An efficient semiparametric maxima estimator of the extremal index

The extremal index $\theta$, a measure of the degree of local dependence in the extremes of a stationary process, plays an important role in extreme value analyses. We estimate $\theta$ semiparametrically, using the relationship between the distribution of block maxima and the marginal distribution of a process to define a semiparametric model. We show that these semiparametric estimators are simpler and substantially more efficient than their parametric counterparts. We seek to improve efficiency further using maxima over sliding blocks. A simulation study shows that the semiparametric estimators are competitive with the leading estimators. An application to sea-surge heights combines inferences about $\theta$ with a standard extreme value analysis of block maxima to estimate marginal quantiles.Comment: 17 pages, 7 figures. Minor edits made to version 1 prior to journal publication. The final publication is available at Springer via http://dx.doi.org/10.1007/s10687-015-0221-

Dragon-kings: mechanisms, statistical methods and empirical evidence

This introductory article presents the special Discussion and Debate volume "From black swans to dragon-kings, is there life beyond power laws?" published in Eur. Phys. J. Special Topics in May 2012. We summarize and put in perspective the contributions into three main themes: (i) mechanisms for dragon-kings, (ii) detection of dragon-kings and statistical tests and (iii) empirical evidence in a large variety of natural and social systems. Overall, we are pleased to witness significant advances both in the introduction and clarification of underlying mechanisms and in the development of novel efficient tests that demonstrate clear evidence for the presence of dragon-kings in many systems. However, this positive view should be balanced by the fact that this remains a very delicate and difficult field, if only due to the scarcity of data as well as the extraordinary important implications with respect to hazard assessment, risk control and predictability.Comment: 20 page

Kepler photometry of RRc stars: peculiar double-mode pulsations and period doubling

We present the analysis of four first overtone RR Lyrae stars observed with the Kepler space telescope, based on data obtained over nearly 2.5 yr. All four stars are found to be multiperiodic. The strongest secondary mode with frequency f2 has an amplitude of a few mmag, 20–45 times lower than the main radial mode with frequency f1. The two oscillations have a period ratio of P2/P1 = 0.612–0.632 that cannot be reproduced by any two radial modes. Thus, the secondary mode is non-radial. Modes yielding similar period ratios have also recently been discovered in other variables of the RRc and RRd types. These objects form a homogenous group and constitute a new class of multimode RR Lyrae pulsators, analogous to a similar class of multimode classical Cepheids in the Magellanic Clouds. Because a secondary mode with P2/P1 ∼ 0.61 is found in almost every RRc and RRd star observed from space, this form of multiperiodicity must be common. In all four Kepler RRc stars studied, we find subharmonics of f2 at ∼1/2f2 and at ∼3/2f2. This is a signature of period doubling of the secondary oscillation, and is the first detection of period doubling in RRc stars. The amplitudes and phases of f2 and its subharmonics are variable on a time-scale of 10–200 d. The dominant radial mode also shows variations on the same time-scale, but with much smaller amplitude. In three Kepler RRc stars we detect additional periodicities, with amplitudes below 1 mmag, that must correspond to non-radial g-modes. Such modes never before have been observed in RR Lyrae variables

Searching for Periodic Variables in the EROS-2 Database

We started a systematic search for periodic variable-star candidates in the EROS-2 database in the context of preparatory work for the Gaia satellite mission. The goal is to evaluate different classification tools and strategies, and to identify a large sample of variable candidates. In this paper we present the results of an assessment study of a three-step identification and classification process. In the study we took a sample of about 80,000 stars from one of the LMC EROS field

<i>Gaia</i> Data Release 1. Summary of the astrometric, photometric, and survey properties

Context. At about 1000 days after the launch of Gaia we present the first Gaia data release, Gaia DR1, consisting of astrometry and photometry for over 1 billion sources brighter than magnitude 20.7. Aims. A summary of Gaia DR1 is presented along with illustrations of the scientific quality of the data, followed by a discussion of the limitations due to the preliminary nature of this release. Methods. The raw data collected by Gaia during the first 14 months of the mission have been processed by the Gaia Data Processing and Analysis Consortium (DPAC) and turned into an astrometric and photometric catalogue. Results. Gaia DR1 consists of three components: a primary astrometric data set which contains the positions, parallaxes, and mean proper motions for about 2 million of the brightest stars in common with the HIPPARCOS and Tycho-2 catalogues – a realisation of the Tycho-Gaia Astrometric Solution (TGAS) – and a secondary astrometric data set containing the positions for an additional 1.1 billion sources. The second component is the photometric data set, consisting of mean G-band magnitudes for all sources. The G-band light curves and the characteristics of ∼3000 Cepheid and RR-Lyrae stars, observed at high cadence around the south ecliptic pole, form the third component. For the primary astrometric data set the typical uncertainty is about 0.3 mas for the positions and parallaxes, and about 1 mas yr−1 for the proper motions. A systematic component of ∼0.3 mas should be added to the parallax uncertainties. For the subset of ∼94 000 HIPPARCOS stars in the primary data set, the proper motions are much more precise at about 0.06 mas yr−1. For the secondary astrometric data set, the typical uncertainty of the positions is ∼10 mas. The median uncertainties on the mean G-band magnitudes range from the mmag level to ∼0.03 mag over the magnitude range 5 to 20.7. Conclusions. Gaia DR1 is an important milestone ahead of the next Gaia data release, which will feature five-parameter astrometry for all sources. Extensive validation shows that Gaia DR1 represents a major advance in the mapping of the heavens and the availability of basic stellar data that underpin observational astrophysics. Nevertheless, the very preliminary nature of this first Gaia data release does lead to a number of important limitations to the data quality which should be carefully considered before drawing conclusions from the data

