James C. Spall

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Person:674969

Available identifiers

zbMath Open spall.james-cMaRDI QIDQ674969

List of research outcomes





PublicationDate of PublicationType
Stochastic approximation with nondecaying gain: Error bound and data‐driven gain‐tuning2023-10-25Paper
Switch Updating in SPSA Algorithm for Stochastic Optimization with Inequality Constraints2023-02-05Paper
Discrete stochastic optimization for public health interventions with constraints2023-01-13Paper
Discrete Stochastic Optimization for Public Health Interventions with Constraints2022-06-27Paper
Stationarity and Convergence of the Metropolis-Hastings Algorithm: Insights into Theoretical Aspects2022-01-10Paper
Inequality‐based reliability estimates for complex systems2019-03-26Paper
Generalization of a result of Fabian on the asymptotic normality of stochastic approximation2019-02-05Paper
Sensitivity of a Bayesian analysis to the prior distribution2017-10-09Paper
Feedback and Weighting Mechanisms for Improving Jacobian Estimates in the Adaptive Simultaneous Perturbation Algorithm2017-08-08Paper
Use of the Kalman Filter for Inference in State-Space Models With Unknown Noise Distributions2017-07-12Paper
Identification for Systems With Binary Subsystems2017-05-16Paper
Cyclic seesaw process for optimization and identification2012-11-26Paper
Efficient Monte Carlo computation of Fisher information matrix using prior information2010-04-06Paper
Asymptotic Sampling Distribution for Polynomial Chaos Representation from Data: A Maximum Entropy and Fisher Information Approach2009-09-28Paper
Stochastic optimisation with inequality constraints using simultaneous perturbations and penalty functions2008-12-01Paper
Theoretical framework for comparing several stochastic optimization approaches2006-04-18Paper
Introduction to Stochastic Search and Optimization2003-07-28Paper
A modified second‐order SPSA optimization algorithm for finite samples2002-08-18Paper
Adaptive stochastic approximation by the simultaneous perturbation method2001-08-05Paper
Model-free control of nonlinear stochastic systems with discrete-time measurements2000-10-17Paper
Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation2000-10-17Paper
Correction to "Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation"2000-10-17Paper
Simulation-Based Optimization with Stochastic Approximation Using Common Random Numbers2000-04-27Paper
A one-measurement form of simultaneous perturbation stochastic approximation1997-08-07Paper
Uncertainties for recursive estimators in nonlinear state-space models, with applications to epidemiology1997-01-12Paper
https://portal.mardi4nfdi.de/entity/Q48393541995-11-27Paper
The Kantorovich inequality for error analysis of the Kalman filter with unknown noise distributions1995-11-22Paper
First-order data sensitivity measures with applications to a multivariate signal-plus-noise problem1995-08-17Paper
THE DISTRIBUTION OF NONSTATIONARY AUTOREGRESSIVE PROCESSES UNDER GENERAL NOISE CONDITIONS1993-06-29Paper
Multivariate stochastic approximation using a simultaneous perturbation gradient approximation1992-09-26Paper
Weak convergence and the exponential rate of concentration for posterior density functions1990-01-01Paper
Least-informative Bayesian prior distributions for finite samples based on information theory1990-01-01Paper
Effect of imprecisely known nuisance parameters on estimates of primary parameters1989-01-01Paper
Bayesian error isolation for models of large-scale systems1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33595771988-01-01Paper
Effect of the sample on the posterior probability in bayesian analysis1988-01-01Paper
Conditions for the insensitivity of the Bayesian posterior distribution to the choice of prior distribution1987-01-01Paper
An approximation for analyzing a broad class of implicitly and explicitly defined estimators1986-01-01Paper
Validation of state-space models from a single realization of non-Gaussian measurements1985-01-01Paper
An implicit function based procedure for analyzing maximum likelihood estimates from nonidentically distributed data1985-01-01Paper
Asymptotic distribution theory for the kalman filter state estimator1984-01-01Paper

Research outcomes over time

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