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Physical Sciences and Mathematics Commons™
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Full-Text Articles in Physical Sciences and Mathematics
One-Bit Compressive Sensing With Partial Support Information, Phillip North
One-Bit Compressive Sensing With Partial Support Information, Phillip North
CMC Senior Theses
This work develops novel algorithms for incorporating prior-support information into the field of One-Bit Compressed Sensing. Traditionally, Compressed Sensing is used for acquiring high-dimensional signals from few linear measurements. In applications, it is often the case that we have some knowledge of the structure of our signal(s) beforehand, and thus we would like to leverage it to attain more accurate and efficient recovery. Additionally, the Compressive Sensing framework maintains relevance even when the available measurements are subject to extreme quantization. Indeed, the field of One-Bit Compressive Sensing aims to recover a signal from measurements reduced to only their sign-bit. This …
An Exposition And Calibration Of The Ho-Lee Model Of Interest Rates, Benjamin I. Lawson
An Exposition And Calibration Of The Ho-Lee Model Of Interest Rates, Benjamin I. Lawson
CMC Senior Theses
The purpose of this paper is to create an easily understandable version of the Ho-Lee interest rate model. The first part analyzes the model in detail, and the second part calibrates it to demonstrate how it can be applied to real market data.