James C. Spall

Orcid: 0000-0001-8034-8864

According to our database1, James C. Spall authored at least 107 papers between 1994 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
Difference Between Cyclic and Distributed Approach in Stochastic Optimization for Multi-agent System.
CoRR, 2024

Metropolis-Adjusted Langevin Algorithm with SPSA-Approximated Gradients.
Proceedings of the American Control Conference, 2024

2023
Langevin Monte Carlo with SPSA-approximated Gradients.
Proceedings of the 57th Annual Conference on Information Sciences and Systems, 2023

Performance Analysis of Model-Free Control and PID Control on a Class of Nonlinear MIMO Systems.
Proceedings of the 57th Annual Conference on Information Sciences and Systems, 2023

Quantifying the Estimation Error for a Constant-Gain Tracker.
Proceedings of the American Control Conference, 2023

Formal Comparison of Simultaneous Perturbation Stochastic Approximation and Random Direction Stochastic Approximation <sup>∗</sup>.
Proceedings of the American Control Conference, 2023

2022
Discrete Stochastic Optimization for Public Health Interventions with Constraints.
Oper. Res. Forum, November, 2022

Uncertainty Quantification for the Extended and the Deterministic-Gain Kalman Filters.
Proceedings of the American Control Conference, 2022

2021
Improved Monte Carlo Estimation of the Fisher Information Matrix with Independent Perturbations.
Proceedings of the 55th Annual Conference on Information Sciences and Systems, 2021

Connection of Diagonal Hessian Estimates to Natural Gradients in Stochastic Optimization.
Proceedings of the 55th Annual Conference on Information Sciences and Systems, 2021

Comparison between Expected and Observed Fisher Information in Interval Estimation.
Proceedings of the 55th Annual Conference on Information Sciences and Systems, 2021

Model-Free Optimal Control using SPSA with Complex Variables.
Proceedings of the 55th Annual Conference on Information Sciences and Systems, 2021

Probabilistic Bounds for a Class of Filtering Algorithms in the Scalar Case.
Proceedings of the 2021 American Control Conference, 2021

SQP-based Projection SPSA Algorithm for Stochastic Optimization with Inequality Constraints.
Proceedings of the 2021 American Control Conference, 2021

Improved SPSA Using Complex Variables with Applications in Optimal Control Problems.
Proceedings of the 2021 American Control Conference, 2021

2020
Efficient Implementation of Second-Order Stochastic Approximation Algorithms in High-Dimensional Problems.
IEEE Trans. Neural Networks Learn. Syst., 2020

Confidence Intervals with Expected and Observed Fisher Information in the Scalar Case.
Proceedings of the 2020 American Control Conference, 2020

Multilevel Data Integration with Application in Sensor Networks.
Proceedings of the 2020 American Control Conference, 2020

2019
Generalization of a Result of Fabian on the Asymptotic Normality of Stochastic Approximation.
Autom., 2019

Error Estimation for the Particle Filter.
Proceedings of the 53rd Annual Conference on Information Sciences and Systems, 2019

Distribution Estimation for Stochastic Approximation in Finite Samples Using A Surrogate Stochastic Differential Equation Method.
Proceedings of the 53rd Annual Conference on Information Sciences and Systems, 2019

SPSA Method Using Diagonalized Hessian Estimate.
Proceedings of the 58th IEEE Conference on Decision and Control, 2019

Error Analysis for the Particle Filter.
Proceedings of the 2019 American Control Conference, 2019

2018
Modeling Traffic Networks Using Integrated Route and Link Data.
CoRR, 2018

Probabilistic Bounds in Tracking a Discrete-Time Varying Process.
Proceedings of the 57th IEEE Conference on Decision and Control, 2018

A Markovian Framework for Modeling Dynamic Network Traffic.
Proceedings of the 2018 Annual American Control Conference, 2018

Mixed Simultaneous Perturbation Stochastic Approximation for Gradient-Free Optimization with Noisy Measurements.
Proceedings of the 2018 Annual American Control Conference, 2018

Combining Subsystem and Full System Data with Application to Cold-Formed Steel Shear Wall.
Proceedings of the 2018 Annual American Control Conference, 2018

2017
Efficient computation of the Fisher information matrix in the EM algorithm.
Proceedings of the 51st Annual Conference on Information Sciences and Systems, 2017

Beyond the identification of reliability for system with binary subsystems.
Proceedings of the 2017 American Control Conference, 2017

2016
Efficient implementation of enhanced adaptive simultaneous perturbation algorithms.
Proceedings of the 2016 Annual Conference on Information Science and Systems, 2016

Tracking capability of stochastic gradient algorithm with constant gain.
Proceedings of the 55th IEEE Conference on Decision and Control, 2016

Estimating travel time in urban traffic by modeling transportation network systems with binary subsystems.
Proceedings of the 2016 American Control Conference, 2016

