arXiv subjects

Ana Martins

Publications and source records attributed to Ana Martins.

6 recordsLinked to original sources

arXiv2026

A two-step sequential approach for hyperparameter selection in finite context models

Finite-context models (FCMs) are widely used for compressing symbolic sequences such as DNA, where predictive performance depends critically on the context length k and smoothing parameter {\alpha}. In practice, these hyperparameters are typically selected through exhaustive search, which is computationally expensive and scales poorly with model complexity. This paper proposes a statistically grounded two-step sequential approach for efficient hyperparameter selection in FCMs. The key idea is to decompose the joint optimization problem into two independent stages. First, the context length k is estimated using categorical serial dependence measures, including Cram\'er's {\nu}, Cohen's \k{appa} and partial mutual information (pami). Second, the smoothing parameter {\alpha} is estimated via maximum likelihood conditional on the selected context length k. Simulation experiments were conducted on synthetic symbolic sequences generated by FCMs across multiple (k, {\alpha}) configurations, considering a four-letter alphabet and different sample sizes. Results show that the dependence measures are substantially more sensitive to variations in k than in {\alpha}, supporting the sequential estimation strategy. As expected, the accuracy of the hyperparameter estimation improves with increasing sample size. Furthermore, the proposed method achieves compression performance comparable to exhaustive grid search in terms of average bitrate (bits per symbol), while substantially reducing computational cost. Overall, the results on simulated data show that the proposed sequential approach is a practical and computationally efficient alternative to exhaustive hyperparameter tuning in FCMs.

stat.ML↗

arXiv2026

Revisiting OmniAnomaly for Anomaly Detection: performance metrics and comparison with PCA-based models

Deep learning models have become the dominant approach for multivariate time series anomaly detection (MTSAD), often reporting substantial performance improvements over classical statistical methods. However, these gains are frequently evaluated under heterogeneous thresholding strategies and evaluation protocols, making fair comparisons difficult. This work revisits OmniAnomaly, a widely used stochastic recurrent model for MTSAD, and systematically compares it with a simple linear baseline based on Principal Component Analysis (PCA) on the Server Machine Dataset (SMD). Both methods are evaluated under identical thresholding and evaluation procedures, with experiments repeated across 100 runs for each of the 28 machines in the dataset. Performance is evaluated using Precision, Recall and F1-score at point-level, with and without point-adjustment, and under different aggregation strategies across machines and runs, with the corresponding standard deviations also reported. The results show large variability across machines and show that PCA can achieve performance comparable to OmniAnomaly, and even outperform it when point-adjustment is not applied. These findings question the added value of more complex architectures under current benchmarking practices and highlight the critical role of evaluation methodology in MTSAD research.

stat.ML↗

arXiv2026

Fast and Interpretable Autoregressive Estimation with Neural Network Backpropagation

Autoregressive (AR) models remain widely used in time series analysis due to their interpretability, but convencional parameter estimation methods can be computationally expensive and prone to convergence issues. This paper proposes a Neural Network (NN) formulation of AR estimation by embedding the autoregressive structure directly into a feedforward NN, enabling coefficient estimation through backpropagation while preserving interpretability. Simulation experiments on 125,000 synthetic AR(p) time series with short-term dependence (1 <= p <= 5) show that the proposed NN-based method consistently recovers model coefficients for all series, while Conditional Maximum Likelihood (CML) fails to converge in approximately 55% of cases. When both methods converge, estimation accuracy is comparable with negligible differences in relative error, R2 and, perplexity/likelihood. However, when CML fails, the NN-based approach still provides reliable estimates. In all cases, the NN estimator achieves substantial computational gains, reaching a median speedup of 12.6x and up to 34.2x for higher model orders. Overall, results demonstrate that gradient-descent NN optimization can provide a fast and efficient alternative for interpretable AR parameter estimation.

stat.ML↗

arXiv2025

Improving early detection of gravitational waves from binary neutron stars using CNNs and FPGAs

