| Publication | Date of Publication | Type |
|---|
Stochastic approximation with nondecaying gain: Error bound and data‐driven gain‐tuning
International Journal of Robust and Nonlinear Control | 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
SN Operations Research Forum | 2023-01-13 | Paper |
Discrete Stochastic Optimization for Public Health Interventions with Constraints
(available as arXiv preprint) | 2022-06-27 | Paper |
Stationarity and Convergence of the Metropolis-Hastings Algorithm: Insights into Theoretical Aspects
IEEE Control Systems | 2022-01-10 | Paper |
Inequality-based reliability estimates for complex systems
Naval Research Logistics | 2019-03-26 | Paper |
Generalization of a result of Fabian on the asymptotic normality of stochastic approximation
Automatica | 2019-02-05 | Paper |
Sensitivity of a Bayesian analysis to the prior distribution
IEEE Transactions on Systems, Man, and Cybernetics | 2017-10-09 | Paper |
Feedback and Weighting Mechanisms for Improving Jacobian Estimates in the Adaptive Simultaneous Perturbation Algorithm
IEEE Transactions on Automatic Control | 2017-08-08 | Paper |
Use of the Kalman Filter for Inference in State-Space Models With Unknown Noise Distributions
IEEE Transactions on Automatic Control | 2017-07-12 | Paper |
Identification for Systems With Binary Subsystems
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
Cyclic seesaw process for optimization and identification
Journal of Optimization Theory and Applications | 2012-11-26 | Paper |
Efficient Monte Carlo computation of Fisher information matrix using prior information
Computational Statistics and Data Analysis | 2010-04-06 | Paper |
Asymptotic Sampling Distribution for Polynomial Chaos Representation from Data: A Maximum Entropy and Fisher Information Approach
SIAM Journal on Scientific Computing | 2009-09-28 | Paper |
Stochastic optimisation with inequality constraints using simultaneous perturbations and penalty functions
International Journal of Control | 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
International Journal of Adaptive Control and Signal Processing | 2002-08-18 | Paper |
Adaptive stochastic approximation by the simultaneous perturbation method
IEEE Transactions on Automatic Control | 2001-08-05 | Paper |
Model-free control of nonlinear stochastic systems with discrete-time measurements
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
Correction to "Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation"
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
Simulation-Based Optimization with Stochastic Approximation Using Common Random Numbers
Management Science | 2000-04-27 | Paper |
A one-measurement form of simultaneous perturbation stochastic approximation
Automatica | 1997-08-07 | Paper |
Uncertainties for recursive estimators in nonlinear state-space models, with applications to epidemiology
Automatica | 1997-01-12 | Paper |
| scientific article; zbMATH DE number 774841 (Why is no real title available?) | 1995-11-27 | Paper |
The Kantorovich inequality for error analysis of the Kalman filter with unknown noise distributions
Automatica | 1995-11-22 | Paper |
First-order data sensitivity measures with applications to a multivariate signal-plus-noise problem
Computational Statistics and Data Analysis | 1995-08-17 | Paper |
THE DISTRIBUTION OF NONSTATIONARY AUTOREGRESSIVE PROCESSES UNDER GENERAL NOISE CONDITIONS
Journal of Time Series Analysis | 1993-06-29 | Paper |
Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
IEEE Transactions on Automatic Control | 1992-09-26 | Paper |
Weak convergence and the exponential rate of concentration for posterior density functions
Statistics & Probability Letters | 1990-01-01 | Paper |
Least-informative Bayesian prior distributions for finite samples based on information theory
IEEE Transactions on Automatic Control | 1990-01-01 | Paper |
Effect of imprecisely known nuisance parameters on estimates of primary parameters
Communications in Statistics: Theory and Methods | 1989-01-01 | Paper |
Bayesian error isolation for models of large-scale systems
IEEE Transactions on Automatic Control | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4213227 (Why is no real title available?) | 1988-01-01 | Paper |
Effect of the sample on the posterior probability in bayesian analysis
Communications in Statistics: Theory and Methods | 1988-01-01 | Paper |
Conditions for the insensitivity of the Bayesian posterior distribution to the choice of prior distribution
Statistics & Probability Letters | 1987-01-01 | Paper |
An approximation for analyzing a broad class of implicitly and explicitly defined estimators
Communications in Statistics: Theory and Methods | 1986-01-01 | Paper |
Validation of state-space models from a single realization of non-Gaussian measurements
IEEE Transactions on Automatic Control | 1985-01-01 | Paper |
An implicit function based procedure for analyzing maximum likelihood estimates from nonidentically distributed data
Communications in Statistics: Theory and Methods | 1985-01-01 | Paper |
Asymptotic distribution theory for the kalman filter state estimator
Communications in Statistics: Theory and Methods | 1984-01-01 | Paper |
