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The theme for this work is the development of fast numerical algorithms for sparse optimization as well as their applications in medical imaging and source localization using sensor array processing. Due to the recently proposed theory of Compressive Sensing (CS), the $\ell_1$ minimization problem attracts more attention for its ability

The theme for this work is the development of fast numerical algorithms for sparse optimization as well as their applications in medical imaging and source localization using sensor array processing. Due to the recently proposed theory of Compressive Sensing (CS), the $\ell_1$ minimization problem attracts more attention for its ability to exploit sparsity. Traditional interior point methods encounter difficulties in computation for solving the CS applications. In the first part of this work, a fast algorithm based on the augmented Lagrangian method for solving the large-scale TV-$\ell_1$ regularized inverse problem is proposed. Specifically, by taking advantage of the separable structure, the original problem can be approximated via the sum of a series of simple functions with closed form solutions. A preconditioner for solving the block Toeplitz with Toeplitz block (BTTB) linear system is proposed to accelerate the computation. An in-depth discussion on the rate of convergence and the optimal parameter selection criteria is given. Numerical experiments are used to test the performance and the robustness of the proposed algorithm to a wide range of parameter values. Applications of the algorithm in magnetic resonance (MR) imaging and a comparison with other existing methods are included. The second part of this work is the application of the TV-$\ell_1$ model in source localization using sensor arrays. The array output is reformulated into a sparse waveform via an over-complete basis and study the $\ell_p$-norm properties in detecting the sparsity. An algorithm is proposed for minimizing a non-convex problem. According to the results of numerical experiments, the proposed algorithm with the aid of the $\ell_p$-norm can resolve closely distributed sources with higher accuracy than other existing methods.
ContributorsShen, Wei (Author) / Mittlemann, Hans D (Thesis advisor) / Renaut, Rosemary A. (Committee member) / Jackiewicz, Zdzislaw (Committee member) / Gelb, Anne (Committee member) / Ringhofer, Christian (Committee member) / Arizona State University (Publisher)
Created2011
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Description中资地产美元债近年来蓬勃发展,潜力巨大,成为市场的新亮点。截至2021年末,地产债是仅次于金融债的第二大中资离岸债品种。但是,目前关于中资地产美元债的实证研究几乎是空白。本文选取2017年初至2021年末发行的所有中资地产美元债为样本,通过多元线性回归的方法,构建中资地产美元债一级市场发行定价模型,深入分析中资地产美元债发行信用利差的影响因素。基于实践,本文创新性地选择房企基本面、美联储货币政策、房地产调控强度的代理变量,用实证方法来考察各界关注且影响市场发展的关键问题,包括中资地产美元债定价影响因素和作用机制等。研究发现,(1)发行人土地储备规模与中资地产美元债发行利差显著负相关;(2)人民币兑美元汇率与中资地产美元债发行利差显著正相关;(3)房地产调控政策强度与中资地产美元债发行利差显著正相关;(4)对于高收益板块发行人,净负债率指标对发行利差影响并不显著,但调控政策影响显著增强。基于此,本文就发行人合理控制融资成本和推动中资美元债市场创新监管提出相关建议。
ContributorsCao, Ziyan (Author) / Shen, Wei (Thesis advisor) / Wu, Fei (Thesis advisor) / Zhang, Jie (Committee member) / Arizona State University (Publisher)
Created2023