High Dimensional Forecasting via Interpretable Vector Autoregression

Vector autoregression (VAR) is a fundamental tool for modeling multivariate time series. However, as the number of component series is increased, the VAR model becomes overparameterized. Several authors have addressed this issue by incorporating regularized approaches, such as the lasso in VAR estimation. Traditional approaches address overparameterization by selecting a low lag order, based on the assumption of short range dependence, assuming that a universal lag order applies to all components. Such an approach constrains the relationship between the components and impedes forecast performance. The lasso-based approaches work much better in high-dimensional situations but do not incorporate the notion of lag order selection. We propose a new class of hierarchical lag structures (HLag) that embed the notion of lag selection into a convex regularizer. The key modeling tool is a group lasso with nested groups which guarantees that the sparsity pattern of lag coefficients honors the VAR's ordered structure. The HLag framework offers three structures, which allow for varying levels of flexibility. A simulation study demonstrates improved performance in forecasting and lag order selection over previous approaches, and a macroeconomic application further highlights forecasting improvements as well as HLag's convenient, interpretable output

Concurrent Oral 1 - Rheumatoid Arthritis: Treatment [OP4-OP9]: OP4. Inhibition of Radiographic Progression and Improvements in Physical Function at 2 Years, with Increasing Clinical Efficacy Over Time, in Rheumatoid Arthritis (Ra) Patients Treated with Tocilizumab (Tcz): The Lithe Study

Background: Patients with moderate to severe RA who remained on methotrexate (MTX) despite inadequate response were treated with TCZ in a double-blind, randomized, controlled phase 3 trial. Results of a 2-year planned analysis from this study are presented. Methods: Patients were randomized to treatment with TCZ 4 mg/kg + MTX (TCZ4), TCZ 8 mg/kg + MTX (TCZ8) or placebo + MTX (CON) every 4 weeks. If patients failed to respond ( 60% of patients and the DAS28 remission (DAS28 < 2.6) rate was 48% at week 52 and continued to increase to week 104. By week 52, patients treated with TCZ8 had clinically significant improvements in SJC that were maintained through week 104. Rates per 100 PY for adverse events (AEs) were higher in TCZ8 and TCZ4 (263.6, 275.4) vs CON patients (251.4) while rates for serious AEs were comparable (11.4, 12.1, 10.9, respectively). Rates per 100 PY of AEs leading to withdrawal (7.4, 32.5, 4.8) and treatment modification (8.4, 30.7, 20.4) were higher in TCZ8 and TCZ4 vs CON patients, respectively and death rates were comparable (0.6, 0.2, 0.4). Conclusions: Treatment with TCZ + MTX inhibits radiographic progression over 2 years and improves physical function as shown by DAS28 remission, LDAS and low SJC, with a manageable safety profile. Disclosure statement: E.A., F. Hoffmann-La Roche - Employee. P.A., F. Hoffmann-La Roche - Employee. R.B.-V., F. Hoffmann-La Roche - Honoraria. R.F., Genentech - Research Funding, Honoraria. J.K., F. Hoffmann-La Roche - Research funding, Honorari

1 Personality Polygenes, Positive Affect, and Life Satisfaction

Approximately half of the variation in wellbeing measures overlaps with variation in personality traits. Studies of non-human primate pedigrees and human twins suggest that this is due to common genetic influences. We tested whether personality polygenic scores for the NEO Five-Factor Inventory (NEO-FFI) domains and for item response theory (IRT) derived extraversion and neuroticism scores predict variance in wellbeing measures. Polygenic scores were based on published genome-wide association (GWA) results in over 17,000 individuals for the NEO-FFI and in over 63,000 for the IRT extraversion and neuroticism traits. The NEO-FFI polygenic scores were used to predict life satisfaction in 7 cohorts, positive affect in 12 cohorts, and general wellbeing in 1 cohort (maximal N = 46,508). Meta-analysis of these results showed no significant association between NEO-FFI personality polygenic scores and the wellbeing measures. IRT extraversion and neuroticism polygenic scores were used to predict life satisfaction and positive affect in almost 37,000 individuals from UK Biobank. Significant positive associations (effect sizesPeer reviewe

