Some Statistical Problems with High Dimensional Financial data

For high dimensional data, some of the standard statistical techniques do not work well. So modification or further development of statistical methods are necessary. In this paper, we explore these modifications. We start with the important problem of estimating high dimensional covariance matrix. Then we explore some of the important statistical techniques such as high dimensional regression, principal component analysis, multiple testing problems and classification. We describe some of the fast algorithms that can be readily applied in practice.Comment: 22 pages, 5 figure

Euler-Heisenberg lagrangians and asymptotic analysis in 1+1 QED, part 1: Two-loop

We continue an effort to obtain information on the QED perturbation series at high loop orders, and particularly on the issue of large cancellations inside gauge invariant classes of graphs, using the example of the l - loop N - photon amplitudes in the limit of large photons numbers and low photon energies. As was previously shown, high-order information on these amplitudes can be obtained from a nonperturbative formula, due to Affleck et al., for the imaginary part of the QED effective lagrangian in a constant field. The procedure uses Borel analysis and leads, under some plausible assumptions, to a number of nontrivial predictions already at the three-loop level. Their direct verification would require a calculation of this `Euler-Heisenberg lagrangian' at three-loops, which seems presently out of reach. Motivated by previous work by Dunne and Krasnansky on Euler-Heisenberg lagrangians in various dimensions, in the present work we initiate a new line of attack on this problem by deriving and proving the analogous predictions in the simpler setting of 1+1 dimensional QED. In the first part of this series, we obtain a generalization of the formula of Affleck et al. to this case, and show that, for both Scalar and Spinor QED, it correctly predicts the leading asymptotic behaviour of the weak field expansion coefficients of the two loop Euler-Heisenberg lagrangians.Comment: 28 pages, 1 figures, final published version (minor modifications, refs. added

Omnivorousness in sport: The importance of social capital and networks

There has been for some time a significant and growing body of research around the relationship between sport and social capital. Similarly, within sociology there has been a corpus of work that has acknowledged the emergence of the omnivore–univore relationship. Surprisingly, relatively few studies examining sport and social capital have taken the omnivore–univore framework as a basis for understanding the relationship between sport and social capital. This gap in the sociology of sport literature and knowledge is rectified by this study that takes not Putnam, Coleman or Bourdieu, but Lin’s social network approach to social capital. The implications of this article are that researchers investigating sport and social capital need to understand more about how social networks and places for sport work to create social capital and, in particular, influence participating in sporting activities. The results indicate that social networks both facilitate and constrain sports participation; whilst family and friendship networks are central in active lifestyles, those who are less active have limited networks

Asymmetric Origin for Gravitino Relic Density in the Hybrid Gravity-Gauge Mediated Supersymmetry Breaking

We propose the hybrid gravity-gauge mediated supersymmetry breaking where the gravitino mass is about several GeV. The strong constraints on supersymmetry viable parameter space from the CMS and ATLAS experiments at the LHC can be relaxed due to the heavy colored supersymmetric particles, and it is consistent with null results in the dark matter (DM) direct search experiments such as XENON100. In particular, the possible maximal flavor and CP violations from the relatively small gravity mediation may naturally account for the recent LHCb anomaly. In addition, because the gravitino mass is around the asymmetric DM mass, we propose the asymmetric origin of the gravitino relic density and solve the cosmological coincident problem on the DM and baryon densities \Omega_{\rm DM}:\Omega_{B}\approx 5:1. The gravitino relic density arises from asymmetric metastable particle (AMP) late decay. However, we show that there is no AMP candidate in the minimal supersymmetric Standard Model (SM) due to the robust gaugino/Higgsino mediated wash-out effects. Interestingly, AMP can be realized in the well motivated supersymmetric SMs with vector-like particles or continuous U(1)_R symmetry. Especially, the lightest CP-even Higgs boson mass can be lifted in the supersymmetric SMs with vector-like particles.Comment: RevTex4, 21 pages, 1 figure, minor corrections, JHEP versio

Assessing the Health of Richibucto Estuary with the Latent Health Factor Index

The ability to quantitatively assess the health of an ecosystem is often of great interest to those tasked with monitoring and conserving ecosystems. For decades, research in this area has relied upon multimetric indices of various forms. Although indices may be numbers, many are constructed based on procedures that are highly qualitative in nature, thus limiting the quantitative rigour of the practical interpretations made from these indices. The statistical modelling approach to construct the latent health factor index (LHFI) was recently developed to express ecological data, collected to construct conventional multimetric health indices, in a rigorous quantitative model that integrates qualitative features of ecosystem health and preconceived ecological relationships among such features. This hierarchical modelling approach allows (a) statistical inference of health for observed sites and (b) prediction of health for unobserved sites, all accompanied by formal uncertainty statements. Thus far, the LHFI approach has been demonstrated and validated on freshwater ecosystems. The goal of this paper is to adapt this approach to modelling estuarine ecosystem health, particularly that of the previously unassessed system in Richibucto in New Brunswick, Canada. Field data correspond to biotic health metrics that constitute the AZTI marine biotic index (AMBI) and abiotic predictors preconceived to influence biota. We also briefly discuss related LHFI research involving additional metrics that form the infaunal trophic index (ITI). Our paper is the first to construct a scientifically sensible model to rigorously identify the collective explanatory capacity of salinity, distance downstream, channel depth, and silt-clay content --- all regarded a priori as qualitatively important abiotic drivers --- towards site health in the Richibucto ecosystem.Comment: On 2013-05-01, a revised version of this article was accepted for publication in PLoS One. See Journal reference and DOI belo

