The t copula with Multiple Parameters of Degrees of Freedom: Bivariate Characteristics and Application to Risk Management

The t copula is often used in risk management as it allows for modelling tail dependence between risks and it is simple to simulate and calibrate. However, the use of a standard t copula is often criticized due to its restriction of having a single parameter for the degrees of freedom (dof) that may limit its capability to model the tail dependence structure in a multivariate case. To overcome this problem, grouped t copula was proposed recently, where risks are grouped a priori in such a way that each group has a standard t copula with its specific dof parameter. In this paper we propose the use of a grouped t copula, where each group consists of one risk factor only, so that a priori grouping is not required. The copula characteristics in the bivariate case are studied. We explain simulation and calibration procedures, including a simulation study on finite sample properties of the maximum likelihood estimators and Kendall's tau approximation. This new copula can be significantly different from the standard t copula in terms of risk measures such as tail dependence, value at risk and expected shortfall. Keywords: grouped t copula, tail dependence, risk management

Molecular and cellular mechanisms underlying the evolution of form and function in the amniote jaw.

The amniote jaw complex is a remarkable amalgamation of derivatives from distinct embryonic cell lineages. During development, the cells in these lineages experience concerted movements, migrations, and signaling interactions that take them from their initial origins to their final destinations and imbue their derivatives with aspects of form including their axial orientation, anatomical identity, size, and shape. Perturbations along the way can produce defects and disease, but also generate the variation necessary for jaw evolution and adaptation. We focus on molecular and cellular mechanisms that regulate form in the amniote jaw complex, and that enable structural and functional integration. Special emphasis is placed on the role of cranial neural crest mesenchyme (NCM) during the species-specific patterning of bone, cartilage, tendon, muscle, and other jaw tissues. We also address the effects of biomechanical forces during jaw development and discuss ways in which certain molecular and cellular responses add adaptive and evolutionary plasticity to jaw morphology. Overall, we highlight how variation in molecular and cellular programs can promote the phenomenal diversity and functional morphology achieved during amniote jaw evolution or lead to the range of jaw defects and disease that affect the human condition

Regulatory Effect of Connexin 43 on Basal Ca2+ Signaling in Rat Ventricular Myocytes

Background: It has been found that gap junction-associated intracellular Ca 2+ [Ca 2+]i disturbance contributes to the arrhythmogenesis and hyperconstriction in diseased heart. However, whether functional gaps are also involved in the regulation of normal Ca 2+ signaling, in particular the basal [Ca 2+] i activities, is unclear. Methods and Results: Global and local Ca 2+ signaling and gap permeability were monitored in cultured neonatal rat ventricular myocytes (NRVMs) and freshly isolated mouse ventricular myocytes by Fluo4/AM and Lucifer yellow (LY), respectively. The results showed that inhibition of gap communication by heptanol, Gap 27 and flufenamic acid or interference of connexin 43 (Cx43) with siRNA led to a significant suppression of LY uptake and, importantly, attenuations of global Ca 2+ transients and local Ca 2+ sparks in monolayer NRVMs and Ca 2+ sparks in adult ventricular myocytes. In contrast, overexpression of rat-Cx43 in NRVMs induced enhancements in the above measurements, and so did in HEK293 cells expressing rat Cx43. Additionally, membrane-permeable inositol 1,4,5-trisphosphate (IP3 butyryloxymethyl ester) and phenylephrine, an agonist of adrenergic receptor, could relieve the inhibited Ca 2+ signal and LY uptake by gap uncouplers, whereas blockade of IP 3 receptor with xestospongin C or 2-aminoethoxydiphenylborate mimicked the effects of gap inhibitors. More importantly, all these gap-associated effects on Ca 2+ signaling were also found in single NRVMs that only have hemichannels instead of gap junctions. Further immunostaining/immunoblotting single myocytes with antibod

Maximal conductances ionic parameters estimation in cardiac electrophysiology multiscale modelling

International audienceIn this work, we present an optimal control formulation for the bidomain model in order to estimate maximal conductances parameters in the physiological ionic model. We consider a general Hodgkin-Huxley formalism to describe the ionic exchanges at the microcopic level. We consider the parameters as control variables to minimize the mismatch between the measured and the computed potentials under the constraint of the bidomain system. The solution of the optimization problem is based on a gradient descent method, where the gradient is obtained by solving an adjoint problem. We show through some numerical examples the capability of this approach to estimate the values of sodium, calcium and potassium ion channels conductances in the Luo Rudy phase I model