Meta-analysis of Genome-Wide Association Studies for Extraversion: Findings from the Genetics of Personality Consortium

Extraversion is a relatively stable and heritable personality trait associated with numerous psychosocial, lifestyle and health outcomes. Despite its substantial heritability, no genetic variants have been detected in previous genome-wide association (GWA) studies, which may be due to relatively small sample sizes of those studies. Here, we report on a large meta-analysis of GWA studies for extraversion in 63,030 subjects in 29 cohorts. Extraversion item data from multiple personality inventories were harmonized across inventories and cohorts. No genome-wide significant associations were found at the single nucleotide polymorphism (SNP) level but there was one significant hit at the gene level for a long non-coding RNA site (LOC101928162). Genome-wide complex trait analysis in two large cohorts showed that the additive variance explained by common SNPs was not significantly different from zero, but polygenic risk scores, weighted using linkage information, significantly predicted extraversion scores in an independent cohort. These results show that extraversion is a highly polygenic personality trait, with an architecture possibly different from other complex human traits, including other personality traits. Future studies are required to further determine which genetic variants, by what modes of gene action, constitute the heritable nature of extraversion

Rheumatoid arthritis - treatment: 180. Utility of Body Weight Classified Low-Dose Leflunomide in Japanese Rheumatoid Arthritis

Background: In Japan, more than 20 rheumatoid arthritis (RA) patients died of interstitial pneumonia (IP) caused by leflunomide (LEF) were reported, but many of them were considered as the victims of opportunistic infection currently. In this paper, efficacy and safety of low-dose LEF classified by body weight (BW) were studied. Methods: Fifty-nine RA patients were started to administrate LEF from July 2007 to July 2009. Among them, 25 patients were excluded because of the combination with tacrolimus, and medication modification within 3 months before LEF. Remaining 34 RA patients administered 20 to 50 mg/week of LEF were followed up for 1 year and enrolled in this study. Dose of LEF was classified by BW (50 mg/week for over 50 kg, 40 mg/week for 40 to 50 kg and 20 to 30 mg/week for under 40 kg). The average age and RA duration of enrolled patients were 55.5 years old and 10.2 years. Prednisolone (PSL), methotrexate (MTX) and etanercept were used in 23, 28 and 2 patients, respectively. In case of insufficient response or adverse effect, dosage change or discontinuance of LEF were considered. Failure was defined as dosages up of PSL and MTX, or dosages down or discontinuance of LEF. Last observation carried forward method was used for the evaluation of failed patients at 1 year. Results: At 1 year after LEF start, good/ moderate/ no response assessed by the European League Against Rheumatism (EULAR) response criteria using Disease Activity Score, including a 28-joint count (DAS28)-C reactive protein (CRP) were showed in 14/ 10/ 10 patients, respectively. The dosage changes of LEF at 1 year were dosage up: 10, same dosage: 5, dosage down: 8 and discontinuance: 11 patients. The survival rate of patients in this study was 23.5% (24 patients failed) but actual LEF continuous rate was 67.6% (11 patients discontinued) at 1 year. The major reason of failure was liver dysfunction, and pneumocystis pneumonia was occurred in 1 patient resulted in full recovery. One patient died of sepsis caused by decubitus ulcer infection. DAS28-CRP score was decreased from 3.9 to 2.7 significantly. Although CRP was decreased from 1.50 to 0.93 mg/dl, it wasn't significant. Matrix metalloproteinase (MMP)-3 was decreased from 220.0 to 174.2 ng/ml significantly. Glutamate pyruvate transaminase (GPT) was increased from 19 to 35 U/l and number of leukocyte was decreased from 7832 to 6271 significantly. DAS28-CRP, CRP, and MMP-3 were improved significantly with MTX, although they weren't without MTX. Increase of GPT and leukopenia were seen significantly with MTX, although they weren't without MTX. Conclusions: It was reported that the risks of IP caused by LEF in Japanese RA patients were past IP history, loading dose administration and low BW. Addition of low-dose LEF is a potent safe alternative for the patients showing unsatisfactory response to current medicines, but need to pay attention for liver function and infection caused by leukopenia, especially with MTX. Disclosure statement: The authors have declared no conflicts of interes

