624 research outputs found
A test for model specification of diffusion processes
We propose a test for model specification of a parametric diffusion process
based on a kernel estimation of the transitional density of the process. The
empirical likelihood is used to formulate a statistic, for each kernel
smoothing bandwidth, which is effectively a Studentized -distance between
the kernel transitional density estimator and the parametric transitional
density implied by the parametric process. To reduce the sensitivity of the
test on smoothing bandwidth choice, the final test statistic is constructed by
combining the empirical likelihood statistics over a set of smoothing
bandwidths. To better capture the finite sample distribution of the test
statistic and data dependence, the critical value of the test is obtained by a
parametric bootstrap procedure. Properties of the test are evaluated
asymptotically and numerically by simulation and by a real data example.Comment: Published in at http://dx.doi.org/10.1214/009053607000000659 the
Annals of Statistics (http://www.imstat.org/aos/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Parameters Estimation and Bias Correction for Diffusion Processes
This paper considers parameter estimation for continuous-time diffusion processes which are commonly used to model dynamics of financial securities including interest rates. To understand why the drift parameters are more difficult to estimate than the diffusion parameter as observed in many empirical studies, we develop expansions for the bias and variance of parameter estimators for two mostly employed interest rate processes. A parametric bootstrap procedure is proposed to correct bias in parameter estimation of general diffusion processes. Simulation studies confirm the theoretical findings and show that the bootstrap proposal can effectively reduce both the bias and the mean square error of parameter estimates for both univariate and multivariate processes. The advantages of using more accurate parameter estimators when calculating various option prices in finance are demonstrated by an empirical study on a Fed fund rate data
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A words-of-interest model of sketch representation for image retrieval
In this paper we propose a method for sketch-based image retrieval. Sketch is a magical medium which is capable of conveying semantic messages for user. It’s in accordance with user’s cognitive psychology to retrieve images with sketch. In order to narrow down the semantic gap between the user and the images in database, we preprocess all the images into sketches by the coherent line drawing algorithm. During the process of sketches extraction, saliency maps are used to filter out the redundant background information, while preserve the important semantic information. We use a variant of Words-of-Interest model to retrieve relevant images for the user according to the query. Words-of-Interest (WoI) model is based on Bag-ofvisual Words (BoW) model, which has been proven successfully for information retrieval. Bag-of-Words ignores the spatial relationships among visual words, which are important for sketch representation. Our method takes advantage of the spatial information of the query to select words of interest. Experimental results demonstrate that our sketch-based retrieval method achieves a good tradeoff between retrieval accuracy and semantic representation of users’ query
A Multiwell-Based Detection Platform with Integrated PDMS Concentrators for Rapid Multiplexed Enzymatic Assays
We report an integrated system for accelerating assays with concentrators in a standard 12-well plate (ISAAC-12) and demonstrate its versatility for rapid detection of matrix metalloproteinase (MMP)-9 expression in the cell culture supernatant of breast cancer cell line MDA-MB-231 by accelerating the enzymatic reaction and end-point signal intensity via electrokinetic preconcentration. Using direct printing of a conductive ion-permselective polymer on a polydimethylsiloxane (PDMS) channel, the new microfluidic concentrator chip can be built without modifying the underlying substrate. Through this decoupling fabrication strategy, our microfluidic concentrator chip can easily be integrated with a standard multiwell plate, the de facto laboratory standard platform for high-throughput assays, simply by reversible bonding on the bottom of each well. It increases the reaction rate of enzymatic assays by concentrating the enzyme and the reaction product inside each well simultaneously for rapid multiplexed detection.publishersversionpublishe
Biosynthesis of arsenolipids by the cyanobacterium Synechocystis sp. PCC 6803
