bluuebunny/crossref_metadata_2025 huggingface dataset:
How many human genes can be defined as housekeeping with current expression data?
Authors: Zhu Jiang , He Fuhong , Song Shuhui , Wang Jing , Yu Jun
Published: April 2008

Background

Housekeeping (HK) genes are ubiquitously expressed in all tissue/cell types and constitute a basal transcriptome for the maintenance of basic cellular functions. Partitioning transcriptomes into HK and tissue-specific (TS) genes relatively is fundamental for studying gene expression and cellular differentiation. Although many studies have aimed at large-scale and thorough categorization of human HK genes, a meaningful consensus has yet to be reached.

Results

We collected two latest gene expression datasets (both EST and microarray data) from public databases and analyzed the gene expression profiles in 18 human tissues that have been well-documented by both two data types. Benchmarked by a manually-curated HK gene collection (HK408), we demonstrated that present data from EST sampling was far from saturated, and the inadequacy has limited the gene detectability and our understanding of TS expressions. Due to a likely over-stringent threshold, microarray data showed higher false negative rate compared with EST data, leading to a significant underestimation of HK genes. Based on EST data, we found that 40.0% of the currently annotated human genes were universally expressed in at least 16 of 18 tissues, as compared to only 5.1% specifically expressed in a single tissue. Our current EST-based estimate on human HK genes ranged from 3,140 to 6,909 in number, a ten-fold increase in comparison with previous microarray-based estimates.

Conclusion

We concluded that a significant fraction of human genes, at least in the currently annotated data depositories, was broadly expressed. Our understanding of tissue-specific expression was still preliminary and required much more large-scale and high-quality transcriptomic data in future studies. The new HK gene list categorized in this study will be useful for genome-wide analyses on structural and functional features of HK genes.
Transcriptome architecture across tissues in the pig
Authors: Ferraz André LJ , Ojeda Ana , López-Béjar Manel , Fernandes Lana T , Castelló Anna , Folch Josep M , Pérez-Enciso Miguel
Published: April 2008

Background

Artificial selection has resulted in animal breeds with extreme phenotypes. As an organism is made up of many different tissues and organs, each with its own genetic programme, it is pertinent to ask: How relevant is tissue in terms of total transcriptome variability? Which are the genes most distinctly expressed between tissues? Does breed or sex equally affect the transcriptome across tissues?

Results

In order to gain insight on these issues, we conducted microarray expression profiling of 16 different tissues from four animals of two extreme pig breeds, Large White and Iberian, two males and two females. Mixed model analysis and neighbor – joining trees showed that tissues with similar developmental origin clustered closer than those with different embryonic origins. Often a sound biological interpretation was possible for overrepresented gene ontology categories within differentially expressed genes between groups of tissues. For instance, an excess of nervous system or muscle development genes were found among tissues of ectoderm or mesoderm origins, respectively. Tissue accounted for ~11 times more variability than sex or breed. Nevertheless, we were able to confidently identify genes with differential expression across tissues between breeds (33 genes) and between sexes (19 genes). The genes primarily affected by sex were overall different than those affected by breed or tissue. Interaction with tissue can be important for differentially expressed genes between breeds but not so much for genes whose expression differ between sexes.

Conclusion

Embryonic development leaves an enduring footprint on the transcriptome. The interaction in gene × tissue for differentially expressed genes between breeds suggests that animal breeding has targeted differentially each tissue's transcriptome.
The Retinoic Acid Receptor-α mediates human T-cell activation and Th2 cytokine and chemokine production
Authors: Dawson Harry D , Collins Gary , Pyle Robert , Key Michael , Taub Dennis D
Published: April 2008

Background

We have recently demonstrated that all-trans-retinoic acid (ATRA) and 9-cis-retinoic acid (9-cisRA) promote IL-4, IL-5 and IL-13 synthesis, while decreasing IFN-γ and TNF-α expression by activated human T cells and reduces the synthesis of IL-12p70 from accessory cells. Here, we have demonstrated that the observed effects using ATRA and 9-cisRA are shared with the clinically useful RAR ligand, 13-cisretinoic acid (13-cisRA), and the retinoic acid receptor-α (RAR-α)-selective agonist, AM580 but not with the RAR-β/γ ligand, 4-hydroxyphenylretinamide (4-HPR).

Results

The increase in type 2 cytokine production by these retinoids correlated with the expression of the T cell activation markers, CD69 and CD38. The RAR-α-selective agonist, AM580 recapitulated all of the T cell activation and type 2 cytokine-inducing effects of ATRA and 9-cis-RA, while the RAR-α-selective antagonist, RO 41–5253, inhibited these effects.

Conclusion

These results strongly support a role for RAR-α engagement in the regulation of genes and proteins involved with human T cell activation and type 2 cytokine production.
Two-dimensional electrophoretic comparison of metastatic and non-metastatic human breast tumors using in vitrocultured epithelial cells derived from the cancer tissues
Authors: Vydra Jan , Selicharová Irena , Smutná Kateřina , Šanda Miloslav , Matoušková Eva , Buršíková Eva , Prchalová Markéta , Velenská Zuzana , Coufal David , Jiráček Jiří
Published: April 2008

Background

Breast carcinomas represent a heterogeneous group of tumors diverse in behavior, outcome, and response to therapy. Identification of proteins resembling the tumor biology can improve the diagnosis, prediction, treatment selection, and targeting of therapy. Since the beginning of the post-genomic era, the focus of molecular biology gradually moved from genomes to proteins and proteomes and to their functionality. Proteomics can potentially capture dynamic changes in protein expression integrating both genetic and epigenetic influences.

