Chair, Applied and Computational Mathematics Program
Co-Chair, Data Science Program
Applied Physics Laboratory
11100 Johns Hopkins Rd.
Department of Applied Mathematics and Statistics
Email: James Spall
Telephone: 443-778-4960 (at
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 in AMS are listed below:
Spall, J. C. (2003), Introduction to
Stochastic Search and Optimization: Estimation, Simulation, and Control,
Spall, J. C. (2017), “Solutions Manual for Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control ” (235 pages).
Spall, J. C. (editor and coauthor) (1988), Bayesian Analysis of Time Series and Dynamic Models, Marcel Dekker, New York (576 pages).
Web site for simultaneous perturbation stochastic approximation (SPSA) algorithm: