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'''[[Main Page|Home]] * [[People]] * James C. Spall'''
[[FILE:JamesCSpall.jpg|border|right|thumb|link=http://www.ams.jhu.edu/~spall/Personal/| James C. Spall <ref>[http://www.ams.jhu.edu/~spall/Personal/ James C. Spall]</ref> ]]
'''James C. Spall''',<br/>
an American systems engineer, Ph.D. in 1983 from [https://en.wikipedia.org/wiki/University_of_Virginia University of Virginia], research professor at [https://en.wikipedia.org/wiki/Johns_Hopkins_University Johns Hopkins University],
and member of the principal professional staff at the JHU applied physics laboratory, and chair of the applied and computational mathematics program within the [https://en.wikipedia.org/wiki/Whiting_School_of_Engineering Whiting School of Engineering] <ref>[http://www.ams.jhu.edu/~spall/Personal/Spall_CV.pdf CV of James C. Spall] (pdf)</ref>. His research interests include [https://en.wikipedia.org/wiki/Stochastic_process stochastic systems], [https://en.wikipedia.org/wiki/Estimation_theory parameter estimation], [https://en.wikipedia.org/wiki/Stochastic_optimization stochastic optimization], [https://en.wikipedia.org/wiki/Monte_Carlo_method Monte Carlo methods] and [https://en.wikipedia.org/wiki/Simulation simulation], [[Neural Networks|neural networks]], [https://en.wikipedia.org/wiki/Control_system control systems], [https://en.wikipedia.org/wiki/Mathematical_model mathematical modeling], [https://en.wikipedia.org/wiki/System_identification system identification] and [https://en.wikipedia.org/wiki/Kalman_filter Kalman filtering], [https://en.wikipedia.org/wiki/Mathematical_statistics mathematical statistics], [https://en.wikipedia.org/wiki/Mathematical_optimization optimization theory], [https://en.wikipedia.org/wiki/Uncertainty uncertainty calculation], and [https://en.wikipedia.org/wiki/Reliability_engineering reliability analysis] <ref>[http://www.ams.jhu.edu/~spall/Personal/ James C. Spall]</ref>. In particular, James C. Spall devised and elaborated on the [[SPSA]] algorithm <ref>[http://www.jhuapl.edu/spsa/ SPSA Algorithm] by [[James C. Spall]]</ref>.
=Selected Publications=
<ref>[https://dblp.uni-trier.de/pers/hd/s/Spall:James_C= dblp: James C. Spall]</ref>
==1987 ...==
* [[James C. Spall]] ('''1987'''). ''A Stochastic Approximation Technique for Generating Maximum Likelihood Parameter Estimates''. [http://ieeexplore.ieee.org/xpl/mostRecentIssue.jsp?punumber=4789283 Proceedings of the American Control Conference], [https://en.wikipedia.org/wiki/Minneapolis Minneapolis, MN], [http://www.jhuapl.edu/spsa/PDF-SPSA/Spall_A_Stochastic_Approximation.PDF pdf reprint]
==1990 ...==
* [[James C. Spall]] ('''1992'''). ''Multivariate Stochastic Approximation Using a Simultaneous Perturbation Gradient Approximation''. [[IEEE#TAC|IEEE Transactions on Automatic Control]], Vol. 37, No. 3, [https://www.jhuapl.edu/spsa/PDF-SPSA/Spall_TAC92.pdf pdf]
* [[James C. Spall]] ('''1997'''). ''A one-measurement form of SPSA''. [http://www.journals.elsevier.com/automatica Automatica], Vol. 33, No. 1, [http://www.jhuapl.edu/spsa/PDF-SPSA/automatica97_one_measSPSA.pdf pdf]
* [[James C. Spall]] ('''1998'''). ''An Overview of the Simultaneous Perturbation Method for Efficient Optimization''. [http://www.jhuapl.edu/techdigest/ Johns Hopkins APL Technical Digest], Vol. 19, No. 4, [http://www.jhuapl.edu/spsa/PDF-SPSA/Spall_An_Overview.PDF pdf]
* [[James C. Spall]] ('''1998'''). ''Implementation of the Simultaneous Perturbation Algorithm for Stochastic Optimization''. [[IEEE#TOCAES|IEEE Transactions on Aerospace and Electronic Systems]], Vol. 34, No. 3, [http://www.jhuapl.edu/spsa/PDF-SPSA/Spall_Implementation_of_the_Simultaneous.PDF pdf]
