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- Bayesian Analysis of Time Series and Dynamic Models (1988)

- Bayesian analysis of time series and dynamic models (1988)

- System identification for multi-sensor data fusion. Proceedings of the American Control Conference 2015. 2015:3931-3936 .
- Error bound analysis of the least-mean-squares algorithm in linear models. 49th Annual Conference on Information Sciences and Systems (CISS) 2015. 2015:NA-NA .
- Cyclic stochastic optimization with noisy function measurements. Proceedings of the American Control Conference 2014. 2014:5204-5209 .
- Discrete simultaneous perturbation stochastic approximation for resource allocation in public health. Proceedings of the American Control Conference 2014. 2014:3639-3644 .
- Identification for systems with binary subsystems. IEEE Transactions on Automatic Control 2014. 59:3-17 .
- Inequality-based reliability estimates for complex systems. Naval Research Logistics (NRL) 2013. 60:367-374 .
- Stochastic optimization. .
- Robust test design for reliability estimation with modeling error when combining full system and subsystem tests. Proceedings of the American Control Conference 2010. :3741-3746 .
- Factorial design for efficient experimentation: Generating informative data for system identification. IEEE Control Systems Magazine 2010. 30:38-53 .
- Efficient Monte Carlo computation of Fisher information matrix using prior information. Computational Statistics & Data Analysis 2010. 54:272-289 .
- Feedback and weighting mechanisms for improving Jacobian estimates in the adaptive simultaneous perturbation algorithm. IEEE Transactions on Automatic Control 2009. 54:1216-1229 .
- Stopping small-sample stochastic approximation. Proceedings of the American Control Conference 2009. :26-31 .
- Preliminary results on relative performance of expected and observed Fisher information. Proceedings of the American Control Conference 2009. :1538-1543 .
- System reliability estimation and confidence regions from subsystem and full system tests. Proceedings of the American Control Conference 2009. :5067-5072 .
- Improved methods for Monte Carlo estimation of the Fisher information matrix. Proceedings of the American Control Conference 2008. :2395-2400 .
- Robust neural network tracking controller using simultaneous perturbation stochastic approximation. IEEE Transactions on Neural Networks 2008. 19:817-835 .
- An efficient calculation of Fisher information matrix: Monte Carlo approach using prior information. .
- Variance of bounds in inequality-based reliability estimates. Proceedings of the American Control Conference 2007. :2320-2321 .
- Feedback and weighting mechanisms for improving Jacobian (Hessian) estimates in the adaptive simultaneous perturbation algorithm. .
- Seesaw method for combining parameter estimates. .
- Convergence analysis for feedback- and weighting-based Jacobian estimates in the adaptive simultaneous perturbation algorithm. .
- Formal basis for algorithm comparisons in stochastic optimization. .
- Monte Carlo computation of the Fisher information matrix in nonstandard settings. Journal of Computational and Graphical Statistics 2005. 14:889-909 .
- Simultaneous perturbation optimization for efficient image restoration. IEEE Transactions on Aerospace and Electronic Systems 2005. 41:356-361 .
- Use of the Kalman filter for inference in state-space models with unknown noise distributions. IEEE Transactions on Automatic Control 2004. 49:87-90 .
- Stochastic optimization. .
- Estimation via Markov chain Monte Carlo. IEEE Control Systems Magazine 2003. 23:34-45 .
- Theoretical framework for comparing several popular stochastic optimization approaches. .
- Estimation via Markov chain Monte Carlo. .
- A modified second-order SPSA optimization algorithm for finite samples. International Journal of Adaptive Control and Signal Processing 2002. 16:397-409 .
- Some theoretical comparisons of stochastic optimization approaches. .
- Inequality-based reliability estimates for complex systems. .
- Adaptive stochastic approximation by the simultaneous perturbation method. IEEE Transactions on Automatic Control 2000. 45:1839-1853 .
- The information matrix in control: Computation and some applications. .