Methods

We prepared primary cultures of epithelial cells from 23 breast cancer tissue samples and performed comparative proteomic analysis. Seven patients developed distant metastases within three-year follow-up. These samples were included into a metastase-positive group, the others formed a metastase-negative group. Two-dimensional electrophoretical (2-DE) gels in pH range 4–7 were prepared. Spot densities in 2-DE protein maps were subjected to statistical analyses (R/maanova package) and data-mining analysis (GUHA). For identification of proteins in selected spots, liquid chromatography-tandem mass spectrometry (LC-MS/MS) was employed.

Results

Three protein spots were significantly altered between the metastatic and non-metastatic groups. The correlations were proven at the 0.05 significance level. Nucleophosmin was increased in the group with metastases. The levels of 2,3-trans-enoyl-CoA isomerase and glutathione peroxidase 1 were decreased.

Conclusion

We have performed an extensive proteomic study of mammary epithelial cells from breast cancer patients. We have found differentially expressed proteins between the samples from metastase-positive and metastase-negative patient groups.
Duplicate gene expression in allopolyploid Gossypiumreveals two temporally distinct phases of expression evolution
Authors: Flagel Lex , Udall Joshua , Nettleton Dan , Wendel Jonathan
Published: April 2008

Background

Polyploidy has played a prominent role in shaping the genomic architecture of the angiosperms. Through allopolyploidization, several modernGossypium(cotton) species contain two divergent, although largely redundant genomes. Owing to this redundancy, these genomes can play host to an array of evolutionary processes that act on duplicate genes.

Results

We compared homoeolog (genes duplicated by polyploidy) contributions to the transcriptome of a natural allopolyploid and a synthetic interspecific F1hybrid, both derived from a merger between diploid species from theGossypiumA-genome and D-genome groups. Relative levels of A- and D-genome contributions to the petal transcriptome were determined for 1,383 gene pairs. This comparison permitted partitioning of homoeolog expression biases into those arising from genomic merger and those resulting from polyploidy. Within allopolyploidGossypium, approximately 24% of the genes with biased (unequal contributions from the two homoeologous copies) expression patterns are inferred to have arisen as a consequence of genomic merger, indicating that a substantial fraction of homoeolog expression biases occur instantaneously with hybridization. The remaining 76% of biased homoeologs reflect long-term evolutionary forces, such as duplicate gene neofunctionalization and subfunctionalization. Finally, we observed a greater number of genes biased toward the paternal D-genome and that expression biases have tended to increases during allopolyploid evolution.

Conclusion

Our results indicate that allopolyploidization entails significant homoeolog expression modulation, both immediately as a consequence of genomic merger, and secondarily as a result of long-term evolutionary transformations in duplicate gene expression.
Plasmodium falciparum-free merozoites and infected RBCs distinctly affect soluble CD40 ligand-mediated maturation of immature monocyte-derived dendritic cells
Authors: Mukherjee Paushali , Chauhan Virander Singh
Published: April 2008

Free plasmodium merozoites released from the parasitized hepatocytes and erythrocytes represent a transitory, extracellular stage in its mammalian host. In this study, we compared the effect of Plasmodium falciparum-free merozoites with infected RBCs (iRBCs) on the maturation of human monocyte-derived dendritic cells (DCs) in vitro. Phagocytosed-free merozoites prevented soluble CD40 ligand (sCD40L)-induced, phenotypic maturation of DCs and secretion of IL-12p70 but enhanced IL-10 production and primed, naive CD4+ cells to produce a high level of IL-10 compared with IFN-γ. Free merozoites augmented sCD40L-induced ERK1/2 activation, and inhibition of ERK1/2 with its inhibitor PD98059 markedly abrogated IL-10 production and rescued IL-12 production. Therefore, the molecular mechanisms by which free merozoites antagonized sCD40L-induced DC maturation appeared to involve the activation of the ERK pathway. In contrast, phagocytosed iRBCs by itself induced DCs to semi-maturation, responded to CD40 signaling by maturing and secreting increased levels of TNF-α, IL-6, and also IL-12p70, and led to a pronounced, proinflammatory response by the allogenic CD4+ T cells. iRBCs regulate CD40-induced p38MAPK. Studies using inhibitors selective for p38MAPK (SB203580) showed that p38MAPK played an essential role in the maturation and function of DCs. Our results reveal the ability of free merozoites and iRBCs to distinctly alter the sCD40L-induced DC functioning by regulating the activation of the MAPK pathway that can inactivate or exacerbate immune responses to promote their survival and the development of parasite-specific pathologies.
Treatment of Hypovitaminosis D in Infants and Toddlers
Authors: Gordon Catherine M. , Williams Avery LeBoff , Feldman Henry A. , May Jessica , Sinclair Linda , Vasquez Alex , Cox Joanne E.
Published: April 2008

Context: Hypovitaminosis D appears to be on the rise in young children, with implications for skeletal and overall health.

