Events for November 10, 2006
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Invitation to Healthcare Medical Executive Presentation
Fri, Nov 10, 2006 @ 10:00 AM - 12:00 PM
Daniel J. Epstein Department of Industrial and Systems Engineering
University Calendar
The USC SPPD Health Management & Policy Programs are pleased to invite all USC students and faculty to the following executive presentation:SHARON GRIGSBY,
Chief Network Officer, LA Co. Department of Health ServicesFRIDAY — NOVEMBER 10, 2006,
10:00 A.M-Noon,
Ralph & Goldy Lewis Hall (RGL) 219As part of our course, PPD608: Leadership Symposium in Health Management and Policy, Prof. Thomas Collins has agreed to open this portion of his class to the SPPD and university community. Space is limited! Kindly RSVP to: shirose@sppd.usc.edu. SPEAKER BIO: Sharon Grigsby is chief network officer for the Los Angeles County Department of Health Services. In this role she is responsible for the County's five acute teaching hospitals and related clinics. Previously, Ms. Grigsby was executive director, LA Co. Public Health Bioterrorism Preparedness. Her prior assignment in public health was as area health officer for Service Planning Area 2, San Fernando Valley. Ms. Grigsby has extensive experience in public-sector and community based services, including hospitals, mental health and public health settings. She is the former chief executive officer of Visiting Nurse Association of Los Angeles, Inc. and has served as associate hospital administrator and chief operating officer at both Rancho Los Amigos and Harbor UCLA Medical Centers, and as associate director of finance at Cedars-Sinai Medical Center. Ms. Grigsby began her public service career in the Department of Public Health overseeing federally funded projects, subsequently managing finance and administration in the Department of Mental Health, and then serving as principal analyst and team leader in the County Chief Administrative Office. She currently serves on the USC SPPD Health Advisory Board and has had a faculty appointment as an adjunct clinical professor. Ms. Grigsby is a graduate of Occidental College and holds an MBA from the California State University at Los Angeles.
Location: Ralph And Goldy Lewis Hall (RGL) - 219
Audiences: Everyone Is Invited
Contact: Georgia Lum
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Likelihood Based Inference for Diffusion Driven State Space Models
Fri, Nov 10, 2006 @ 10:30 AM - 12:00 PM
Daniel J. Epstein Department of Industrial and Systems Engineering
University Calendar
INFORMATION AND OPERATIONS MANAGEMENT DEPARTMENT, MARSHALL SCHOOL OF BUSINESS PRESENTSDr. Siddhartha ChibHarry C. Hartkop Professor of Econometrics and Statistics, Olin School of Business, Washington State University in St. LouisFriday, November 10, 2006Hoffman Hall 40410:30 am – 12:00 noonABSTRACT: In this paper we develop likelihood based inferential methods for a novel class of (potentially non-stationary) diffusion driven state space models. Examples of models in this class are continuous time stochastic volatility models and counting process models. Although our methods are sampling based, making use of Markov chain Monte Carlo methods to sample the posterior distribution of the relevant unknowns, our general strategies and details are different from previous work on related but simpler models. The proposed methods are easy to implement and simulation efficient. Importantly, unlike methods for related models, the performance of our method is not worsened, in fact it improves, as the degree of latent augmentation is increased to reduce the bias of the Euler approximation. We also consider the problems of model choice, model checking and filtering and apply the techniques and ideas to both simulated and real data.Keywords: Bayes estimation, Brownian bridge, Non-linear diffusion, Euler approximation, Markov chain Monte Carlo, Metropolis-Hastings algorithm, Missing data, Simulation, Stochastic differential equation.SPEAKER BIO: Professor Chib's research is in the area of Bayesian statistics and Markov chain Monte Carlo computational methods. He has published papers on a number of different topics including the analysis of binary and ordinal data, Markov mixture models, stochastic volatility, Metropolis-Hastings algorithms and model choice. He is a Fellow of the American Statistical Association.*Paper co-authored with Michael K. Pitt, Department of Economics, University of Warwick and Neil Shephard, Nuffield College, University of Oxford.
Location: H. Leslie Hoffman Hall Of Business Administration (HOH) - 404
Audiences: Everyone Is Invited
Contact: Georgia Lum