Functional mapping of brain synapses by the enriching activity-marker SynaptoZip

Ideally, elucidating the role of specific brain circuits in animal behavior would require the ability to measure activity at all involved synapses, possibly with unrestricted field of view, thus even at those boutons deeply located into the brain. Here, we introduce and validate an efficient scheme reporting synaptic vesicle cycling in vivo. This is based on SynaptoZip, a genetically encoded molecule deploying in the vesicular lumen a bait moiety designed to capture upon exocytosis a labeled alien peptide, Synbond. The resulting signal is cumulative and stores the number of cycling events occurring at individual synapses. Since this functional signal is enduring and measurable both online and ex post, SynaptoZip provides a unique method for the analysis of the history of synaptic activity in regions several millimeters below the brain surface. We show its broad applicability by reporting stimulus-evoked and spontaneous circuit activity in wide cortical fields, in anesthetized and freely moving animals

Association of melanocortin 1 receptor gene (MC1R) polymorphisms with skin reflectance and freckles in Japanese.

Most studies on the genetic basis of human skin pigmentation have focused on people of European ancestry and only a few studies have focused on Asian populations. We investigated the association of skin reflectance and freckling with genetic variants of melanocortin 1 receptor (MC1R) gene in Japanese. DNA samples were obtained from a total of 653 Japanese individuals (ages 19-40 years) residing in Okinawa; skin reflectance was measured using a spectrophotometer and freckling status was determined for each individual. Lightness index (L*) and freckling status were not correlated with age, body mass index or ancestry (Ryukyuan or Main Islanders of Japan). Among the 10 nonsynonymous variants that were identified by direct sequencing of the coding region of MC1R, two variants--R163Q and V92M--with the derived allele frequencies of 78.6 and 5.5%, respectively, were most common. Multiple regression analysis showed that the 163Q allele and the presence of nonsynonymous rare variants (allele frequencies <5%) were significantly associated with an increase in sex-standardized skin lightness (L* of CIELAB (CIE 1976 (L*a*b*) color space)) of the inner upper arm. Relative to the 92V allele, the 92M allele was significantly associated with increased odds of freckling. This is the first study to show an association between the 163Q allele and skin reflectance values; this association indicated that light-toned skin may have been subjected to positive selection in East Asian people

Characterization of age-related gene expression profiling in bone marrow and epididymal adipocytes

<p>Abstract</p> <p>Background</p> <p>While an increase in bone marrow adiposity is associated with age-related bone disease, the function of bone marrow adipocytes has not been studied. The aim of this study was to characterize and compare the age-related gene expression profiles in bone marrow adipocytes and epididymal adipocytes.</p> <p>Results</p> <p>A total of 3918 (13.7%) genes were differentially expressed in bone marrow adipocytes compared to epididymal adipocytes. Bone marrow adipocytes revealed a distinct gene profile with low expression of adipocyte-specific genes peroxisome proliferator-activated receptor gamma (PPARγ), fatty acid binding protein 4 (FABP4), perilipin (Plin1), adipsin (CFD) and high expression of genes associated with early adipocyte differentiation (CCAAT/enhancer binding protein beta (C/EBPβ), regulator of G-protein signaling 2 (RGS2). In addition, a number of genes including secreted frizzled related protein 4 (SFRP4), tumor necrosis factor α (TNFα), transforming growth factor beta 1(TGFβ1), G-protein coupled receptor 109A (GPR109A) and interleukin 6 (IL-6), that could affect adipose-derived signaling to bone are markedly increased in bone marrow adipocytes. Age had a substantial effect on genes associated with mitochondria function and inflammation in bone marrow adipocytes. Twenty seven genes were significantly changed with age in both adipocyte depots. Among these genes, IL6 and GPR109A were significantly reduced with age in both adipocyte depots.</p> <p>Conclusions</p> <p>Overall, gene profiling reveals a unique phenotype for primary bone marrow adipocytes characterized by low adipose-specific gene expression and high expression of inflammatory response genes. Bone marrow and epididymal adipocytes share a common pathway in response to aging in mice, but age has a greater impact on global gene expression in epididymal than in bone marrow adipocytes. Genes that are differentially expressed at greater levels in the bone marrow are highly regulated with age.</p