Objective: The objective of the study was to compare the safety and efficacy of vitamin D2 daily, vitamin D2 weekly, and vitamin D3 daily, combined with supplemental calcium, in raising serum 25-hydroxyvitamin D [25(OH)D] and lowering PTH concentrations.

Design: This was a 6-wk randomized controlled trial.

Setting: The study was conducted at an urban pediatric clinic in Boston.

Subjects: Forty otherwise healthy infants and toddlers with hypovitaminosis D [25(OH)D < 20 ng/ml] participated in the study.

Interventions: Participants were assigned to one of three regimens: 2,000 IU oral vitamin D2 daily, 50,000 IU vitamin D2 weekly, or 2,000 IU vitamin D3 daily. Each was also prescribed elemental calcium (50 mg/kg·d). Infants received treatment for 6 wk.

Main Outcome Measures: Before and after treatment, serum measurements of 25(OH)D, PTH, calcium, and alkaline phosphatase were taken.

Results: All treatments approximately tripled the 25(OH)D concentration. Preplanned comparisons were nonsignificant: daily vitamin D2 vs. weekly vitamin D2 (12% difference in effect, P = 0.66) and daily D2 vs. daily D3 (7%, P = 0.82). The mean serum calcium change was small and similar in the three groups. There was no significant difference in PTH suppression.

Conclusions: Short-term vitamin D2 2,000 IU daily, vitamin D2 50,000 IU weekly, or vitamin D3 2,000 IU daily yield equivalent outcomes in the treatment of hypovitaminosis D among young children. Therefore, pediatric providers can individualize the treatment regimen for a given patient to ensure compliance, given that no difference in efficacy or safety was noted among these three common treatment regimens.
Role of Growth Hormone in Regulating Lipolysis, Proteolysis, and Hepatic Glucose Production during Fasting
Authors: Sakharova Alla A. , Horowitz Jeffrey F. , Surya Sowmya , Goldenberg Naila , Harber Matthew P. , Symons Kathy , Barkan Ariel
Published: April 2008

Context: Fasting is associated with suppressed insulin and augmented GH secretion. The involvement of each mechanism in the regulation of fuel mobilization during fasting is unknown.

Objective: To ascertain the role of GH in the regulation of the rates of lipolysis, proteolysis, and hepatic glucose production (HGP) during the physiological daily feed/fast cycle and after 2 d of complete fasting, we used a model of selective GH suppression by the administration of GHRH receptor antagonist (GHRH-A).

Design and Setting: We conducted an open label in-patient study in the General Clinical Research Center at the University of Michigan.

Participants: Six healthy, nonobese volunteers participated.

Main Outcome Measures: We assessed 24-h plasma GH concentration and rates of lipolysis, proteolysis, and HGP using stable isotope techniques after an overnight fast and after 2 d of fasting.

Results: GHRH-A suppressed plasma GH by about 65% during the fed state (P = 0.015) but did not alter the rates of lipolysis, proteolysis, or HGP. Fasting for 2 d suppressed plasma insulin concentration by about 80% and elevated plasma GH about 4-fold (both P < 0.01). This was accompanied by a doubling in the rate of lipolysis, an approximately 40% increase in proteolysis, and an approximately 30% decline in HGP (all P < 0.05). Preventing the fasting-induced increase in GH with GHRH-A largely abolished the increase in the rate of lipolysis. GHRH-A also augmented the fasting-induced reduction in HGP but did not alter proteolysis.

Conclusions: Endogenous GH plays a very limited metabolic role during the daily feed/fast cycle but is essential for the increased lipolytic rate found with more prolonged fasting.
The Role of Stereotactic Radiotherapy in Patients with Growth Hormone-Secreting Pituitary Adenoma
Authors: Losa Marco , Gioia Lorenzo , Picozzi Piero , Franzin Alberto , Valle Micol , Giovanelli Massimo , Mortini Pietro
Published: April 2008

Context: Single-session stereotactic radiotherapy (SR) may be a potential adjuvant treatment in acromegaly.

Objective: We analyzed the safety and efficacy of SR in patients who had previously received maximal surgical debulking at our center.

Design: The study was a retrospective analysis of hormonal, radiological, and ophthalmologic data collected in a predefined protocol from 1994 through 2006.

Setting: The study was performed at a university hospital.

Patients: Eighty-three acromegalic patients, 52 women and 31 men, with a mean age of 42.6 ± 1.2 yr, participated in the study. The median follow-up was 69 months (interquartile range 44–107 months).

Intervention: The patients were treated with SR for residual or recurrent GH-secreting adenoma.

Main Outcome Measure: Normalization of age- and sex-adjusted IGF-I levels together with a basal GH level below 2.5 μg/liter without concomitant GH-suppressive drugs was the goal of therapy.

Results: Fifty patients (60.2%) reached the main outcome of the study. The rate of remission was 52.6% at 5 yr [95% confidence interval (CI) 40.6–64.6%]. Another 13 patients (15.7%), who were resistant to somatostatin analogs, were in remission after SR. Multivariate analysis showed that low basal GH and IGF-I levels were associated with a favorable outcome. No serious side effects occurred after SR. The 5-yr cumulative risk of new onset hypogonadism, hypothyroidism, or hypoadrenalism was 3.6% (95% CI 0–8.6%), 3.3% (95% CI 0–7.7%), and 4.9% (95% CI 0–10.4%), respectively.