Elucidating the Limit of Li Insertion into the Spinel Li4Ti5O12

In this work, we show that the well-known lithium-ion anode material, Li4Ti5O12, exhibits exceptionally high initial capacity of 310 mAh g-1 when it is discharged to 0.01 V. It maintains a reversible capacity of 230 mAh g-1, far exceeding the "theoretical" capacity of 175 mAh g-1 when this anode is lithiated to the composition Li7Ti5O12. Neutron diffraction analyses identify that additional Li reversibly enters into the Li7Ti5O12 to form Li8Ti5O12. density functional theory (DFT) calculations reveal the average potentials of the Li4Ti5O12 to Li7Ti5O12 step and the Li7Ti5O12 to Li8Ti5O12 step are 1.57 and 0.19 V, respectively, which are in excellent agreement with experimental results. Transmission electron microscopy (TEM) studies confirm that the irreversible capacity of Li4Ti5O12 during its first cycle originates from the formation of a solid electrolyte interface (SEI) layer. This work clarifies the fundamental lithiation mechanism of the Li4Ti5O12, when lithiated to 0.01 V vs Li

VEZF1 elements mediate protection from DNA methylation

There is growing consensus that genome organization and long-range gene regulation involves partitioning of the genome into domains of distinct epigenetic chromatin states. Chromatin insulator or barrier elements are key components of these processes as they can establish boundaries between chromatin states. The ability of elements such as the paradigm β-globin HS4 insulator to block the range of enhancers or the spread of repressive histone modifications is well established. Here we have addressed the hypothesis that a barrier element in vertebrates should be capable of defending a gene from silencing by DNA methylation. Using an established stable reporter gene system, we find that HS4 acts specifically to protect a gene promoter from de novo DNA methylation. Notably, protection from methylation can occur in the absence of histone acetylation or transcription. There is a division of labor at HS4; the sequences that mediate protection from methylation are separable from those that mediate CTCF-dependent enhancer blocking and USF-dependent histone modification recruitment. The zinc finger protein VEZF1 was purified as the factor that specifically interacts with the methylation protection elements. VEZF1 is a candidate CpG island protection factor as the G-rich sequences bound by VEZF1 are frequently found at CpG island promoters. Indeed, we show that VEZF1 elements are sufficient to mediate demethylation and protection of the APRT CpG island promoter from DNA methylation. We propose that many barrier elements in vertebrates will prevent DNA methylation in addition to blocking the propagation of repressive histone modifications, as either process is sufficient to direct the establishment of an epigenetically stable silent chromatin stat

A Single-Arm, Proof-Of-Concept Trial of Lopimune (Lopinavir/Ritonavir) as a Treatment for HPV-Related Pre-Invasive Cervical Disease

BACKGROUND: Cervical cancer is the most common female malignancy in the developing nations and the third most common cancer in women globally. An effective, inexpensive and self-applied topical treatment would be an ideal solution for treatment of screen-detected, pre-invasive cervical disease in low resource settings. METHODS: Between 01/03/2013 and 01/08/2013, women attending Kenyatta National Hospital's Family Planning and Gynaecology Outpatients clinics were tested for HIV, HPV (Cervista®) and liquid based cervical cytology (LBC -ThinPrep®). HIV negative women diagnosed as high-risk HPV positive with high grade squamous intraepithelial lesions (HSIL) were examined by colposcopy and given a 2 week course of 1 capsule of Lopimune (CIPLA) twice daily, to be self-applied as a vaginal pessary. Colposcopy, HPV testing and LBC were repeated at 4 and 12 weeks post-start of treatment with a final punch biopsy at 3 months for histology. Primary outcome measures were acceptability of treatment with efficacy as a secondary consideration. RESULTS: A total of 23 women with HSIL were treated with Lopimune during which time no adverse reactions were reported. A maximum concentration of 10 ng/ml of lopinavir was detected in patient plasma 1 week after starting treatment. HPV was no longer detected in 12/23 (52.2%, 95%CI: 30.6-73.2%). Post-treatment cytology at 12 weeks on women with HSIL, showed 14/22 (63.6%, 95%CI: 40.6-82.8%) had no dysplasia and 4/22 (18.2%, 95%CI: 9.9-65.1%) were now low grade demonstrating a combined positive response in 81.8% of women of which 77.8% was confirmed by histology. These data are supported by colposcopic images, which show regression of cervical lesions. CONCLUSIONS: These results demonstrate the potential of Lopimune as a self-applied therapy for HPV infection and related cervical lesions. Since there were no serious adverse events or detectable post-treatment morbidity, this study indicates that further trials are clearly justified to define optimal regimes and the overall benefit of this therapy. TRIAL REGISTRATION: ISRCTN Registry 48776874

Immunotherapeutic targeting of membrane Hsp70-expressing tumors using recombinant human granzyme B

Background: We have previously reported that human recombinant granzyme B (grB) mediates apoptosis in membrane heat shock protein 70 (Hsp70)-positive tumor cells in a perforin-independent manner

Characterisation of feline renal cortical fibroblast cultures and their transcriptional response to transforming growth factor beta 1

Chronic kidney disease (CKD) is common in geriatric cats, and the most prevalent pathology is chronic tubulointerstitial inflammation and fibrosis. The cell type predominantly responsible for the production of extra-cellular matrix in renal fibrosis is the myofibroblast, and fibroblast to myofibroblast differentiation is probably a crucial event. The cytokine TGF-β1 is reportedly the most important regulator of myofibroblastic differentiation in other species. The aim of this study was to isolate and characterise renal fibroblasts from cadaverous kidney tissue of cats with and without CKD, and to investigate the transcriptional response to TGF-β1