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

Yet another breakdown point notion: EFSBP - illustrated at scale-shape models

The breakdown point in its different variants is one of the central notions to quantify the global robustness of a procedure. We propose a simple supplementary variant which is useful in situations where we have no obvious or only partial equivariance: Extending the Donoho and Huber(1983) Finite Sample Breakdown Point, we propose the Expected Finite Sample Breakdown Point to produce less configuration-dependent values while still preserving the finite sample aspect of the former definition. We apply this notion for joint estimation of scale and shape (with only scale-equivariance available), exemplified for generalized Pareto, generalized extreme value, Weibull, and Gamma distributions. In these settings, we are interested in highly-robust, easy-to-compute initial estimators; to this end we study Pickands-type and Location-Dispersion-type estimators and compute their respective breakdown points.Comment: 21 pages, 4 figure

Infinitesimally Robust Estimation in General Smoothly Parametrized Models

We describe the shrinking neighborhood approach of Robust Statistics, which applies to general smoothly parametrized models, especially, exponential families. Equal generality is achieved by object oriented implementation of the optimally robust estimators. We evaluate the estimates on real datasets from literature by means of our R packages ROptEst and RobLox

Yersinia effectors target mammalian signalling pathways

Animals have an immune system to fight off challenges from both viruses and bacteria. The first line of defence is innate immunity, which is composed of cells that engulf pathogens as well as cells that release potent signalling molecules to activate an inflammatory response and the adaptive immune system. Pathogenic bacteria have evolved a set of weapons, or effectors, to ensure survival in the host. Yersinia spp. use a type III secretion system to translocate these effector proteins, called Yops, into the host. This report outlines how Yops thwart the signalling machinery of the host immune system.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/73466/1/j.1462-5822.2002.00182.x.pd

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

Neutrophils Are Resistant to Yersinia YopJ/P-Induced Apoptosis and Are Protected from ROS-Mediated Cell Death by the Type III Secretion System

The human innate immune system relies on the coordinated activity of macrophages and polymorphonuclear leukocytes (neutrophils or PMNs) for defense against bacterial pathogens. Yersinia spp. subvert the innate immune response to cause disease in humans. In particular, the Yersinia outer protein YopJ (Y. pestis and Y. pseudotuberculosis) and YopP (Y. enterocolitica) rapidly induce apoptosis in murine macrophages and dendritic cells. However, the effects of Yersinia Yop J/P on neutrophil fate are not clearly defined.In this study, we utilized wild-type and mutant strains of Yersinia to test the contribution of YopJ and YopP on induction of apoptosis in human monocyte-derived macrophages (HMDM) and neutrophils. Whereas YopJ and YopP similarly induced apoptosis in HMDMs, interaction of human neutrophils with virulence plasmid-containing Yersinia did not result in PMN caspase activation, release of LDH, or loss of membrane integrity greater than PMN controls. In contrast, interaction of human PMNs with the virulence plasmid-deficient Y. pestis strain KIM6 resulted in increased surface exposure of phosphatidylserine (PS) and cell death. PMN reactive oxygen species (ROS) production was inhibited in a virulence plasmid-dependent but YopJ/YopP-independent manner. Following phagocytic interaction with Y. pestis strain KIM6, inhibition of PMN ROS production with diphenyleneiodonium chloride resulted in a reduction of PMN cell death similar to that induced by the virulence plasmid-containing strain Y. pestis KIM5.Our findings showed that Yersinia YopJ and/or YopP did not induce pronounced apoptosis in human neutrophils. Furthermore, robust PMN ROS production in response to virulence plasmid-deficient Yersinia was associated with increased PMN cell death, suggesting that Yersinia inhibition of PMN ROS production plays a role in evasion of the human innate immune response in part by limiting PMN apoptosis

Serine 25 phosphorylation inhibits RIPK1 kinase-dependent cell death in models of infection and inflammation

RIPK1 regulates cell death and inflammation through kinase-dependent and -independent mechanisms. As a scaffold, RIPK1 inhibits caspase-8-dependent apoptosis and RIPK3/MLKL-dependent necroptosis. As a kinase, RIPK1 paradoxically induces these cell death modalities. The molecular switch between RIPK1 pro-survival and pro-death functions remains poorly understood. We identify phosphorylation of RIPK1 on Ser25 by IKKs as a key mechanism directly inhibiting RIPK1 kinase activity and preventing TNF-mediated RIPK1-dependent cell death. Mimicking Ser25 phosphorylation (S > D mutation) protects cells and mice from the cytotoxic effect of TNF in conditions of IKK inhibition. In line with their roles in IKK activation, TNF-induced Ser25 phosphorylation of RIPK1 is defective in TAK1- or SHARPIN-deficient cells and restoring phosphorylation protects these cells from TNF-induced death. Importantly, mimicking Ser25 phosphorylation compromises the in vivo cell death-dependent immune control of Yersinia infection, a physiological model of TAK1/IKK inhibition, and rescues the cell death-induced multi-organ inflammatory phenotype of the SHARPIN-deficient mice