He is an associate editor for the IEEE Transactions on Automatic Control , a contributing editor for the Current Index to Statistics , and he served as editor and co-author for the book Bayesian Analysis of Time Series and Dynamic Models . The course will be taught from a draft of Dr. Spall's forthcoming textbook Introduction to Stochastic Search and Optimization . Dr. Spall is a senior member of IEEE, a member of the American Statistical Association, and a fellow of the engineering honor society Tau Beta Pi. The perspective Dr. Spall will bring to the course balances the theoretical aspects of the field with the practical requirements for using search and optimization algorithms for solving real problems. E-mail the instructor.
Some homework assignments require the use of a computer.
Students are free to use whatever system and software is convenient. These papers will largely be optional reading, but are provided to indicate other perspectives and to provide more detailed information on certain subjects than will be available in the draft text. Many of these papers are at a more advanced level than the material in the course. Some students may find these papers useful in carrying out the final class project.