Boosting the concordance index for survival data - a unified framework to derive and evaluate biomarker combinations

The development of molecular signatures for the prediction of time-to-event outcomes is a methodologically challenging task in bioinformatics and biostatistics. Although there are numerous approaches for the derivation of marker combinations and their evaluation, the underlying methodology often suffers from the problem that different optimization criteria are mixed during the feature selection, estimation and evaluation steps. This might result in marker combinations that are only suboptimal regarding the evaluation criterion of interest. To address this issue, we propose a unified framework to derive and evaluate biomarker combinations. Our approach is based on the concordance index for time-to-event data, which is a non-parametric measure to quantify the discrimatory power of a prediction rule. Specifically, we propose a component-wise boosting algorithm that results in linear biomarker combinations that are optimal with respect to a smoothed version of the concordance index. We investigate the performance of our algorithm in a large-scale simulation study and in two molecular data sets for the prediction of survival in breast cancer patients. Our numerical results show that the new approach is not only methodologically sound but can also lead to a higher discriminatory power than traditional approaches for the derivation of gene signatures.Comment: revised manuscript - added simulation study, additional result

Reply to Comment by S. Friedemann et al. on "Zeeman-Driven Lifshitz Transition: A Model for the Experimentally Observed Fermi-Surface Reconstruction in YbRh2Si2"

A reply to the comment by S. Friedemann et al. [arXiv:1207.0536] on our article [Phys. Rev. Lett. 106, 137002 (2011), arXiv:1012.0303].Comment: 2 pages, 1 fi

Zeeman-Driven Lifshitz Transition: A Model for the Experimentally Observed Fermi-Surface Reconstruction in YbRh_2Si_2

The heavy-fermion metal YbRh_2Si_2 displays a field-driven quantum phase transition where signatures of a Fermi-surface reconstruction have been identified, often interpreted as a breakdown of the Kondo effect. We argue that instead many properties of the material can be consistently described by assuming a Zeeman-driven Lifshitz transition of narrow heavy-fermion bands. Using a suitable quasiparticle model, we find a smeared jump in the Hall constant and lines of maxima in susceptibility and specific heat, very similar to experimental data. An intermediate non-Fermi-liquid regime emerges due to the small effective Fermi energy near the transition. Further experiments to discriminate the different scenarios are proposed

Uncertainty, Monogamy, and Locking of Quantum Correlations

Squashed entanglement and entanglement of purification are quantum mechanical correlation measures and defined as certain minimisations of entropic quantities. We present the first non-trivial calculations of both quantities. Our results lead to the conclusion that both measures can drop by an arbitrary amount when only a single qubit of a local system is lost. This property is known as "locking" and has previously been observed for other correlation measures, such as the accessible information, entanglement cost and the logarithmic negativity. In the case of squashed entanglement, the results are obtained with the help of an inequality that can be understood as a quantum channel analogue of well-known entropic uncertainty relations. This inequality may prove a useful tool in quantum information theory. The regularised entanglement of purification is known to equal the entanglement needed to prepare a many copies of quantum state by local operations and a sublinear amount of communication. Here, monogamy of quantum entanglement (i.e., the impossibility of a system being maximally entangled with two others at the same time) leads to an exact calculation for all quantum states that are supported either on the symmetric or on the antisymmetric subspace of a dxd-dimensional system.Comment: 7 pages revtex4, no figures. v2 has improved presentation and a couple of references adde

Symmetry breaking in a bulk-surface reaction-diffusion model for signaling networks

Signaling molecules play an important role for many cellular functions. We investigate here a general system of two membrane reaction-diffusion equations coupled to a diffusion equation inside the cell by a Robin-type boundary condition and a flux term in the membrane equations. A specific model of this form was recently proposed by the authors for the GTPase cycle in cells. We investigate here a putative role of diffusive instabilities in cell polarization. By a linearized stability analysis we identify two different mechanisms. The first resembles a classical Turing instability for the membrane subsystem and requires (unrealistically) large differences in the lateral diffusion of activator and substrate. The second possibility on the other hand is induced by the difference in cytosolic and lateral diffusion and appears much more realistic. We complement our theoretical analysis by numerical simulations that confirm the new stability mechanism and allow to investigate the evolution beyond the regime where the linearization applies.Comment: 21 pages, 6 figure

The Return of the Proplyds - Understanding the Dynamics of Ionization Triggered Stars

Proplyds and stars inside HII-regions are a well studied phenomenon. It is possible that they were triggered by the expansion of the HII-region itself. Here, we present calculations on the dynamics of HII-regions. We show that the triggered stars that form in the expanding shell of swept up material around the HII region rarely return into the HII regions on timescales that are inferred for the proplyds and observed young stars. However, in very dense environments like Orion, the triggered stars return in time. Thus, our model can explain why proplyds are barely observed in other HII regions. We propose that the properties of young stellar objects in HII regions in general depend critically on the distance from the massive, ionizing central star cluster. Closest in, there are proplyds, where the disk of a young star interacts directly with the feedback of the massive star. Further out are Class II protostars, where the ionization already removed the envelope. Even further away, one should find Class I stars, which either have been triggered by the ionizing radiation or pre-existed and have not lost their envelope yet. This radial sequence is not necessarily an age sequence but rather a result of the dwindling importance of stellar winds and ionizing radiation with distance. We investigate the observational signature of triggered star formation and find that the stellar distribution for ionization triggered star formation shows a distinct feature, a peak at the current position of the ionization front. Therefore, it is generally possible to tell triggered and in situ distributions of stars apart.Comment: 6 pages, 5 figures, submitted to MNRA

Does broad money matter for interest rate policy?

This paper presents a business cycle model with financial intermediation encompassing the conventional New Keynesian model. Households’ financial wealth comprises cash and interest bearing deposits. When deposits provide transaction services, real broad money, which is predetermined, affects aggregate demand and has a stabilizing impact. Monetary policy can ensure equilibrium uniqueness if the central bank reacts at least slightly on the real broad money gap. Moreover, if the central bank aims at minimizing a standard loss function, real broad money enters the interest rate reaction function. Thus, money matters if it is defined broadly enough to include all households’ financial assets. --Interest rate policy,real broad money,financial wealth,macroeconomic stability

Market Transparency and Call Markets

This paper reports the results of 16 experimental asset markets that explore the effects of trade transparency on the price formation process and its results using a more realistic design than related studies. The open orderbook does not improve informational efficiency and does not result in higher liquidity (lower transaction costs). An increase in information intensity leads to both higher trading volume and higher volatility in both orderbook treatments. The comparison shows that they only differ in price volatility which is higher with an open orderbook. The market results mentioned above are confirmed by analyses on the individual level. --Market Microstructure,Experimental Asset Markets,Orderbook Transparency,Individual Behavior in Call Markets