Principal Professional Staff
Chair, Applied and Computational Mathematics Program
Applied Physics Laboratory
Department of Applied Mathematics and Statistics
Email: James Spall
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. (2013), “Solutions Manual for Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control ” (195 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: