| Publication | Date of Publication | Type |
|---|
| Stochastic approximation with nondecaying gain: Error bound and data‐driven gain‐tuning | 2023-10-25 | Paper |
| Switch Updating in SPSA Algorithm for Stochastic Optimization with Inequality Constraints | 2023-02-05 | Paper |
| Discrete stochastic optimization for public health interventions with constraints | 2023-01-13 | Paper |
| Discrete Stochastic Optimization for Public Health Interventions with Constraints | 2022-06-27 | Paper |
| Stationarity and Convergence of the Metropolis-Hastings Algorithm: Insights into Theoretical Aspects | 2022-01-10 | Paper |
| Inequality‐based reliability estimates for complex systems | 2019-03-26 | Paper |
| Generalization of a result of Fabian on the asymptotic normality of stochastic approximation | 2019-02-05 | Paper |
| Sensitivity of a Bayesian analysis to the prior distribution | 2017-10-09 | Paper |
| Feedback and Weighting Mechanisms for Improving Jacobian Estimates in the Adaptive Simultaneous Perturbation Algorithm | 2017-08-08 | Paper |
| Use of the Kalman Filter for Inference in State-Space Models With Unknown Noise Distributions | 2017-07-12 | Paper |
| Identification for Systems With Binary Subsystems | 2017-05-16 | Paper |
| Cyclic seesaw process for optimization and identification | 2012-11-26 | Paper |
| Efficient Monte Carlo computation of Fisher information matrix using prior information | 2010-04-06 | Paper |
| Asymptotic Sampling Distribution for Polynomial Chaos Representation from Data: A Maximum Entropy and Fisher Information Approach | 2009-09-28 | Paper |
| Stochastic optimisation with inequality constraints using simultaneous perturbations and penalty functions | 2008-12-01 | Paper |
| Theoretical framework for comparing several stochastic optimization approaches | 2006-04-18 | Paper |
| Introduction to Stochastic Search and Optimization | 2003-07-28 | Paper |
| A modified second‐order SPSA optimization algorithm for finite samples | 2002-08-18 | Paper |
| Adaptive stochastic approximation by the simultaneous perturbation method | 2001-08-05 | Paper |
| Model-free control of nonlinear stochastic systems with discrete-time measurements | 2000-10-17 | Paper |
| Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation | 2000-10-17 | Paper |
| Correction to "Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation" | 2000-10-17 | Paper |
| Simulation-Based Optimization with Stochastic Approximation Using Common Random Numbers | 2000-04-27 | Paper |
| A one-measurement form of simultaneous perturbation stochastic approximation | 1997-08-07 | Paper |
| Uncertainties for recursive estimators in nonlinear state-space models, with applications to epidemiology | 1997-01-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839354 | 1995-11-27 | Paper |
| The Kantorovich inequality for error analysis of the Kalman filter with unknown noise distributions | 1995-11-22 | Paper |
| First-order data sensitivity measures with applications to a multivariate signal-plus-noise problem | 1995-08-17 | Paper |
| THE DISTRIBUTION OF NONSTATIONARY AUTOREGRESSIVE PROCESSES UNDER GENERAL NOISE CONDITIONS | 1993-06-29 | Paper |
| Multivariate stochastic approximation using a simultaneous perturbation gradient approximation | 1992-09-26 | Paper |
| Weak convergence and the exponential rate of concentration for posterior density functions | 1990-01-01 | Paper |
| Least-informative Bayesian prior distributions for finite samples based on information theory | 1990-01-01 | Paper |
| Effect of imprecisely known nuisance parameters on estimates of primary parameters | 1989-01-01 | Paper |
| Bayesian error isolation for models of large-scale systems | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3359577 | 1988-01-01 | Paper |
| Effect of the sample on the posterior probability in bayesian analysis | 1988-01-01 | Paper |
| Conditions for the insensitivity of the Bayesian posterior distribution to the choice of prior distribution | 1987-01-01 | Paper |
| An approximation for analyzing a broad class of implicitly and explicitly defined estimators | 1986-01-01 | Paper |
| Validation of state-space models from a single realization of non-Gaussian measurements | 1985-01-01 | Paper |
| An implicit function based procedure for analyzing maximum likelihood estimates from nonidentically distributed data | 1985-01-01 | Paper |
| Asymptotic distribution theory for the kalman filter state estimator | 1984-01-01 | Paper |