* [[James C. Spall]] ('''1999'''). ''Stochastic Optimization: Stochastic Approximation and Simulated Annealing''. in [https://en.wikipedia.org/wiki/John_G._Webster John G. Webster] (ed.) ('''1999'''). [http://onlinelibrary.wiley.com/book/10.1002/047134608X Encyclopedia of Electrical and Electronics Engineering], Vol. 20, [https://en.wikipedia.org/wiki/John_Wiley_%26_Sons John Wiley & Sons], [http://www.jhuapl.edu/spsa/PDF-SPSA/Spall_Stochastic_Optimization.PDF pdf]
==2000 ...==
* [[James C. Spall]] ('''2000'''). ''Adaptive stochastic approximation by the simultaneous perturbation method''. [[IEEE#TAC|IEEE Transactions on Automatic Control]], Vol. 45, No. 10, [http://www.jhuapl.edu/spsa/PDF-SPSA/Spall_TAC00.pdf pdf]
* [[James C. Spall]] ('''2003'''). ''[https://www.jhuapl.edu/ISSO/ Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control]''. [https://en.wikipedia.org/wiki/John_Wiley_%26_Sons Wiley], [https://en.wikipedia.org/wiki/Hoboken,_New_Jersey Hoboken, NJ]
* [[James C. Spall]] ('''2005'''). ''Monte Carlo Computation of the Fisher Information Matrix in Nonstandard Settings''. Journal of Computational and Graphical Statistics, Vol. 14, No. 4, [http://www.jhuapl.edu/SPSA/PDF-SPSA/Spall_JCGS05_000.pdf pdf]
* [https://dblp.uni-trier.de/pers/hd/s/Song_0001:Qing Qing Song], [[James C. Spall]], [http://dblp.uni-trier.de/pers/hd/s/Soh:Yeng_Chai Yeng Chai Soh], [http://dblp.uni-trier.de/pers/hd/n/Ni:Jie Jie Ni] ('''2008'''). ''Robust Neural Network Tracking Controller Using Simultaneous Perturbation Stochastic Approximation''. [[IEEE#NN|IEEE Transactions on Neural Networks]], Vol. 19, No. 5, [https://pdfs.semanticscholar.org/3f2a/4d69ca8adbbc072d82af58b3c750621d36ab.pdf 2003 pdf]
==2010 ...==
* [[James C. Spall]] ('''2012'''). ''Stochastic Optimization''. in [[Mathematician#JEGentle|James E. Gentle]], [[Mathematician#WKHaerdle|Wolfgang Karl Härdle]] ('''2012'''). ''[https://www.springer.com/gp/book/9783642215506 Handbook of Computational Statistics: Concepts and Methods]''. [https://en.wikipedia.org/wiki/Springer_Science%2BBusiness_Media Springer], [http://www.jhuapl.edu/spsa/Comp_Stat_handbook_2nd-edition_Spall.pdf pdf]
* [[Qi Wang]], [[James C. Spall]] ('''2013'''). ''[https://ieeexplore.ieee.org/document/6580576 Rate of convergence analysis of discrete simultaneous perturbation stochastic approximation algorithm]''. [https://dblp.uni-trier.de/db/conf/amcc/acc2013.html ACC 2013]
* [[James C. Spall]] ('''2014'''). ''Identification for Systems With Binary Subsystems''. [[IEEE#TAC|IEEE Transactions on Automatic Control]], Vol. 59, No. 1
* [https://scholar.google.com/citations?user=nqDASHMAAAAJ Pushpendre Rastogi], [https://dblp.uni-trier.de/pers/hd/z/Zhu:Jingyi Jingyi Zhu], [[James C. Spall]] ('''2016'''). ''Efficient implementation of Enhanced Adaptive Simultaneous Perturbation Algorithms''. [http://dblp.uni-trier.de/db/conf/ciss/ciss2016.html#RastogiZS16 CISS 2016], [http://www.cs.jhu.edu/~prastog3/res/rastogi2016efficient.pdf pdf]
=External Links=
* [http://www.ams.jhu.edu/~spall/Personal/ James C. Spall]
* [http://www.jhuapl.edu/spsa/ SPSA Algorithm] by [[James C. Spall]]
* <span id="Video"></span>[https://youtu.be/kVJQkmYU2VA NIPS 2012 Tutoral - Stochastic Search and Optimization] by [[James C. Spall]], [https://en.wikipedia.org/wiki/YouTube YouTube] Video
: {{#evu:https://www.youtube.com/watch?v=kVJQkmYU2VA|alignment=left|valignment=top}}
=References=
<references />
'''[[People|Up one level]]'''
