Robust Estimators in Generalized Pareto Models

This paper deals with optimally-robust parameter estimation in generalized Pareto distributions (GPDs). These arise naturally in many situations where one is interested in the behavior of extreme events as motivated by the Pickands-Balkema-de Haan extreme value theorem (PBHT). The application we have in mind is calculation of the regulatory capital required by Basel II for a bank to cover operational risk. In this context the tail behavior of the underlying distribution is crucial. This is where extreme value theory enters, suggesting to estimate these high quantiles parameterically using, e.g. GPDs. Robust statistics in this context offers procedures bounding the influence of single observations, so provides reliable inference in the presence of moderate deviations from the distributional model assumptions, respectively from the mechanisms underlying the PBHT.Comment: 26pages, 6 figure

Importance Sampling and Stratification for Copula Models

An importance sampling approach for sampling from copula models is introduced. The proposed algorithm improves Monte Carlo estimators when the functional of interest depends mainly on the behaviour of the underlying random vector when at least one of its components is large. Such problems often arise from dependence models in finance and insurance. The importance sampling framework we propose is particularly easy to implement for Archimedean copulas. We also show how the proposal distribution of our algorithm can be optimized by making a connection with stratified sampling. In a case study inspired by a typical insurance application, we obtain variance reduction factors sometimes larger than 1000 in comparison to standard Monte Carlo estimators when both importance sampling and quasi-Monte Carlo methods are used.NSERC, Grant 238959 NSERC, Grant 501

Antimicrobial Peptides and Skin: A Paradigm of Translational Medicine

Antimicrobial peptides (AMPs) are small, cationic, amphiphilic peptides with broad-spectrum microbicidal activity against both bacteria and fungi. In mammals, AMPs form the first line of host defense against infections and generally play an important role as effector agents of the innate immune system. The AMP era was born more than 6 decades ago when the first cationic cyclic peptide antibiotics, namely polymyxins and tyrothricin, found their way into clinical use. Due to the good clinical experience in the treatment of, for example, infections of mucus membranes as well as the subsequent understanding of mode of action, AMPs are now considered for treatment of inflammatory skin diseases and for improving healing of infected wounds. Based on the preclinical findings, including pathobiochemistry and molecular medicine, targeted therapy strategies are developed and first results indicate that AMPs influence processes of diseased skin. Importantly, in contrast to other antibiotics, AMPs do not seem to propagate the development of antibiotic-resistant micro-organisms. Therefore, AMPs should be tested in clinical trials for their efficacy and tolerability in inflammatory skin diseases and chronic wounds. Apart from possible fields of application, these peptides appear suited as an example of the paradigm of translational medicine for skin diseases which is today seen as a `two-way road' - from bench to bedside and backwards from bedside to bench. Copyright (c) 2012 S. Karger AG, Base

Measurement of the Bottom-Strange Meson Mixing Phase in the Full CDF Data Set

We report a measurement of the bottom-strange meson mixing phase \beta_s using the time evolution of B0_s -> J/\psi (->\mu+\mu-) \phi (-> K+ K-) decays in which the quark-flavor content of the bottom-strange meson is identified at production. This measurement uses the full data set of proton-antiproton collisions at sqrt(s)= 1.96 TeV collected by the Collider Detector experiment at the Fermilab Tevatron, corresponding to 9.6 fb-1 of integrated luminosity. We report confidence regions in the two-dimensional space of \beta_s and the B0_s decay-width difference \Delta\Gamma_s, and measure \beta_s in [-\pi/2, -1.51] U [-0.06, 0.30] U [1.26, \pi/2] at the 68% confidence level, in agreement with the standard model expectation. Assuming the standard model value of \beta_s, we also determine \Delta\Gamma_s = 0.068 +- 0.026 (stat) +- 0.009 (syst) ps-1 and the mean B0_s lifetime, \tau_s = 1.528 +- 0.019 (stat) +- 0.009 (syst) ps, which are consistent and competitive with determinations by other experiments.Comment: 8 pages, 2 figures, Phys. Rev. Lett 109, 171802 (2012

YopJ-Induced Caspase-1 Activation in Yersinia-Infected Macrophages: Independent of Apoptosis, Linked to Necrosis, Dispensable for Innate Host Defense