Although methylated arsenic and arsenosugars have been verified in various freshwater organisms, lipid-soluble arsenic compounds have not been identified. Here, we report investigations with the model organism cyanobacterium Synechocystis sp. PCC 6803 wild type and arsM (arsenic(III) S-adenosylmethionine methyltransferase) mutant strain, which lacks the enzymes for arsenic methylation cultured in various concentrations of arsenate (As-V). Although Synechocystis accumulated higher arsenic concentrations at the higher exposure levels, the bioaccumulation factor decreased with increasing As-V. The accumulated arsenic in the cells was partitioned into water-soluble and lipid-soluble fractions; lipid-soluble arsenic was found in Synechocystis wild type cells (3-35% of the total depending on the level of arsenic exposure), but was not detected in Synechocystis arsM mutant strain showing that ArsM was required for arsenolipid biosynthesis. The arsenolipids present in Synechocystis sp. PCC 6803 were analysed by high performance liquid chromatography-inductively coupled plasma-mass spectrometry, high performance liquid chromatography-electrospray mass spectrometry, and high resolution tandem mass spectrometry. The two major arsenolipids were characterised as arsenosugar phospholipids based on their assigned molecular formulas C47H88O14AsP and C47H90O14AsP, and tandem mass spectrometric data demonstrated the presence of the phosphate arsenosugar and acylated glycerol groups
The role of EGFR mutation as a prognostic factor in survival after diagnosis of brain metastasis in non-small cell lung cancer: A systematic review and meta-analysis
Abstract Background The brain is a common site for metastasis in non-small-cell lung cancer (NSCLC). This study was designed to evaluate the relationship between the mutational of the epidermal growth factor receptor (EGFR) and overall survival (OS) in NSCLC patients with brain metastases. Methods Searches were performed in PubMed, EmBase, and the Cochrane Library to identify studies evaluating the association of EGFR mutation with OS in NSCLC patients through September 2017. Results 4373 NSCLC patients with brain metastases in 18 studies were involved. Mutated EGFR associated with significantly improved OS compared with wild type. Subgroup analyses suggested that this relationship persisted in studies conducted in Eastern, with retrospective design, with sample size ≥500, mean age of patients ≥65.0 years, percentage male < 50.0%, percentage of patients receiving tyrosine kinase inhibitor ≥30.0%. Finally, although significant publication bias was observed using the Egger test, the results were not changed after adjustment using the trim and fill method. Conclusions This meta-analysis suggests that EGFR mutation is an important predictive factor linked to improved OS for NSCLC patients with brain metastases. It can serve as a useful index in the prognostic assessment of NSCLC patients with brain metastases
Caffeic Acid Phenethyl Ester (CAPE) mediated decrease in metastasis of colon cancer cells: an in vitro and in vivo study
Background: Caffeic acid phenethyl ester (CAPE) is a phytochemically active component obtained from honeybee hive propolis. CAPE has been reported to show antimitogenic, anticancer, and other beneficial medicinal properties. Many of its activities have been reported to be mediated by inhibiting levels of matrix metalloproteinase, that is, MMP-2 and MMP-9. We hypothesize the effect of CAPE on the metastasis of colon cancer cells in both in vitro and in vivo.Methods: Cell migration, motility, invasion were evaluated also expression of protein and matrix metalloproteinases (MMPs) such as MMP-2 and MMP-9 were measured in SW-480 cancer cells in vitro. The cells were exposed to Phorbol 12-myristate 13-acetate (PMA) and were treated with various concentration of CAPE.Results: The treatment of CAPE caused significant decrease (P<0.05) in both cell motility and invasion. The treatment of CAPE inhibited activity of MMP-2 and MMP-9 and their protein with increasing dose in SW-480 cancerous cells. Antimetastatic activity was evaluated in vivo in BALB/c mice by injecting them with CT-26 mouse colon cancer cells via tail vein and were treated with CAPE (20 mg/kg) orally for 21 days. The CAPE treatment significantly (P<0.05) reduced count of pulmonary nodules. The mice showed decreased plasma MMP-2 and MMP-9 activity after 21 days treatment with CAPE.Conclusion: The study suggested beneficial role of CAPE in preventing invasion of colon cancer and metastasis via MMP- 2 and MMP-9 mediated pathway.Keywords: CAPE, colon cancer, SW-480, CT-26, anti-metastati
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