Conclusion: In a highly selected group of acromegalic patients, SR treatment had good efficacy and safety. This may lead to reconsider the role of SR in the therapeutic algorithm of acromegaly.
Male Hormonal Contraception: A Double-Blind, Placebo-Controlled Study
Authors: Mommers Ellen , Kersemaekers Wendy M. , Elliesen Jörg , Kepers Marc , Apter Dan , Behre Hermann M. , Beynon Jennifer , Bouloux Pierre M. , Costantino Antonietta , Gerbershagen Hans-Peter , Grønlund Lars , Heger-Mahn Doris , Huhtaniemi Ilpo , Koldewijn Evert L. , Lange Corinna , Lindenberg Svend , Meriggiola M. Cristina , Meuleman Eric , Mulders Peter F. A. , Nieschlag Eberhard , Perheentupa Antti , Solomon Andrew , Väisälä Leena , Wu Frederick C. , Zitzmann Michael
Published: April 2008

Background: This study was performed to assess spermatogenesis suppression and safety of a new combination of an etonogestrel (ENG) implant combined with testosterone undecanoate (TU) injections for male contraception. This is the first large placebo-controlled study for male hormonal contraception.

Design and Study Subjects: In this double-blind, multicenter study, we randomly assigned 354 healthy men to receive either a low- or high-release ENG implant sc combined with im TU injections (750 mg every 10 or 12 wk or 1000 mg every 12 wk) or placebo implant and injections. Treatment duration was 42 or 44 wk and posttreatment follow-up at least 24 wk.

Results: Overall, spermatogenesis was suppressed to 1 million/ml or less at wk 16 in 89% of men, with approximately 94% in two high-release ENG groups. Suppression was maintained up to the end of the treatment period in 91% of men. For all men who completed the treatment period, 3% never achieved 1 million/ml or less. Median recovery time to a sperm concentration above 20 million/ml was 15 wk (mean 17 wk, 95% confidence interval 16–18 wk). Treatment was well tolerated. As compared with the placebo group, more men in the active treatment groups reported adverse events such as weight gain, mood changes, acne, sweating, or libido change. For both spermatogenesis suppression and safety, differences were small between the active treatment groups.

Conclusions: The combination of an ENG implant with TU injections is a well-tolerated male hormonal method, providing effective and reversible suppression of spermatogenesis. Although the results are good, there is still room for improvement, possibly by adjusting the dose regimen or changing the mode of application.
Short-length routes in low-cost networks via Poisson line patterns
Authors: Aldous David J. , Kendall Wilfrid S.
Published: April 2008

In designing a network to link n points in a square of area n, we might be guided by the following two desiderata. First, the total network length should not be much greater than the length of the shortest network connecting all points. Second, the average route length (taken over source-destination pairs) should not be much greater than the average straight-line distance. How small can we make these two excesses? Speaking loosely, for a nondegenerate configuration, the total network length must be at least of order n and the average straight-line distance must be at least of order n1/2, so it seems implausible that a single network might exist in which the excess over the first minimum is o(n) and the excess over the second minimum is o(n1/2). But in fact we can do better: for an arbitrary configuration, we can construct a network where the first excess is o(n) and the second excess is almost as small as O(log n). The construction is conceptually simple and uses stochastic methods: over the minimum-length connected network (Steiner tree) superimpose a sparse stationary and isotropic Poisson line process. Together with a few additions (required for technical reasons), the mean values of the excess for the resulting random network satisfy the above asymptotics; hence, a standard application of the probabilistic method guarantees the existence of deterministic networks as required (speaking constructively, such networks can be constructed using simple rejection sampling). The key ingredient is a new result about the Poisson line process. Consider two points a distance r apart, and delete from the line process all lines which separate these two points. The resulting pattern of lines partitions the plane into cells; the cell containing the two points has mean boundary length approximately equal to 2r + constant(log r). Turning to lower bounds, consider a sequence of networks in satisfying a weak equidistribution assumption. We show that if the first excess is O(n) then the second excess cannot be
Estimation of the mean normal measure from flat sections
Authors: Kiderlen Markus
Published: April 2008

We discuss the determination of the mean normal measure of a stationary random set Z ⊂ ℝd by taking measurements at the intersections of Z with k-dimensional planes. We show that mean normal measures of sections with vertical planes determine the mean normal measure of Z if k ≥ 3 or if k = 2 and an additional mild assumption holds. The mean normal measures of finitely many flat sections are not sufficient for this purpose. On the other hand, a discrete mean normal measure can be verified (i.e. an a priori guess can be confirmed or discarded) using mean normal measures of intersections with m suitably chosen planes when m ≥ ⌊d / k⌋ + 1. This even holds for almost all m-tuples of k-dimensional planes are viable for verification. A consistent estimator for the mean normal measure of Z, based on stereological measurements in vertical sections, is also presented.
The iteration of random tessellations and a construction of a homogeneous process of cell divisions
Authors: Mecke Joseph , Nagel Werner , Weiss Viola
Published: April 2008

