3 papers
math.OC2026
Zeroth-Order Langevin Monte Carlo via SPSA under Noisy Function Measurements
Hongbo Li, James C. Spall
In sampling problems, gradient-based schemes such as Langevin Monte Carlo (LMC) mix faster than non-gradient-based methods, but their applicability is limited by access to the grad…
stat.CO2026
Autocovariance and Optimal Design for Random Walk Metropolis-Hastings Algorithm
Jingyi Zhang, James C. Spall
The Metropolis-Hastings algorithm has been extensively studied in the estimation and simulation literature, with most prior work focusing on convergence behavior and asymptotic the…
math.OC2025
Simulation-Based Optimization for Policy Incentives and Planning of Hybrid Microgrids
Nanrui Gong, James C. Spall
Transitioning to renewable power generation is often difficult for remote or isolated communities, due to generation intermittency and high cost barriers. Our paper presents a simu…