Identification of new therapeutic targets for osteoarthritis through genome-wide analyses of UK Biobank data

Osteoarthritis is the most common musculoskeletal disease and the leading cause of disability globally. Here, we performed a genome-wide association study for osteoarthritis (77,052 cases and 378,169 controls), analyzing four phenotypes: knee osteoarthritis, hip osteoarthritis, knee and/or hip osteoarthritis, and any osteoarthritis. We discovered 64 signals, 52 of them novel, more than doubling the number of established disease loci. Six signals fine-mapped to a single variant. We identified putative effector genes by integrating expression quantitative trait loci (eQTL) colocalization, fine-mapping, and human rare-disease, animal-model, and osteoarthritis tissue expression data. We found enrichment for genes underlying monogenic forms of bone development diseases, and for the collagen formation and extracellular matrix organization biological pathways. Ten of the likely effector genes, including TGFB1 (transforming growth factor beta 1), FGF18 (fibroblast growth factor 18), CTSK (cathepsin K), and IL11 (interleukin 11), have therapeutics approved or in clinical trials, with mechanisms of action supportive of evaluation for efficacy in osteoarthritis

Whole-Genome Sequencing Coupled to Imputation Discovers Genetic Signals for Anthropometric Traits

Deep sequence-based imputation can enhance the discovery power of genome-wide association studies by assessing previously unexplored variation across the common-and low-frequency spectra. We applied a hybrid whole-genome sequencing (WGS) and deep imputation approach to examine the broader allelic architecture of 12 anthropometric traits associated with height, body mass, and fat distribution in up to 267,616 individuals. We report 106 genome-wide significant signals that have not been previously identified, including 9 low-frequency variants pointing to functional candidates. Of the 106 signals, 6 are in genomic regions that have not been implicated with related traits before, 28 are independent signals at previously reported regions, and 72 represent previously reported signals for a different anthropometric trait. 71% of signals reside within genes and fine mapping resolves 23 signals to one or two likely causal variants. We confirm genetic overlap between human monogenic and polygenic anthropometric traits and find signal enrichment in cis expression QTLs in relevant tissues. Our results highlight the potential of WGS strategies to enhance biologically relevant discoveries across the frequency spectrum.Peer reviewe

Gaia Data Release 1: Testing parallaxes with local Cepheids and RR Lyrae stars

Context. Parallaxes for 331 classical Cepheids, 31 Type II Cepheids, and 364 RR Lyrae stars in common between Gaia and the Hipparcos and Tycho-2 catalogues are published in Gaia Data Release 1 (DR1) as part of the Tycho-Gaia Astrometric Solution (TGAS). Aims. In order to test these first parallax measurements of the primary standard candles of the cosmological distance ladder, which involve astrometry collected by Gaia during the initial 14 months of science operation, we compared them with literature estimates and derived new period-luminosity (PL), period-Wesenheit (PW) relations for classical and Type II Cepheids and infrared PL, PL-metallicity (PLZ), and optical luminosity-metallicity (M V -[Fe/H]) relations for the RR Lyrae stars, with zero points based on TGAS. Methods. Classical Cepheids were carefully selected in order to discard known or suspected binary systems. The final sample comprises 102 fundamental mode pulsators with periods ranging from 1.68 to 51.66 days (of which 33 with σ Ω /Ω < 0.5). The Type II Cepheids include a total of 26 W Virginis and BL Herculis stars spanning the period range from 1.16 to 30.00 days (of which only 7 with σ Ω /Ω < 0.5). The RR Lyrae stars include 200 sources with pulsation period ranging from 0.27 to 0.80 days (of which 112 with σ Ω /Ω < 0.5). The new relations were computed using multi-band (V,I,J,K s ) photometry and spectroscopic metal abundances available in the literature, and by applying three alternative approaches: (i) linear least-squares fitting of the absolute magnitudes inferred from direct transformation of the TGAS parallaxes; (ii) adopting astrometry-based luminosities; and (iii) using a Bayesian fitting approach. The last two methods work in parallax space where parallaxes are used directly, thus maintaining symmetrical errors and allowing negative parallaxes to be used. The TGAS-based PL,PW,PLZ, and M V - [Fe/H] relations are discussed by comparing the distance to the Large Magellanic Cloud provided by different types of pulsating stars and alternative fitting methods. Results. Good agreement is found from direct comparison of the parallaxes of RR Lyrae stars for which both TGAS and HST measurements are available. Similarly, very good agreement is found between the TGAS values and the parallaxes inferred from the absolute magnitudes of Cepheids and RR Lyrae stars analysed with the Baade-Wesselink method. TGAS values also compare favourably with the parallaxes inferred by theoretical model fitting of the multi-band light curves for two of the three classical Cepheids and one RR Lyrae star, which were analysed with this technique in our samples. The K-band PL relations show the significant improvement of the TGAS parallaxes for Cepheids and RR Lyrae stars with respect to the Hipparcos measurements. This is particularly true for the RR Lyrae stars for which improvement in quality and statistics is impressive. Conclusions. TGAS parallaxes bring a significant added value to the previous Hipparcos estimates. The relations presented in this paper represent the first Gaia-calibrated relations and form a work-in-progress milestone report in the wait for Gaia-only parallaxes of which a first solution will become available with Gaia Data Release 2 (DR2) in 2018. © ESO, 2017