A random tessellation of ℝd is said to be homogeneous if its distribution is invariant under all shifts of ℝd. The iteration of homogeneous random tessellations is described in a new manner that makes it evident that the resulting random tessellation is homogeneous again. Furthermore, a tessellation-valued process is constructed, the random states of which are homogeneous random tessellations stable under iteration (STIT). It can be interpreted as a process of subsequent division of cells.
Gaussian expansions and bounds for the Poisson distribution applied to the Erlang B formula
Authors: Janssen A. J. E. M. , van Leeuwaarden J. S. H. , Zwart B.
Published: April 2008

This paper presents new Gaussian approximations for the cumulative distribution function P(Aλ ≤ s) of a Poisson random variable Aλ with mean λ. Using an integral transformation, we first bring the Poisson distribution into quasi-Gaussian form, which permits evaluation in terms of the normal distribution function Φ. The quasi-Gaussian form contains an implicitly defined function y, which is closely related to the Lambert W-function. A detailed analysis of y leads to a powerful asymptotic expansion and sharp bounds on P(Aλ ≤ s). The results for P(Aλ ≤ s) differ from most classical results related to the central limit theorem in that the leading term Φ(β), with is replaced by Φ(α), where α is a simple function of s that converges to β as s tends to ∞. Changing β into α turns out to increase precision for small and moderately large values of s. The results for P(Aλ ≤ s) lead to similar results related to the Erlang B formula. The asymptotic expansion for Erlang's B is shown to give rise to accurate approximations; the obtained bounds seem to be the sharpest in the literature thus far.
Malliavin differentiability of the Heston volatility and applications to option pricing
Authors: Alòs Elisa , Ewald Christian-Oliver
Published: April 2008

We prove that the Heston volatility is Malliavin differentiable under the classical Novikov condition and give an explicit expression for the derivative. This result guarantees the applicability of Malliavin calculus in the framework of the Heston stochastic volatility model. Furthermore, we derive conditions on the parameters which assure the existence of the second Malliavin derivative of the Heston volatility. This allows us to apply recent results of Alòs (2006) in order to derive approximate option pricing formulae in the context of the Heston model. Numerical results are given.
The generalized perpetual American exchange-option problem
Authors: Wong Shek-Keung Tony
Published: April 2008

This paper revisits a general optimal stopping problem that often appears as a special case in some finance applications. The problem is essentially of the same form as the investment-timing problem of McDonald and Siegel (1986) in which the underlying processes are two correlated geometric Brownian motions (GBMs) with drifts less than the discount rate. By contrast, we attempt to analyze the underlying optimal stopping problem to its full generality without imposing any restriction on the drifts of the GBMs. By extending the first passage time approach of Xia and Zhou (2007) to the current context, we manage to obtain a complete and explicit characterization of the solution to the problem on all possible drift domains. Our analysis leads to a new and interesting observation that the underlying optimal stopping problem admits a two-sided optimal continuation region on some certain parameter domains.
Local properties of random mappings with exchangeable in-degrees
Authors: Hansen Jennie C. , Jaworski Jerzy
Published: April 2008

In this paper we investigate the ‘local’ properties of a random mapping model, TnD̂, which maps the set {1, 2, …, n} into itself. The random mapping TnD̂, which was introduced in a companion paper (Hansen and Jaworski (2008)), is constructed using a collection of exchangeable random variables D̂1, …, D̂n which satisfy In the random digraph, GnD̂, which represents the mapping TnD̂, the in-degree sequence for the vertices is given by the variables D̂1, D̂2, …, D̂n, and, in some sense, GnD̂ can be viewed as an analogue of the general independent degree models from random graph theory. By local properties we mean the distributions of random mapping characteristics related to a given vertex v of GnD̂ - for example, the numbers of predecessors and successors of v in GnD̂. We show that the distribution of several variables associated with the local structure of GnD̂ can be expressed in terms of expectations of simple functions of D̂1, D̂2, …, D̂n. We also consider two special examples of TnD̂ which correspond to random mappings with preferential and anti-preferential attachment, and determine, for these examples, exact and asymptotic distributions for the local structure variables considered in this paper. These distributions are also of independent interest.
Identifiability of a Markovian model of molecular evolution with gamma-distributed rates
Authors: Allman Elizabeth S. , Ané Cécile , Rhodes John A.
Published: April 2008

Inference of evolutionary trees and rates from biological sequences is commonly performed using continuous-time Markov models of character change. The Markov process evolves along an unknown tree while observations arise only from the tips of the tree. Rate heterogeneity is present in most real data sets and is accounted for by the use of flexible mixture models where each site is allowed its own rate. Very little has been rigorously established concerning the identifiability of the models currently in common use in data analysis, although nonidentifiability was proven for a semiparametric model and an incorrect proof of identifiability was published for a general parametric model (GTR + Γ + I). Here we prove that one of the most widely used models (GTR + Γ) is identifiable for generic parameters, and for all parameter choices in the case of four-state (DNA) models. This is the first proof of identifiability of a phylogenetic model with a continuous distribution of rates.
Exact Monte Carlo simulation of killed diffusions
Authors: Casella Bruno , Roberts Gareth O.
Published: April 2008

We describe and implement a novel methodology for Monte Carlo simulation of one-dimensional killed diffusions. The proposed estimators represent an unbiased and efficient alternative to current Monte Carlo estimators based on discretization methods for the cases when the finite-dimensional distributions of the process are unknown. For barrier option pricing in finance, we design a suitable Monte Carlo algorithm both for the single barrier case and the double barrier case. Results from numerical investigations are in excellent agreement with the theoretical predictions.
On the Structure of a Swing Contract's Optimal Value and Optimal Strategy
Authors: Ross Sheldon M. , Zhu Zegang
Published: April 2008