[[Category:Mathematician|Spall]]
[[Category:Researcher|Spall]]
[[FILE:JamesCSpall.jpg|border|right|thumb|link=http://www.ams.jhu.edu/~spall/Personal/| James C. Spall <ref>[http://www.ams.jhu.edu/~spall/Personal/ James C. Spall]</ref> ]]
'''James C. Spall''',<br/>
an American systems engineer, Ph.D. in 1983 from [https://en.wikipedia.org/wiki/University_of_Virginia University of Virginia], research professor at [https://en.wikipedia.org/wiki/Johns_Hopkins_University Johns Hopkins University],
and member of the principal professional staff at the JHU applied physics laboratory, and chair of the applied and computational mathematics program within the [https://en.wikipedia.org/wiki/Whiting_School_of_Engineering Whiting School of Engineering] <ref>[http://www.ams.jhu.edu/~spall/Personal/Spall_CV.pdf CV of James C. Spall] (pdf)</ref>. His research interests include [https://en.wikipedia.org/wiki/Stochastic_process stochastic systems], [https://en.wikipedia.org/wiki/Estimation_theory parameter estimation], [https://en.wikipedia.org/wiki/Stochastic_optimization stochastic optimization], [https://en.wikipedia.org/wiki/Monte_Carlo_method Monte Carlo methods] and [https://en.wikipedia.org/wiki/Simulation simulation], [[Neural Networks|neural networks]], [https://en.wikipedia.org/wiki/Control_system control systems], [https://en.wikipedia.org/wiki/Mathematical_model mathematical modeling], [https://en.wikipedia.org/wiki/System_identification system identification] and [https://en.wikipedia.org/wiki/Kalman_filter Kalman filtering], [https://en.wikipedia.org/wiki/Mathematical_statistics mathematical statistics], [https://en.wikipedia.org/wiki/Mathematical_optimization optimization theory], [https://en.wikipedia.org/wiki/Uncertainty uncertainty calculation], and [https://en.wikipedia.org/wiki/Reliability_engineering reliability analysis] <ref>[http://www.ams.jhu.edu/~spall/Personal/ James C. Spall]</ref>. In particular, James C. Spall devised and elaborated on the [[SPSA]] algorithm <ref>[http://www.jhuapl.edu/spsa/ SPSA Algorithm] by [[James C. Spall]]</ref>.
=Selected Publications=
<ref>[https://dblp.uni-trier.de/pers/hd/s/Spall:James_C= dblp: James C. Spall]</ref>
==1987 ...==
* [[James C. Spall]] ('''1987'''). ''A Stochastic Approximation Technique for Generating Maximum Likelihood Parameter Estimates''. [http://ieeexplore.ieee.org/xpl/mostRecentIssue.jsp?punumber=4789283 Proceedings of the American Control Conference], [https://en.wikipedia.org/wiki/Minneapolis Minneapolis, MN], [http://www.jhuapl.edu/spsa/PDF-SPSA/Spall_A_Stochastic_Approximation.PDF pdf reprint]
==1990 ...==
* [[James C. Spall]] ('''1992'''). ''Multivariate Stochastic Approximation Using a Simultaneous Perturbation Gradient Approximation''. [[IEEE#TAC|IEEE Transactions on Automatic Control]], Vol. 37, No. 3, [https://www.jhuapl.edu/spsa/PDF-SPSA/Spall_TAC92.pdf pdf]
* [[James C. Spall]] ('''1997'''). ''A one-measurement form of SPSA''. [http://www.journals.elsevier.com/automatica Automatica], Vol. 33, No. 1, [http://www.jhuapl.edu/spsa/PDF-SPSA/automatica97_one_measSPSA.pdf pdf]
* [[James C. Spall]] ('''1998'''). ''An Overview of the Simultaneous Perturbation Method for Efficient Optimization''. [http://www.jhuapl.edu/techdigest/ Johns Hopkins APL Technical Digest], Vol. 19, No. 4, [http://www.jhuapl.edu/spsa/PDF-SPSA/Spall_An_Overview.PDF pdf]
* [[James C. Spall]] ('''1998'''). ''Implementation of the Simultaneous Perturbation Algorithm for Stochastic Optimization''. [[IEEE#TOCAES|IEEE Transactions on Aerospace and Electronic Systems]], Vol. 34, No. 3, [http://www.jhuapl.edu/spsa/PDF-SPSA/Spall_Implementation_of_the_Simultaneous.PDF pdf]