Asymptotic normality and efficiency analysis of the cyclic seesaw stochastic optimization algorithm.
Proceedings of the 2016 American Control Conference, 2016

Multi-agent surveillance and tracking using cyclic stochastic gradient.
Proceedings of the 2016 American Control Conference, 2016

2015
Integrated stochastic optimization and statistical experimental design for multi-robot target tracking.
Proceedings of the 2015 Winter Simulation Conference, 2015

Error bound analysis of the least-mean-squares algorithm in linear models.
Proceedings of the 49th Annual Conference on Information Sciences and Systems, 2015

System identification for multi-sensor data fusion.
Proceedings of the American Control Conference, 2015

2014
Identification for Systems With Binary Subsystems.
IEEE Trans. Autom. Control., 2014

Discrete simultaneous perturbation stochastic approximation for resource allocation in public health.
Proceedings of the American Control Conference, 2014

Cyclic stochastic optimization with noisy function measurements.
Proceedings of the American Control Conference, 2014

2013
Maximum likelihood-based estimation of parameters in systems with binary subsystems.
Proceedings of the 47th Annual Conference on Information Sciences and Systems, 2013

Rate of convergence analysis of discrete simultaneous perturbation stochastic approximation algorithm.
Proceedings of the American Control Conference, 2013

Parameter estimation for systems with binary subsystems.
Proceedings of the American Control Conference, 2013

2012
Cyclic Seesaw Process for Optimization and Identification.
J. Optim. Theory Appl., 2012

Asymptotic normality and uncertainty bounds for reliability estimates from subsystem and full system tests.
Proceedings of the American Control Conference, 2012

Relative performance of expected and observed fisher information in covariance estimation for maximum likelihood estimates.
Proceedings of the American Control Conference, 2012

2011
Cyclic seesaw optimization with applications to state-space model identification.
Proceedings of the 45st Annual Conference on Information Sciences and Systems, 2011

Cyclic seesaw optimization and identification.
Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011

Framework for estimating system reliability from full system and subsystem tests with dependence on dynamic inputs.
Proceedings of the 50th IEEE Conference on Decision and Control and European Control Conference, 2011

Discrete simultaneous perturbation stochastic approximation on loss function with noisy measurements.
Proceedings of the American Control Conference, 2011

Inequality-based reliability estimates for complex systems.
Proceedings of the American Control Conference, 2011

2010
Efficient Monte Carlo computation of Fisher information matrix using prior information.
Comput. Stat. Data Anal., 2010

Implementation and application of maximum likelihood reliability estimation from subsystem and full system tests.
Proceedings of the 10th Performance Metrics for Intelligent Systems Workshop, 2010

Convergence analysis for maximum likelihood-based reliability estimation from subsystem and full system tests.
Proceedings of the 49th IEEE Conference on Decision and Control, 2010

Robust test design for reliability estimation with modeling error when combining full system and subsystem tests.
Proceedings of the American Control Conference, 2010

2009
Feedback and Weighting Mechanisms for Improving Jacobian Estimates in the Adaptive Simultaneous Perturbation Algorithm.
IEEE Trans. Autom. Control., 2009

Optimum combination of full system and subsystem tests for estimating the reliability of a system.
Proceedings of the 9th Workshop on Performance Metrics for Intelligent Systems, 2009

On Monte Carlo methods for estimating the fisher information matrix in difficult problems.
Proceedings of the 43rd Annual Conference on Information Sciences and Systems, 2009

Preliminary results in comparing the expected and observed Fisher information for maximum likelihood estimates.
Proceedings of the 43rd Annual Conference on Information Sciences and Systems, 2009

Preliminary results on relative performance of expected and observed fisher information.
Proceedings of the 48th IEEE Conference on Decision and Control, 2009

System reliability estimation and confidence regions from subsystem and full system tests.
Proceedings of the American Control Conference, 2009

Stopping small-sample stochastic approximation.
Proceedings of the American Control Conference, 2009

2008
Robust Neural Network Tracking Controller Using Simultaneous Perturbation Stochastic Approximation.
IEEE Trans. Neural Networks, 2008

Asymptotic Sampling Distribution for Polynomial Chaos Representation from Data: A Maximum Entropy and Fisher Information Approach.
SIAM J. Sci. Comput., 2008

Stochastic optimisation with inequality constraints using simultaneous perturbations and penalty functions.
Int. J. Control, 2008

Reliability estimation and confidence regions from subsystem and full system tests via maximum likelihood.
Proceedings of the 8th Workshop on Performance Metrics for Intelligent Systems, 2008

Improved methods for Monte Carlo estimation of the fisher information matrix.
Proceedings of the American Control Conference, 2008

2007
An efficient calculation of Fisher information matrix: Monte Carlo approach using prior information.
Proceedings of the 46th IEEE Conference on Decision and Control, 2007

Variance of Bounds in Inequality-Based Reliability Estimates.
Proceedings of the American Control Conference, 2007

