020
Risk bounds when learning infinitely many response functions by ordinary linear regression.
CoRR, 2020

2019
Peaks Over Thresholds Modeling With Multivariate Generalized Pareto Distributions.
Technometrics, 2019

Monte Carlo integration with a growing number of control variates.
J. Appl. Probab., 2019

2018
Multivariate generalized Pareto distributions: Parametrizations, representations, and properties.
J. Multivar. Anal., 2018

On the weak convergence of the empirical conditional copula under a simplifying assumption.
J. Multivar. Anal., 2018

Weak convergence of the weighted empirical beta copula process.
J. Multivar. Anal., 2018

Bayesian inference for bivariate ranks.
CoRR, 2018

Gradient importance sampling: An efficient statistical extraction methodology of high-sigma SRAM dynamic characteristics.
Proceedings of the 2018 Design, Automation & Test in Europe Conference & Exhibition, 2018

2017
The empirical beta copula.
J. Multivar. Anal., 2017

Marginal standardization of upper semicontinuous processes. With application to max-stable processes.
J. Appl. Probab., 2017

2015
Nonparametric estimation of pair-copula constructions with the empirical pair-copula.
Comput. Stat. Data Anal., 2015

2014
Measuring association and dependence between random vectors.
J. Multivar. Anal., 2014

Detecting changes in cross-sectional dependence in multivariate time series.
J. Multivar. Anal., 2014

Markov Tail Chains.
J. Appl. Probab., 2014

Nonparametric estimation of the tree structure of a nested Archimedean copula.
Comput. Stat. Data Anal., 2014

2011
Nonparametric estimation of an extreme-value copula in arbitrary dimensions.
J. Multivar. Anal., 2011

2010
On the covariance of the asymptotic empirical copula process.
J. Multivar. Anal., 2010

2009
Tails of multivariate Archimedean copulas.
J. Multivar. Anal., 2009


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