James C. Spall

Available identifiers

zbMath Open spall.james-cMaRDI QIDQ674969

List of research outcomes

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
https://portal.mardi4nfdi.de/entity/Q5201295	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
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
Model-free control of nonlinear stochastic systems with discrete-time measurements	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
https://portal.mardi4nfdi.de/entity/Q3359577	1988-01-01	Paper
Bayesian error isolation for models of large-scale systems	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

Research outcomes over time

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