Consider a sales contract, called a swing contract, between a seller and a buyer concerning some underlying commodity, with the contract specifying that during some future time interval the buyer will purchase an amount of the commodity between some specified minimum and maximum values. The purchase price and capacity at each time point is also prespecified in the contract. Assuming a random market price process and ignoring the possibility of storage, we look for the maximal expected net gain for the buyer of such a contract, and the strategy that achieves this maximal expected net gain. We study the effects that various contract constraints and market price processes have on the optimal strategy and on the contract value. We show how we can reduce the general swing contract to a multiple exercising of American (Bermudan) style options. Also, in important special cases, we give explicit expressions for the optimal contract value function and the optimal strategy.
Smile Asymptotics II: Models with Known Moment Generating Functions
Authors: Benaim Shalom , Friz Peter
Published: April 2008

The tail of risk neutral returns can be related explicitly with the wing behaviour of the Black-Scholes implied volatility smile. In situations where precise tail asymptotics are unknown but a moment generating function is available we establish, under easy-to-check Tauberian conditions, tail asymptotics on logarithmic scales. Such asymptotics are enough to make the tail-wing formula (see Benaim and Friz (2008)) work and so we obtain, under generic conditions, a limiting slope when plotting the square of the implied volatility against the log strike, improving a lim sup statement obtained earlier by Lee (2004). We apply these results to time-changed exponential Lévy models and examine several popular models in more detail, both analytically and numerically.
Optimal Buy/Sell Rules for Correlated Random Walks
Authors: Allaart Pieter , Monticino Michael
Published: April 2008

Correlated random walks provide an elementary model for processes that exhibit directional reinforcement behavior. This paper develops optimal multiple stopping strategies - buy/sell rules - for correlated random walks. The work extends previous results given in Allaart and Monticino (2001) by considering random step sizes and allowing possibly negative reinforcement of the walk's current direction. The optimal strategies fall into two general classes - cases where conservative buy-and-hold type strategies are optimal and cases for which it is optimal to follow aggressive trading strategies of successively buying and selling the commodity depending on whether the price goes up or down. Simulation examples are given based on a stock index fund to illustrate the variation in return possible using the theoretically optimal stop rules compared to simpler buy-and-hold strategies.
The Pareto Copula, Aggregation of Risks, and the Emperor's Socks
Authors: Klüppelberg Claudia , Resnick Sidney I.
Published: April 2008

The copula of a multivariate distribution is the distribution transformed so that one-dimensional marginal distributions are uniform. We review a different transformation of a multivariate distribution which yields standard Pareto for the marginal distributions, and we call the resulting distribution the Pareto copula. Use of the Pareto copula has a certain claim to naturalness when considering asymptotic limit distributions for sums, maxima, and empirical processes. We discuss implications for aggregation of risk and offer some examples.
Sums of Dependent Nonnegative Random Variables with Subexponential Tails
Authors: Ko Bangwon , Tang Qihe
Published: April 2008

In this paper we study the asymptotic tail probabilities of sums of subexponential, nonnegative random variables, which are dependent according to certain general structures with tail independence. The results show that the subexponentiality of the summands eliminates the impact of the dependence on the tail behavior of the sums.
The Large Deviation Principle for the On-Off Weibull Sojourn Process
Authors: Duffy Ken R. , Sapozhnikov Artem
Published: April 2008

This article proves that the on-off renewal process with Weibull sojourn times satisfies the large deviation principle on a nonlinear scale. Unusually, its rate function is not convex. Apart from on a compact set, the rate function is infinite, which enables us to construct natural processes that satisfy the large deviation principle with nontrivial rate functions on more than one time scale.
Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms
Authors: Lewis Alan L. , Mordecki Ernesto
Published: April 2008

We show that the positive Wiener-Hopf factor of a Lévy process with positive jumps having a rational Fourier transform is a rational function itself, expressed in terms of the parameters of the jump distribution and the roots of an associated equation. Based on this, we give the closed form of the ruin probability for a Lévy process, with completely arbitrary negatively distributed jumps, and finite intensity positive jumps with a distribution characterized by a rational Fourier transform. We also obtain results for the ladder process and its Laplace exponent. A key role is played by the analytic properties of the characteristic exponent of the process and by a Baxter-Donsker-type formula for the positive factor that we derive.
Evaluating Scale Functions of Spectrally Negative Lévy Processes
Authors: Surya B. A.
Published: April 2008

In this paper we present a robust numerical method to compute the scale function W(q)(x) of a general spectrally negative Lévy process (X, P). The method is based on the Esscher transform of measure Pν under which X is taken and the scale function is determined. This change of measure makes it possible for the scale function to be bounded and, hence, makes numerical computation easy, fast, and stable. Working under the new measure Pν and using the method of Abate and Whitt (1992) and Choudhury, Lucantoni, and Whitt (1994), we give a fast stable numerical algorithm for the computation of W(q)(x).
On the Structure and Estimation of Reflection Positive Processes
Authors: McVinish R.
Published: April 2008