- Adaptive model fitting with time-varying input variables. .
- Evaluation of system-wide traffic signal control using stochastic optimization and neural networks. .
- Simulation-based optimization with stochastic approximation using common random numbers. Management Science 1999. 45:1570-1578 .
- Stochastic optimization and the simultaneous perturbation method. .
- A constrained simultaneous perturbation stochastic approximation algorithm based on penalty functions. .
- Resampling-based calculation of the information matrix for general identification problems. .
- Optimal sensor configuration for complex systems. .
- Implementation of the simultaneous perturbation algorithm for stochastic optimization. IEEE Transactions on Aerospace and Electronic Systems 1998. 34:817-823 .
- Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation (Corr: 1999V44 p231-232). IEEE Transactions on Automatic Control 1998. 43:1480-1484 .
- Inequality-based reliability estimates for complex systems. .
- Adaptive stochastic approximation by the simultaneous perturbation method. .
- Model-free control of nonlinear stochastic systems with discrete-time measurements. IEEE Transactions on Automatic Control 1998. 43:1198-1210 .
- Traffic-responsive signal timing for system-wide traffic control. Transportation Research, Part C: Emerging Technologies 1997. 5:153-163 .
- Uncertainty bounds in system identification with limited data. .
- Traffic-responsive signal timing for system-wide traffic control. .
- A neural network controller for systems with unmodeled dynamics with applications to wastewater treatment. IEEE Transactions on Systems, Man, and Cybernetics 1997. 27:369-375 .
- A one-measurement form of simultaneous perturbation stochastic approximation. Automatica 1997. 33:109-112 .
- Use of the Kalman filter for inference in state-space models with unknown noise distributions. .
- Regression analysis as an aid in making oboe reeds. Journal of Testing and Evaluation 1997. 25:439-444 .
- Optimal random perturbations for stochastic approximation using a simultaneous perturbation gradient approximation. .
- Stochastic version of second-order (Newton-Raphson) optimization using only function measurements. .
- Uncertainties for recursive estimators in nonlinear state-space models, with applications to epidemiology. Automatica 1995. 31:1889-1892 .
- Uncertainty bounds for parameter identification with small sample sizes. .
- The Kantorovich inequality for error analysis of the Kalman filter with unknown noise distributions. Automatica 1995. 31:1513-1517 .
- The Kantorovich inequality for error analysis of the Kalman filter with unknown noise distribution. Automatica 1995. 31:1513-1517 .
- Model-free control of nonlinear stochastic systems in discrete time. .
- Developments in stochastic optimization algorithms with gradient approximations based on function measurements. .
- Sensitivity of a Bayesian analysis to the prior distribution. IEEE Transactions on Systems, Man, and Cybernetics 1994. 24:216-221 .
- A second order stochastic approximation algorithm using only function measurements. .
- Uncertainty bounds for multivariate $M$-estimates in small samples. .
- A model-free approach to optimal signal light timing for system-wide traffic control. .
- Nonlinear adaptive control using neural networks: Estimation with a smoothed form of simultaneous perturbation gradient approximation. Statistica Sinica 1994. 4:1-27 .
- THE DISTRIBUTION OF NONSTATIONARY AUTOREGRESSIVE PROCESSES UNDER GENERAL NOISE CONDITIONS. Journal of Time Series Analysis 1993. 14:317-330 .
- Model-free control of general discrete-time systems. .
- The distribution of nonstationary autoregressive processes under general noise conditions (Corr: V15 p550). Journal of Time Series Analysis 1993. 14:317-330 .
- Direct adaptive control of nonlinear systems using neural networks and stochastic approximation. .
- Multivariate stochastic approximation using a simultaneous perturbation gradient approximation. IEEE Transactions on Automatic Control 1992. 37:332-341 .
- A feasible Bayesian estimator of quantiles for projectile accuracy from non-i.i.d. data. Journal of the American Statistical Association 1992. 87:676-681 .
