activity
20212026
most citedOn new omnibus tests of uniformity on the hypersphere

6 citations · 17 across the 10 of their papers we have counts for

collaborators

10 papers

stat.AP2026

Soprano voices in opera seria: a corpus-based inquiry into eighteenth-century vocal types

Ana Llorens, Eduardo García-Portugués, Carlos Vaquero +1

Eighteenth-century Italian opera seria was dominated by soprano voices. Although masculine roles were typically performed by castrati and feminine roles by women, cross-casting was…

cs.SD2023★ 1 cited

Optimizing Feature Extraction for Symbolic Music

Federico Simonetta, Ana Llorens, Martín Serrano +2

This paper presents a comprehensive investigation of existing feature extraction tools for symbolic music and contrasts their performance to determine the set of features that best…

stat.ME2023★ 3 cited

Testing for linearity in scalar-on-function regression with responses missing at random

Manuel Febrero-Bande, Pedro Galeano, Eduardo García-Portugués +1

A goodness-of-fit test for the Functional Linear Model with Scalar Response (FLMSR) with responses Missing at Random (MAR) is proposed in this paper. The test statistic relies on a…

stat.ME2023★ 6 cited

On new omnibus tests of uniformity on the hypersphere

Alberto Fernández-de-Marcos, Eduardo García-Portugués

Two new omnibus tests of uniformity for data on the hypersphere are proposed. The new test statistics exploit closed-form expressions for orthogonal polynomials, feature tuning par…

stat.ME2022

Toroidal PCA via density ridges

Eduardo García-Portugués, Arturo Prieto-Tirado

Principal Component Analysis (PCA) is a well-known linear dimension-reduction technique designed for Euclidean data. In a wide spectrum of applied fields, however, it is common to…

math.PR2022★ 1 cited

Optimal stopping of Gauss-Markov bridges

Abel Azze, Bernardo D'Auria, Eduardo García-Portugués

We solve the non-discounted, finite-horizon optimal stopping problem of a Gauss-Markov bridge by using a time-space transformation approach. The associated optimal stopping boundar…

math.PR2022★ 2 cited

Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes

Abel Azze, Bernardo D'Auria, Eduardo García-Portugués

We study the barrier that gives the optimal time to exercise an American option written on a time-dependent Ornstein--Uhlenbeck process, a diffusion often adopted by practitioners…

stat.ME2021★ 2 cited

Data-driven stabilizations of goodness-of-fit tests

Alberto Fernández-de-Marcos, Eduardo García-Portugués

Exact null distributions of goodness-of-fit test statistics are generally challenging to obtain in tractable forms. Practitioners are therefore usually obliged to rely on asymptoti…

stat.ME2021★ 1 cited

Scaled torus principal component analysis

Pavlos Zoubouloglou, Eduardo García-Portugués, J. S. Marron

A particularly challenging context for dimensionality reduction is multivariate circular data, i.e., data supported on a torus. Such kind of data appears, e.g., in the analysis of…

math.PR2021★ 1 cited

Optimal stopping of an Ornstein-Uhlenbeck bridge

Abel Azze, Bernardo D'Auria, Eduardo García-Portugués

We make a rigorous analysis of the existence and characterization of the free boundary related to the optimal stopping problem that maximizes the mean of an Ornstein--Uhlenbeck bri…