Meta-analysis of genome-wide association studies for extraversion:Findings from the Genetics of Personality Consortium

Extraversion is a relatively stable and heritable personality trait associated with numerous psychosocial, lifestyle and health outcomes. Despite its substantial heritability, no genetic variants have been detected in previous genome-wide association (GWA) studies, which may be due to relatively small sample sizes of those studies. Here, we report on a large meta-analysis of GWA studies for extraversion in 63,030 subjects in 29 cohorts. Extraversion item data from multiple personality inventories were harmonized across inventories and cohorts. No genome-wide significant associations were found at the single nucleotide polymorphism (SNP) level but there was one significant hit at the gene level for a long non-coding RNA site (LOC101928162). Genome-wide complex trait analysis in two large cohorts showed that the additive variance explained by common SNPs was not significantly different from zero, but polygenic risk scores, weighted using linkage information, significantly predicted extraversion scores in an independent cohort. These results show that extraversion is a highly polygenic personality trait, with an architecture possibly different from other complex human traits, including other personality traits. Future studies are required to further determine which genetic variants, by what modes of gene action, constitute the heritable nature of extraversion

Genetic variants associated with subjective well-being, depressive symptoms, and neuroticism identified through genome-wide analyses

Very few genetic variants have been associated with depression and neuroticism, likely because of limitations on sample size in previous studies. Subjective well-being, a phenotype that is genetically correlated with both of these traits, has not yet been studied with genome-wide data. We conducted genome-wide association studies of three phenotypes: subjective well-being (n = 298,420), depressive symptoms (n = 161,460), and neuroticism (n = 170,911). We identify 3 variants associated with subjective well-being, 2 variants associated with depressive symptoms, and 11 variants associated with neuroticism, including 2 inversion polymorphisms. The two loci associated with depressive symptoms replicate in an independent depression sample. Joint analyses that exploit the high genetic correlations between the phenotypes (|ρ^| ≈ 0.8) strengthen the overall credibility of the findings and allow us to identify additional variants. Across our phenotypes, loci regulating expression in central nervous system and adrenal or pancreas tissues are strongly enriched for association.</p

Genome-wide analysis identifies 12 loci influencing human reproductive behavior.

The genetic architecture of human reproductive behavior-age at first birth (AFB) and number of children ever born (NEB)-has a strong relationship with fitness, human development, infertility and risk of neuropsychiatric disorders. However, very few genetic loci have been identified, and the underlying mechanisms of AFB and NEB are poorly understood. We report a large genome-wide association study of both sexes including 251,151 individuals for AFB and 343,072 individuals for NEB. We identified 12 independent loci that are significantly associated with AFB and/or NEB in a SNP-based genome-wide association study and 4 additional loci associated in a gene-based effort. These loci harbor genes that are likely to have a role, either directly or by affecting non-local gene expression, in human reproduction and infertility, thereby increasing understanding of these complex traits

High-energy spectral breaks in gamma-ray bursts

We present model fits for 18 gamma-ray burst spectra from 100 keV to 27 MeV made with the BATSE spectroscopy detectors on the Compton Gamma Ray Observatory. Most of the bursts are well fitted as power laws with spectral indices between -1.36 and -2.29; however, five bursts show definite departures from a simple power-law fit at high energies. Three of these bursts are well fitted with broken power-law spectra and break energies of from 400 to 690 keV, such as might arise from photon-photon interactions. If so, then the source compactness and hence distance will be sharply constrained. Two of the bursts have spectra with sharply confined slope changes and are well fitted with broken power-law spectra with break energies of 1.2 and 1.6 MeV at peak, such as might arise from photon-magnetic field interactions. If so, then these spectral breaks provide strong evidence for the existence of high magnetic fields in the burst emission region