- Confidence bounds for the estimation error in adaptive Kalman-type filters. .
- Comment on ``That BLUP is a good thing: The estimation of random effects''. Statistical Science 1991. 6:39-41 .
- Efficient weight estimation in neural networks for adaptive control. .
- Properties of non-Gaussian autoregressive processes with applications to Kalman filtering. .
- [That BLUP is a Good Thing: The Estimation of Random Effects]: Comment: The Kalman Filter and BLUP. Statistical Science 1991. 6:39-41 .
- Parameter identification for state-space models with nuisance parameters. IEEE Transactions on Aerospace and Electronic Systems 1990. 26:992-998 .
- Multivariate stochastic approximation using a simultaneous perturbation gradient approximation. .
- Weak convergence and the exponential rate of concentration for posterior density functions. Statistics & Probability Letters 1990. 10:273-278 .
- Least-informative Bayesian prior distributions for finite samples based on information theory. IEEE Transactions on Automatic Control 1990. 35:580-583 .
- First-order data sensitivity measures with applications to a multivariate signal-plus-noise problem. Computational Statistics & Data Analysis 1990. 9:297-307 .
- Least-informative Bayesian prior distributions for finite samples based on information theory. .
- Some preliminary results on computable Berry-Esseen bounds for maximum likelihood estimates. .
- Identification of state-space parameters in the presence of uncertain nuisance parameters. .
- A stochastic approximation algorithm for large-dimensional systems in the Kiefer-Wolfowitz setting. .
- Parameter estimation and uncertainty calculation in the presence of uncertain nuisance parameters: An application to state-space models. .
- Effect of imprecisely known nuisance parameters on estimates of primary parameters. Communications in Statistics: Theory and Methods 1989. 18:219-237 .
- A stochastic approximation algorithm for large-dimensional systems in the Kiefer-Wolfowitz setting. .
- A Bayesian procedure for isolating misspecified parameters in large-scale models. .
- Bayesian error isolation for models of large-scale systems. IEEE Transactions on Automatic Control 1988. 33:341-347 .
- Some preliminary results on inference and confidence intervals in non-Gaussian state-space models. .
- Effect of the sample on the posterior probability in Bayesian analysis. Communications in Statistics: Theory and Methods 1988. 17:1811-1827 .
- Shannon information-theoretic priors for state-space model parameters. .
- A stochastic approximation technique for generating maximum likelihood parameter estimates. .
- Bayesian estimation of quantiles of circular error from non-i.i.d. data. .
- Noninformative Bayesian priors for large samples based on Shannon information theory. .
- Conditions for the insensitivity of the Bayesian posterior distribution to the choice of prior distribution. Statistics & Probability Letters 1987. 5:401-407 .
- An efficient multistep stochastic approximation algorithm. .
- An approximation for analyzing a broad class of implicitly and explicitly defined estimators. Communications in Statistics: Theory and Methods 1986. 15:3747-3762 .
- The posterior probability as a function of subsets of data. .
- On the sensitivity of posterior to prior in Bayesian analysis. .
- Effect of uncertain ancillary parameters on maximum likelihood estimates in dynamic models. .
- Noninformative Bayesian priors for a class of dynamic models. .
- An approach to isolating sources of errors in invalid state space models based on stochastic approximation. .
- Validation of state-space models from a single realization of non-Gaussian measurements. IEEE Transactions on Automatic Control 1985. 30:1212-1214 .
- An implicit function based procedure for analyzing maximum likelihood estimates from nonidentically distributed data. Communications in Statistics: Theory and Methods 1985. 14:1719-1730 .
- A closed form approximation to implicitly defined maximum likelihood estimates. .
- On detecting sources of parameter errors in invalid linear dynamic models. .
- Validation of state space models in non-Gaussian systems. .
- Asymptotic distribution theory for the Kalman filter state estimator. Communications in Statistics: Theory and Methods 1984. 13:1981-2003 .