Yersinia outer protein J (YopJ) is a type III secretion system (T3SS) effector of pathogenic Yersinia (Yersinia pestis, Yersinia enterocolitica and Yersinia pseudotuberculosis) that is secreted into host cells. YopJ inhibits survival response pathways in macrophages, causing cell death. Allelic variation of YopJ is responsible for differential cytotoxicity in Yersinia strains. YopJ isoforms in Y. enterocolitica O:8 (YopP) and Y. pestis KIM (YopJKIM) strains have high cytotoxic activity. In addition, YopJKIM-induced macrophage death is associated with caspase-1 activation and interleukin-1β (IL-1β secretion. Here, the mechanism of YopJKIM-induced cell death, caspase-1 activation, and IL-1β secretion in primary murine macrophages was examined. Caspase-3/7 activity was low and the caspase-3 substrate poly (ADP-ribose) polymerase (PARP) was not cleaved in Y. pestis KIM5-infected macrophages. In addition, cytotoxicity and IL-1β secretion were not reduced in the presence of a caspase-8 inhibitor, or in B-cell lymphoma 2 (Bcl-2)-associated X protein (Bax)/Bcl-2 homologous antagonist/killer (Bak) knockout macrophages, showing that YopJKIM-mediated cell death and caspase-1 activation occur independent of mitochondrial-directed apoptosis. KIM5-infected macrophages released high mobility group protein B1 (HMGB1), a marker of necrosis, and microscopic analysis revealed that necrotic cells contained active caspase-1, indicating that caspase-1 activation is associated with necrosis. Inhibitor studies showed that receptor interacting protein 1 (RIP1) kinase and reactive oxygen species (ROS) were not required for cytotoxicity or IL-β release in KIM5-infected macrophages. IL-1β secretion was reduced in the presence of cathepsin B inhibitors, suggesting that activation of caspase-1 requires cathepsin B activity. Ectopically-expressed YopP caused higher cytotoxicity and secretion of IL-1β in Y. pseudotuberculosis-infected macrophages than YopJKIM. Wild-type and congenic caspase 1 knockout C57BL/6 mice were equally susceptible to lethal infection with Y. pseudotuberculosis ectopically expressing YopP. These data suggest that YopJ-induced caspase-1 activation in Yersinia-infected macrophages is a downstream consequence of necrotic cell death and is dispensable for innate host resistance to a strain with enhanced cytotoxicity

Reduced Secretion of YopJ by Yersinia Limits In Vivo Cell Death but Enhances Bacterial Virulence

Numerous microbial pathogens modulate or interfere with cell death pathways in cultured cells. However, the precise role of host cell death during in vivo infection remains poorly understood. Macrophages infected by pathogenic species of Yersinia typically undergo an apoptotic cell death. This is due to the activity of a Type III secreted effector protein, designated YopJ in Y. pseudotuberculosis and Y. pestis, and YopP in the closely related Y. enterocolitica. It has recently been reported that Y. enterocolitica YopP shows intrinsically greater capacity for being secreted than Y. pestis YopJ, and that this correlates with enhanced cytotoxicity observed for high virulence serotypes of Y. enterocolitica. The enzymatic activity and secretory capacity of YopP from different Y. enterocolitica serotypes have been shown to be variable. However, the underlying basis for differential secretion of YopJ/YopP, and whether reduced secretion of YopJ by Y. pestis plays a role in pathogenesis during in vivo infection, is not currently known. It has also been reported that similar to macrophages, Y. enterocolitica infection of dendritic cells leads to YopP-dependent cell death. We demonstrate here that in contrast to Y. enterocolitica, Y. pseudotuberculosis infection of bone marrow–derived dendritic cells does not lead to increased cell death. However, death of Y. pseudotuberculosis–infected dendritic cells is enhanced by ectopic expression of YopP in place of YopJ. We further show that polymorphisms at the N-terminus of the YopP/YopJ proteins are responsible for their differential secretion, translocation, and consequent cytotoxicity. Mutation of two amino acids in YopJ markedly enhanced both translocation and cytotoxicity. Surprisingly, expression of YopP or a hypersecreted mutant of YopJ in Y. pseudotuberculosis resulted in its attenuation in oral mouse infection. Complete absence of YopJ also resulted in attenuation of virulence, in accordance with previous observations. These findings suggest that control of cytotoxicity is an important virulence property for Y. pseudotuberculosis, and that intermediate levels of YopJ-mediated cytotoxicity are necessary for maximal systemic virulence of this bacterial pathogen