The class of processes formed as the aggregation of Ornstein-Uhlenbeck processes has proved useful in modeling time series from a number of areas and includes several interesting special cases. This paper examines the second-order properties of this class. Bounds on the one-step prediction error variance are proved and consistency of the minimum contrast estimation is demonstrated.
Markov Chains with Hybrid Repeating Rows - Upper-Hessenberg, Quasi-Toeplitz Structure of the Block Transition Probability Matrix
Authors: Dudin Alexander , Kim Chesoong , Klimenok Valentina
Published: April 2008

In this paper we consider discrete-time multidimensional Markov chains having a block transition probability matrix which is the sum of a matrix with repeating block rows and a matrix of upper-Hessenberg, quasi-Toeplitz structure. We derive sufficient conditions for the existence of the stationary distribution, and outline two algorithms for calculating the stationary distribution.
Continuous Mixtures with Bathtub-Shaped Failure Rates
Authors: Block Henry W. , Li Yulin , Savits Thomas H. , Wang Jie
Published: April 2008

The failure rate of a mixture of even the most standard distributions used in reliability can have a complicated shape. However, failure rates of mixtures of two carefully selected distributions will have the well-known bathtub shape. Here we show that mixtures of whole families of distribtions can have a bathtub-shaped failure rate.
The Necklace Process
Authors: Mallows Colin , Shepp Larry
Published: April 2008

Start with a necklace consisting of one white bead and one black bead, and add new beads one at a time by inserting each new bead between a randomly chosen adjacent pair of old beads, with the proviso that the new bead will be white if and only if both beads of the adjacent pair are black. Let Wn denote the number of white beads when the total number of beads is n. We show that EWn = n/3 and, with c2 = 2/45, that (Wn − n/3) / c√n
is asymptotically standard normal. We find that, for all r ≥ 1 and n > 2r, the rth cumulant of the distribution of Wn is of the form nhr. We find the expected numbers of gaps of given length between white beads, and examine the asymptotics of the longest gaps.
On a Comparison Result for Markov Processes
Authors: Rüschendorf Ludger
Published: April 2008

A comparison theorem is stated for Markov processes in Polish state spaces. We consider a general class of stochastic orderings induced by a cone of real functions. The main result states that stochastic monotonicity of one process and comparability of the infinitesimal generators imply ordering of the processes. Several applications to convex type and to dependence orderings are given. In particular, Liggett's theorem on the association of Markov processes is a consequence of this comparison result.
Efficacy of Tamsulosin with Extracorporeal Shock Wave Lithotripsy for Passage of Renal and Ureteral Calculi
Authors: Losek Ryan L , Mauro Laurie S
Published: April 2008

Objective:

To review the evidence for the safety and efficacy of adjunctive tamsulosin in enhancing the efficacy of renal and ureteral stone clearance when used with extracorporeal shock wave lithotripsy (ESWL).

Data Sources:

A search of MEDLINE (1950-January 2008), PubMed (1950-January 2008), and the Iowa Drug Information System (1966-January 2008) was performed using the search terms tamsulosin and extracorporeal shock wave lithotripsy. MeSH headings included lithotripsy and adrenergic α-antagonists. Additional references were found by searching bibliographic references of resulting citations.

Study Selection and Data Extraction:

All studies utilizing tamsulosin therapy after a single session of ESWL or after the development of steinstrasse, an accumulation of stone fragments that obstructs the ureter, were included.

Data Synthesis:

To date, 5 prospective studies have evaluated the efficacy of tamsulosin combined with ESWL in enhancing the passage of renal and ureteral stones. in one trial, 12-week renal stone clearance was 60% in the control group compared with 78.5% in the tamsulosin group (p = 0.037). Among trials that evaluated overall ureteral stone clearance, efficacy rates were 33.3-79.3% in the control groups compared with 66.6-96.6% in the tamsulosin groups. Reports of pain and supplemental analgesic dosing were consistently lower with tamsulosin, but data on the incidence of subsequent retreatment with ESWL or ureteroscopy was rarely reported. Adjunctive tamsulosin particularly enhanced the passage of renal stones 10-24 millimeters in diameter. Overall, tamsulosin was well tolerated.

Conclusions:

Overall, evidence suggests that adjunctive tamsulosin therapy combined with ESWL is safe and effective in enhancing stone clearance in patients with renal stones 10-24 millimeters in diameter. Evidence regarding ureteral stone clearance is inconclusive, although adjunctive tamsulosin has been reported to reduce painful episodes. Larger prospective trials evaluating different dosages and stone locations, as well as the ability of tamsulosin to reduce repeat ESWL or more invasive methods such as ureteroscopy should be performed.
Single Antiplatelet Therapy for Patients with Previous Gastrointestinal Bleeds
Authors: Gellatly Rochelle M , Ackman Margaret L
Published: April 2008

Objective:

To determine whether aspirin plus a proton pump inhibitor (PPI) is preferable, from a gastrointestinal bleed (GIB) risk perspective, to clopidogrel in patients who have experienced a GIB while on aspirin and who require single antiplatelet therapy for secondary prevention of cardiovascular disease.

Data Sources:

A literature search was conducted using EMBASE (1980–January 2008), PubMed (1966–January 2008), Google, and a manual search of the reference lists using the search terms gastrointestinal bleed, gastrointestinal hemorrhage, peptic ulcer hemorrhage, ASA, aspirin. Plavix, clopidogrel, and PPI. The search, limited to human and English studies, yielded 110 returns.