The detection of gravitational waves (GWs) from binary neutron stars (BNSs) with possible telescope follow-ups opens a window to ground-breaking discoveries in the field of multi-messenger astronomy. With the improved sensitivity of current and future GW detectors, more BNS detections are expected in the future. Therefore, enhancing low-latency GW search algorithms to achieve rapid speed, high accuracy, and low computational cost is essential. One innovative solution to reduce latency is the use of machine learning (ML) methods embedded in field-programmable gate arrays (FPGAs). In this work, we present a novel \texttt{WaveNet}-based method, leveraging the state-of-the-art ML model, to produce early-warning alerts for BNS systems. Using simulated GW signals embedded in Gaussian noise from the Advanced LIGO and Advanced Virgo detectors' third observing run (O3) as a proof-of-concept dataset, we demonstrate significant performance improvements. Compared to the current leading ML-based early-warning system, our approach enhances detection accuracy from 66.81\% to 76.22\% at a 1\% false alarm probability. Furthermore, we evaluate the time, energy, and economical cost of our model across CPU, GPU, and FPGA platforms, showcasing its potential for deployment in real-time gravitational wave detection pipelines.

astro-ph.IM↗

arXiv2024

Ameliorating transient noise bursts in gravitational-wave searches for intermediate-mass black holes

The direct observation of intermediate-mass black holes (IMBH) populations would not only strengthen the possible evolutionary link between stellar and supermassive black holes, but unveil the details of the pair-instability mechanism and elucidate their influence in galaxy formation. Conclusive observation of IMBHs remained elusive until the detection of gravitational-wave (GW) signal GW190521, which lies with high confidence in the mass gap predicted by the pair-instability mechanism. Despite falling in the sensitivity band of current GW detectors, IMBH searches are challenging due to their similarity to transient bursts of detector noise, known as glitches. In this proof-of-concept work, we combine a matched-filter algorithm with a Machine Learning (ML) method to differentiate IMBH signals from non-transient burst noise, known as glitches. In particular, we build a multi-layer perceptron network to perform a multi-class classification of the output triggers of matched-filter. In this way we are able to distinguish simulated GW IMBH signals from different classes of glitches that occurred during the third observing run (O3) {in single detector data}. {We train, validate, and test our model on O3a data, reaching a true positive rate of over $90\%$ for simulated IMBH signals. To test the generalization ability over the evolutionary observing run, we test on the useen data of O3b, which yields a true positive rate of over $70\%$} . We also combine data from multiple detectors to search for simulated IMBH signals in real detector noise, providing a significance measure for the output of our ML method.

astro-ph.IM↗

arXiv2022

MAGAL Constellation -- Using a Small Satellite Altimeter Constellation to Monitor Local and Regional Ocean and Inland Water Variations

MAGAL lays the foundations for a future constellation of small satellites carrying radar altimeters aiming to improve the understanding of ocean circulation variability at local, regional, and global scales. All necessary tools will be developed, including a new small, low-power altimeter payload and a miniaturized satellite platform, grounded on the Space 4.0 industry, to be manufactured inseries, minimizing production, operational and launch costs. To implement a collaborative constellation, and better tackle the gaps of large radar altimeter programmes, MAGAL will use a Data Analysis Centre, based on cloud services, for storage and process of data, based on known and improved algorithms, including overlay of layers from multiple sources (e.g. meteorology and opensource data). As a constellation of six satellites, MAGAL increases the density of sea surface topography measurements, enabling more data for altimetry products, when used in synergy with other missions, in coastal areas and over mesoscale features. This results in scientific and commercial information aggregated into a single platform, displayed in various graphical interfaces, allowing overlaid correlations. MAGAL is aligned with the insights from the EU agenda for sustainable development, adding value, alongside the underlying technology development, bringing together the sea's economy and its sustainable growth.

physics.ao-ph↗