* [[James C. Spall]] ('''1999'''). ''Stochastic Optimization: Stochastic Approximation and Simulated Annealing''. in [https://en.wikipedia.org/wiki/John_G._Webster John G. Webster] (ed.) ('''1999'''). [http://onlinelibrary.wiley.com/book/10.1002/047134608X Encyclopedia of Electrical and Electronics Engineering], Vol. 20, [https://en.wikipedia.org/wiki/John_Wiley_%26_Sons John Wiley & Sons], [http://www.jhuapl.edu/spsa/PDF-SPSA/Spall_Stochastic_Optimization.PDF pdf]
==2000 ...==
* [[James C. Spall]] ('''2000'''). ''Adaptive stochastic approximation by the simultaneous perturbation method''. [[IEEE#TAC|IEEE Transactions on Automatic Control]], Vol. 45, No. 10, [http://www.jhuapl.edu/spsa/PDF-SPSA/Spall_TAC00.pdf pdf]
* [[James C. Spall]] ('''2003'''). ''[https://www.jhuapl.edu/ISSO/ Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control]''. [https://en.wikipedia.org/wiki/John_Wiley_%26_Sons Wiley], [https://en.wikipedia.org/wiki/Hoboken,_New_Jersey Hoboken, NJ]
* [[James C. Spall]] ('''2005'''). ''Monte Carlo Computation of the Fisher Information Matrix in Nonstandard Settings''. Journal of Computational and Graphical Statistics, Vol. 14, No. 4, [http://www.jhuapl.edu/SPSA/PDF-SPSA/Spall_JCGS05_000.pdf pdf]
* [https://dblp.uni-trier.de/pers/hd/s/Song_0001:Qing Qing Song], [[James C. Spall]], [http://dblp.uni-trier.de/pers/hd/s/Soh:Yeng_Chai Yeng Chai Soh], [http://dblp.uni-trier.de/pers/hd/n/Ni:Jie Jie Ni] ('''2008'''). ''Robust Neural Network Tracking Controller Using Simultaneous Perturbation Stochastic Approximation''. [[IEEE#NN|IEEE Transactions on Neural Networks]], Vol. 19, No. 5, [https://pdfs.semanticscholar.org/3f2a/4d69ca8adbbc072d82af58b3c750621d36ab.pdf 2003 pdf]
==2010 ...==
* [[James C. Spall]] ('''2012'''). ''Stochastic Optimization''. in [[Mathematician#JEGentle|James E. Gentle]], [[Mathematician#WKHaerdle|Wolfgang Karl Härdle]] ('''2012'''). ''[https://www.springer.com/gp/book/9783642215506 Handbook of Computational Statistics: Concepts and Methods]''. [https://en.wikipedia.org/wiki/Springer_Science%2BBusiness_Media Springer], [http://www.jhuapl.edu/spsa/Comp_Stat_handbook_2nd-edition_Spall.pdf pdf]
* [[Qi Wang]], [[James C. Spall]] ('''2013'''). ''[https://ieeexplore.ieee.org/document/6580576 Rate of convergence analysis of discrete simultaneous perturbation stochastic approximation algorithm]''. [https://dblp.uni-trier.de/db/conf/amcc/acc2013.html ACC 2013]
* [[James C. Spall]] ('''2014'''). ''Identification for Systems With Binary Subsystems''. [[IEEE#TAC|IEEE Transactions on Automatic Control]], Vol. 59, No. 1
* [https://scholar.google.com/citations?user=nqDASHMAAAAJ Pushpendre Rastogi], [https://dblp.uni-trier.de/pers/hd/z/Zhu:Jingyi Jingyi Zhu], [[James C. Spall]] ('''2016'''). ''Efficient implementation of Enhanced Adaptive Simultaneous Perturbation Algorithms''. [http://dblp.uni-trier.de/db/conf/ciss/ciss2016.html#RastogiZS16 CISS 2016], [http://www.cs.jhu.edu/~prastog3/res/rastogi2016efficient.pdf pdf]
=External Links=
* [http://www.ams.jhu.edu/~spall/Personal/ James C. Spall]
* [http://www.jhuapl.edu/spsa/ SPSA Algorithm] by [[James C. Spall]]
* <span id="Video"></span>[https://youtu.be/kVJQkmYU2VA NIPS 2012 Tutoral - Stochastic Search and Optimization] by [[James C. Spall]], [https://en.wikipedia.org/wiki/YouTube YouTube] Video
: {{#evu:https://www.youtube.com/watch?v=kVJQkmYU2VA|alignment=left|valignment=top}}
=References=
<references />
'''[[People|Up one level]]'''
[[Category:Mathematician|Spall]]
[[Category:Researcher|Spall]]