Study Selection and Data Extraction:

Randomized trials that compared aspirin with clopidogrel, involved patients who had previously experienced a GIB, and provided detailed information on the type and dose of drugs used were included. Studies were required to provide information on the recurrence of GIB.

Data Synthesis:

Two randomized trials were reviewed to assess the safety of secondary prevention of cardiovascular disease with respect to previous GIB. These noninferiority trials compared aspirin plus a PPI with clopidogrel over 12 months following confirmed healing of an aspirin-induced ulcer. In both trials, the majority of the GIB recurrences were in the clopidogrel group (8.6% vs 0.7%; difference 7.9%; 95% CI 3.4 to 12.4; p = 0.001 and 13.6% vs 0%; difference 13.6%; 95% CI 6.3 to 20.9; p = 0.0019) and the difference in recurrence rates exceeded the a priori selected upper boundary.

Conclusions:

Findings reported in the limited literature available support that clopidogrel is not equivalent to the combination of aspirin plus a PPI in the patient population studied. Aspirin plus a PPI would be considered clinically superior and should be used in medically managed patients who require single antiplatelet therapy but have had a prior GIB while on aspirin. Further research regarding dual antiplatelet therapy and a PPI is required.
Interactions Between Warfarin and Three Commonly Prescribed Fluoroquinolones
Authors: Carroll Douglas N , Carroll Dana G
Published: April 2008

Objective:

To critically evaluate a possible increased anticoagulant response during concomitant warfarin and fluoroquinolone therapy.

Data Sources:

A literature search was conducted using PubMed, International Pharmaceutical Abstracts, and MEDLINE, from inception to January 2008, combining the term warfarin individually with ciprofloxacin, levofloxacin, and moxifloxacin. These 3 quinolones were selected based on their commercial availability and use in the US.

Study Selection and Data Extraction:

All publication types including human participants and published in English were eligible for review. Reports were selected based on the use of typical treatment courses of fluoroquinolones during concomitant warfarin therapy and the reporting of prothrombin time (PT) or international normalized ratio (INR).

Data Synthesis:

Twenty-two publications were evaluated including 16 case reports or case series, 2 retrospective cohort studies, and 4 prospective studies, which included 2 placebo-controlled investigations, identified reports covered a wide range of patient ages with multiple comorbidities. Changes in PT and INR values were considerably variable and inconsistent during concomitant warfarin and fluoroquinolone therapy. Results from the 6 structured reports demonstrated mean increases in PT and INR values that were clinically insignificant. However, some patients experienced significant increases above the desired therapeutic range. Increased anticoagulation was typically observed within the first week of concomitant fluoroquinolone therapy. Bleeding complications during times of increased anticoagulation were not always observed, but did result in death for 2 patients.

Conclusions:

Published data show no consistent increase in anticoagulant effects during concomitant warfarin and 3 commonly prescribed fluoroquinolones. Therefore, more frequent monitoring during concomitant therapy would be prudent.
Corticosteroids for Prevention of Postextubation Laryngeal Edema in Adults
Authors: Roberts Russel J , Welch Shannon M , Devlin John W
Published: April 2008

Objective:

To evaluate the efficacy and safety of prophylactic corticosteroid therapy in preventing postextubation laryngeal edema (PELE) and the need for reintubation in adults.

Data Sources:

Literature was accessed through MEDLINE (1966-January 2008) and the Cochrane Library using the terms laryngeal edema, airway obstruction, postextubation stridor, intubation, glucocorticoids, and corticosteroids. Bibliographies of cited references were reviewed and a manual search of abstracts from recent pulmonary and critical care meetings was completed.

Study Selection and Data Extraction:

All English-language, placebo-controlled, randomized studies evaluating the use of prophylactic corticosteroids for the prevention of postextubation laryngeal edema or postextubation stridor (PES) in adults were reviewed.

Data Synthesis:

Although laryngoscopy is the gold standard method for diagnosing PELE, PES is more commonly used for diagnosis in clinical practice. While 3 older studies failed to demonstrate benefit with the prophylactic administration of corticosteroid therapy in terms of reducing PELE, PES, or the need for reintubation, each of these studies evaluated only a single dose of steroid therapy that was initiated only 30-60 minutes prior to a planned extubation in a population of patients at low-risk for PELE. In comparison, 3 newer studies, each using 4 doses of corticosteroid therapy initiated 12-24 hours prior to a planned extubation in patients deemed to be at high baseline risk for developing PELE, demonstrated a reduction in PELE, PES, and the need for reintubation; no safety concerns were identified. Current evidence therefore suggests that prophylactic intravenous methylprednisolone therapy (20-40 mg every 4-6 h) should be considered 12-24 hours prior to a planned extubation in patients at high-risk for PELE (eg, mechanical ventilation >6 days).

Conclusions:

Data from the most recent well-designed clinical trials suggest that prophylactic corticosteroid therapy can reduce the incidence of PELE and the subsequent need for reintubation in mechanically ventilated patients at high-risk for PELE. Based on this information, clinicians should consider initiating prophylactic corticosteroid therapy in this population. Further studies are needed to establish the optimal dosing regimens as well as the subgroups of patients at high risk for PELE who will derive the greatest benefit from this preventive steroid therapy.