Principal Professional Staff
Chair, Applied and Computational Mathematics Program
Applied Physics Laboratory
Department of Applied Mathematics and Statistics
Email: James Spall
Telephone: 443-778-4960 (at
Fax: 443-778-8110 (at JHU/APL)
Stochastic systems; parameter estimation; stochastic optimization; Monte Carlo methods and simulation; neural networks; control systems; mathematical modeling; system identification and Kalman filtering; mathematical statistics; optimization theory; uncertainty calculation; reliability analysis.
I teach courses in the Department of Applied Mathematics and Statistics (AMS), the Applied and Computational Mathematics (ACM) Program (within JHU Engineering for Professionals), and the JHU/APL Strategic Education Program (non-credit courses for JHU/APL staff members). Selected recent credit courses are listed below:
Spall, J. C. (2003), Introduction
to Stochastic Search and Optimization: Estimation, Simulation, and Control,
Spall, J. C. (2012), “Solutions Manual for Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control ” (185 pages).
J. C. (editor and coauthor) (1988), Bayesian Analysis of Time Series and
Dynamic Models, Marcel Dekker,
Web site for simultaneous perturbation stochastic approximation (SPSA) algorithm: