Research

Publications

• SPSA Method Using Diagonalized Hessian Estimate
  Shiqing Sun, and James C. Spall,
  2019 IEEE 58th Conference on Decision and Control (CDC), pp.4922-4927. IEEE, 2019
  [paper]

Preprints

• Stochastic Optimization with Diagonal Hessian Estimates and Formal Comparison against Natural Gradient Methods
  Shiqing Sun, and James C. Spall,
  submitted

Talks

• SPSA Method Using Diagonalized Hessian Estimate
  Shiqing Sun, and James C. Spall,
  2019 IEEE 58th Conference on Decision and Control (CDC), Nice, France, Dec. 12th, 2019.
  [booklet]

• Recursive Optimization Using Diagonalized Hessian Estimate and Its Application in EM
  Shiqing Sun, and James C. Spall,
  Joint Statistical Meetings, Denver, CO, Jul. 29th, 2019.
  [abstract]