Fertility Ideals of Women and Men Across the Life Course

This paper explores the stability of women’s and men’s fertility preferences across the life course. The data come from the first six waves of the German Family Panel (pairfam), which span the period from 2008/2009 until 2013/2014. In our analysis, fertility preferences are measured using the following question: “Under ideal circumstances, how many children would you like to have?” The average number cited by both women and men is 2.2. With rising age, this number declines modestly. Relying on fixed-effects modelling, we find that neither partnership status nor economic circumstances have any causal effect on fertility preferences. However, as the number of children a respondent has increases, his or her ideal number of children is also likely to grow. Thus, fertility ideals appear to undergo changes over time, and are adjusted in line with the size of the respondent’s own family

Prognostic value of performance status assessed by patients themselves, nurses, and oncologists in advanced non-small cell lung cancer

Accuracy in the assessment of performance status by oncologists has not been well evaluated. We investigated possible discrepancies in the assessment of performance status among patients, nurses, and oncologists, and evaluated the prognostic importance of each assessment. Two hundred and six inpatients with inoperable, advanced non-small cell lung cancer were investigated prospectively. Weighted Kappa statistics for inter-observer agreement were 0.53 between oncologists and patients and 0.63 between oncologists and nurses. There was a significant difference among the assessments by the three groups (P < 0.001). Oncologists gave the healthiest performance status assessment, nurses an intermediate assessment, and patients the poorest. When included separately in the Cox model, the assessment by each group was significantly correlated with survival. However, the assessment by the patients themselves failed to distinguish survival of patients with performance status 1 and 2. Among the three models including patient-, nurse-, and oncologist-assessed PS, that including oncologist-assessed PS best fitted to the observed survival data. These results showed that the assessment by the patients themselves is different from those by the nurses and the oncologists and provided additional support for the use of the assessment by oncologists in clinical oncology. © 2001 Cancer Research Campaign http://www.bjcancer.co

Adaptive intrapatient dose escalation of cisplatin in combination with low-dose vp16 in patients with nonsmall cell lung cancer

The objective of this phase II and pharmacologic study was to explore the feasibility toxicity and activity of adaptive intrapatient dose escalation of cisplatin in a dose-intensive weekly schedule using predefined levels of exposure, with the ultimate aim to improve the antitumour activity of the therapy in patients with nonsmall cell lung cancer (NSCLC). Platinum DNA-adduct levels in peripheral white blood cells during treatment were used as the primary parameter for adaptive dosing. If DNA-adduct levels were not available, the area under the concentration-time curve (AUC) of unbound platinum in plasma was used for dose adaptation. Target levels for DNA-adducts and AUC have been defined in a previously performed pharmacologic study. The feasibility of adaptive dosing was tested in 76 patients with stage IIIB and IV NSCLC, who were planned to receive 6 weekly courses of cisplatin at a starting dose of 70 mg m-2, together with daily low oral dose of 50 mg VP16. In total, 37 patients (49%) who were given more than one course received a dose increase varying from 10 to 55%. The majority of patients reached the defined target levels by a dose increase during course two. Relevant grade 2 neurotoxicity was observed in eight (10%) patients and reversible ototoxicity grade 2 in 14 (18%) patients. The strategy of adaptive intrapatient dose adjustment of cisplatin is practically feasible in a research setting even when results for dose adaptation have to be reported within a short time-period of I week. The toxicity appeared to be manageable in this cohort of patients. In some patients, exposure after the standard dose was substantially lower than the defined target level and significant dose escalations of more than 50% had to be applied. The response rate (RR) was relatively high: overall 40% (29 out of 72 patients) partial remission (PR), in patients with stage IIIB the RR was 60% (15 out of 25 patients) and with stage IV 30% (14 out of 47 patients). Randomised studies are needed to determine whether the adaptive dosing strategy results in better efficacy than standard dosing