2006
Convergence Analysis for Feedback-and Weighting-Based Jacobian Estimates in the Adaptive Simultaneous Perturbation Algorithm.
Proceedings of the 45th IEEE Conference on Decision and Control, 2006

Asymptotic Sampling Distribution for Polynomial Chaos Representation of Data: A Maximum Entropy and Fisher information approach.
Proceedings of the 45th IEEE Conference on Decision and Control, 2006

Seesaw method for combining parameter estimates.
Proceedings of the American Control Conference, 2006

Feedback and weighting mechanisms for improving Jacobian (Hessian) estimates in the adaptive simultaneous perturbation algorithm.
Proceedings of the American Control Conference, 2006

2005
A Method for Stopping Nonconvergent Stochastic Approximation Processes.
Proceedings of the 44th IEEE IEEE Conference on Decision and Control and 8th European Control Conference Control, 2005

Formal basis for algorithm comparisons in stochastic optimization.
Proceedings of the American Control Conference, 2005

2004
Use of the Kalman filter for inference in state-space models with unknown noise distributions.
IEEE Trans. Autom. Control., 2004

Stochastic approximation in finite samples using surrogate processes.
Proceedings of the 43rd IEEE Conference on Decision and Control, 2004

Cramer-Rao bounds and Monte Carlo calculation of the Fisher information matrix in difficult problems.
Proceedings of the 2004 American Control Conference, 2004

Inequality-based estimates of systems reliability.
Proceedings of the 2004 American Control Conference, 2004

2003
Stochastic optimization with inequality constraints using simultaneous perturbations and penalty functions.
Proceedings of the 42nd IEEE Conference on Decision and Control, 2003

Robust neural network tracking controller using simultaneous perturbation stochastic approximation.
Proceedings of the 42nd IEEE Conference on Decision and Control, 2003

Rate of convergence in evolutionary computation.
Proceedings of the American Control Conference, 2003

Monte Carlo-based computation of the Fisher information matrix in nonstandard settings.
Proceedings of the American Control Conference, 2003

Introduction to stochastic search and optimization - estimation, simulation, and control.
Wiley-Interscience series in discrete mathematics and optimization, Wiley, ISBN: 978-0-471-72213-7, 2003

2002
Theoretical framework for comparing several popular stochastic optimization approaches.
Proceedings of the American Control Conference, 2002

Estimation via Markov chain Monte Carlo.
Proceedings of the American Control Conference, 2002

2001
Computable bounds on the rate of convergence in evolutionary computation.
Proceedings of the American Control Conference, 2001

2000
Adaptive stochastic approximation by the simultaneous perturbation method.
IEEE Trans. Autom. Control., 2000

First Results on Formal Comparison of Several Stochastic Optimization Algorithms.
Proceedings of the Proceedings 33th Annual Simulation Symposium (SS 2000), 2000

Some theoretical comparisons of stochastic optimization approaches.
Proceedings of the American Control Conference, 2000

Inequality-based reliability estimates for complex systems.
Proceedings of the American Control Conference, 2000

1999
Correction to "Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation".
IEEE Trans. Autom. Control., 1999

Review Of Stochastic Approximation Algorithms And Applications [Book Reviews].
Proc. IEEE, 1999

Stochastic optimization and the simultaneous perturbation method.
Proceedings of the 31st conference on Winter simulation: Simulation, 1999

Theoretical comparisons of evolutionary computation and other optimization approaches.
Proceedings of the 1999 Congress on Evolutionary Computation, 1999

1998
Model-free control of nonlinear stochastic systems with discrete-time measurements.
IEEE Trans. Autom. Control., 1998

Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation.
IEEE Trans. Autom. Control., 1998

1997
A neural network controller for systems with unmodeled dynamics with applications to wastewater treatment.
IEEE Trans. Syst. Man Cybern. Part B, 1997

A one-measurement form of simultaneous perturbation stochastic approximation.
Autom., 1997

1996
Model-free control of nonlinear stochastic systems in discrete time.
Proceedings of International Conference on Neural Networks (ICNN'96), 1996

A neural network approach to nondestructive evaluation of complex structures, with application to highway bridges.
Proceedings of International Conference on Neural Networks (ICNN'96), 1996

1995
The Kantorovich inequality for error analysis of the Kalman filter with unknown noise distributions.
Autom., 1995

Uncertainties for recursive estimators in nonlinear state-space models, with applications to epidemiology.
Autom., 1995

Stochastic Version of Second-Order (Newton-Raphson) Optimization Using only Function Measurements.
Proceedings of the 27th conference on Winter simulation, 1995

1994
Sensitivity of a Bayesian Analysis to the Prior Distribution.
IEEE Trans. Syst. Man Cybern. Syst., 1994

Developments in stochastic optimization algorithms with gradient approximations based on function measurements.
Proceedings of the 26th conference on Winter simulation, 1994


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