James C. Spall

Principal Professional Staff

(JHU Applied Physics Laboratory)

Research Professor

(JHU Department of Applied Mathematics and Statistics)

Chair, Applied and Computational Mathematics Program

(JHU Engineering Programs for Professionals)

Offices

The Johns Hopkins University

Applied Physics Laboratory

11100 Johns Hopkins Rd.

Laurel, MD 20723-6099

Department of Applied Mathematics and Statistics

The Johns Hopkins University

Whitehead Hall

Baltimore, MD 21218-2682

Email: James Spall

Telephone: 443-778-4960 (at JHU/APL)
Fax: 443-778-8110 (at JHU/APL)

Research Interests and Professional Biography

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.

Professional biography.

Teaching

I teach courses in the Department of Applied Mathematics and Statistics (AMS), the Applied and Computational Mathematics (ACM) Program (within the Engineering Programs for Professionals), and the JHU/APL Strategic Education Program (non-credit courses for JHU/APL staff members). Some of the courses are listed below:

550.790, Stochastic Methods for Modeling, Optimization, and Simulation (Spring 2005 in the AMS Department)
550.790, Neural Networks and Feedback Control Systems (Fall 2005 in the AMS Department)
550.663, Stochastic Search and Optimization (Spring 2006 in the AMS Department)
550.664, Modeling, Simulation, and Monte Carlo (Fall 2006 in the AMS Department)
625.743, Stochastic Optimization and Control (Spring 2007 in the ACM Program)
550.730, Roundtable in Likelihood Methods and Monte Carlo Algorithms (Spring 2007 in the AMS Department)
625.744, Simulation and Monte Carlo Methods (Fall 2007 in the ACM Program)

Publications and Related Web Sites

Books

Spall, J. C. (2003), Introduction to Stochastic Search and Optimization: Estimation, Simulation, and Control, Wiley, Hoboken, NJ (618 pages). (Book Web site: www.jhuapl.edu/ISSO)

Spall, J. C. (editor and coauthor) (1988), Bayesian Analysis of Time Series and Dynamic Models, Marcel Dekker, New York (576 pages).

List of publications and patents

Web site for simultaneous perturbation stochastic approximation (SPSA) algorithm: