"New Acceleration Schemes with the Asymptotic Expansion in Monte Carlo Simulation"

In the present paper, we propose a new computational technique with the Asymptotic Expansion (AE) approach to achieve variance reduction of the Monte-Carlo integration appearing especially in finance. We extend the algorithm developed by Takahashi and Yoshida (2003) to the second order asymptotics. Moreover, we apply the AE to approximate time dependent differentials of the target value in Newton (1994)'s scheme. Our numerical examples include pricing of average, basket and swap options when the underlying state variables follow Constant Elasticity of Variance (CEV) processes.

New Acceleration Schemes with the Asymptotic Expansion in Monte Carlo Simulation (Revised in June 2005, subsequently published in "Advances in Mathematical Economics", Vol.8, 411-431, 2006. )

In the present paper, we propose a new computational technique with the Asymptotic Expansion (AE) approach to achieve variance reduction of the Monte-Carlo integration appearing especially in finance. We extend the algorithm developed by Takahashi and Yoshida (2003) to the second order asymptotics. Moreover, we apply the AE to approximate time dependent differentials of the target value in Newton (1994)'s scheme. Our numerical examples include pricing of average and basket options when the underlying state variables follow Constant Elasticity of Variance (CEV) processes.

A New Computational Scheme for Computing Greeks by the Asymptotic Expansion Approach (Special Issue on Mathematical Finance, Published in "Asia-Pacific Financial Markets", Vol.11, 393-430, 2006. )

We developed a new scheme for computing ?Greeks?of derivatives by an asymptotic expansion approach. In particular, we derived analytical approximation formulae for deltas and Vegas of plain vanilla and average European call options under general Markovian processes of underlying asset prices. Moreover, we introduced a new variance reduction method of Monte Carlo simulations based on the asymptotic expansion scheme. Finally, several numerical examples under CEV processes confirmed the validity of our method.

Masked CKD in hyperthyroidism and reversible CKD status in hypothyroidism

IntroductionWhile it is well known that thyroid function may affect kidney function, the transition of the chronic kidney disease (CKD) status before and after treatment for thyroid disorders, as well as the factors affecting this change, remains to be explored. In the present study, we focused on the change in kidney function and their affecting factors during the treatment for both hyperthyroidism and hypothyroidism. Methods Eighty-eight patients with hyperthyroidism and fifty-two patients with hypothyroidism were enrolled in a retrospective and longitudinal case series to analyze the changes in kidney function and their affecting factors after treatment for thyroid disorders. Results Along with the improvement of thyroid function after treatment, there was a significant decrease in estimated glomerular filtration rate (eGFR) in hyperthyroidism (an average Delta eGFR of -41.1 mL/min/1.73 m(2)) and an increase in eGFR in hypothyroidism (an average Delta eGFR of 7.1 mL/min/1.73 m(2)). The multiple linear regression analysis revealed that sex, eGFR, free thyroxine (FT4) and free triiodothyronine (FT3) could be considered independent explanatory variables for Delta eGFR in hyperthyroidism, while age, eGFR, and FT3 were detected as independent explanatory variables in hypothyroidism. In addition, the stratification by kidney function at two points, pre- and post-treatment for thyroid disorders, revealed that 4.5% of the participants with hyperthyroidism were pre-defined as non-CKD and post-defined as CKD, indicating the presence of "masked" CKD in hyperthyroidism. On the other hand, 13.5% of the participants with hypothyroidism presented pre-defined CKD and post-defined non-CKD, indicating the presence of "reversible" CKD status in hypothyroidism. Conclusions We uncovered the population of masked CKD in hyperthyroidism and reversible CKD status in hypothyroidism, thereby re-emphasizing the importance of a follow-up to examine kidney function after treatment for hyperthyroidism and the routine evaluation of thyroid function in CKD patients as well as the appropriate hormone therapy if the patient has hypothyroidism

End-to-End Joint Target and Non-Target Speakers ASR

This paper proposes a novel automatic speech recognition (ASR) system that can transcribe individual speaker's speech while identifying whether they are target or non-target speakers from multi-talker overlapped speech. Target-speaker ASR systems are a promising way to only transcribe a target speaker's speech by enrolling the target speaker's information. However, in conversational ASR applications, transcribing both the target speaker's speech and non-target speakers' ones is often required to understand interactive information. To naturally consider both target and non-target speakers in a single ASR model, our idea is to extend autoregressive modeling-based multi-talker ASR systems to utilize the enrollment speech of the target speaker. Our proposed ASR is performed by recursively generating both textual tokens and tokens that represent target or non-target speakers. Our experiments demonstrate the effectiveness of our proposed method.Comment: Accepted at Interspeech 202

Hyper-luminous Dust Obscured Galaxies discovered by the Hyper Suprime-Cam on Subaru and WISE

We present the photometric properties of a sample of infrared (IR) bright dust obscured galaxies (DOGs). Combining wide and deep optical images obtained with the Hyper Suprime-Cam (HSC) on the Subaru Telescope and all-sky mid-IR (MIR) images taken with Wide-Field Infrared Survey Explorer (WISE), we discovered 48 DOGs with $i - K_\mathrm{s} > 1.2$ and $i - [22] > 7.0$, where $i$, $K_\mathrm{s}$, and [22] represent AB magnitude in the $i$-band, $K_\mathrm{s}$-band, and 22 $\mu$m, respectively, in the GAMA 14hr field ($\sim$ 9 deg$^2$). Among these objects, 31 ($\sim$ 65 %) show power-law spectral energy distributions (SEDs) in the near-IR (NIR) and MIR regime, while the remainder show a NIR bump in their SEDs. Assuming that the redshift distribution for our DOGs sample is Gaussian, with mean and sigma $z$ = 1.99 $\pm$ 0.45, we calculated their total IR luminosity using an empirical relation between 22 $\mu$m luminosity and total IR luminosity. The average value of the total IR luminosity is (3.5 $\pm$ 1.1) $\times$ $10^{13}$ L$_{\odot}$, which classifies them as hyper-luminous infrared galaxies (HyLIRGs). We also derived the total IR luminosity function (LF) and IR luminosity density (LD) for a flux-limited subsample of 18 DOGs with 22 $\mu$m flux greater than 3.0 mJy and with $i$-band magnitude brighter than 24 AB magnitude. The derived space density for this subsample is log $\phi$ = -6.59 $\pm$ 0.11 [Mpc$^{-3}$]. The IR LF for DOGs including data obtained from the literature is well fitted by a double-power law. The derived lower limit for the IR LD for our sample is $\rho_{\mathrm{IR}}$ $\sim$ 3.8 $\times$ 10$^7$ [L$_{\odot}$ Mpc$^{-3}$] and its contributions to the total IR LD, IR LD of all ultra-luminous infrared galaxies (ULIRGs), and that of all DOGs are $>$ 3 %, $>$ 9 %, and $>$ 15 %, respectively.Comment: 15 pages, 15 figures, and 3 tables, accepted for publication in PASJ (Subaru special issue

A novel interplay between the Fanconi anemia core complex and ATR-ATRIP kinase during DNA cross-link repair.

When DNA replication is stalled at sites of DNA damage, a cascade of responses is activated in the cell to halt cell cycle progression and promote DNA repair. A pathway initiated by the kinase Ataxia teleangiectasia and Rad3 related (ATR) and its partner ATR interacting protein (ATRIP) plays an important role in this response. The Fanconi anemia (FA) pathway is also activated following genomic stress, and defects in this pathway cause a cancer-prone hematologic disorder in humans. Little is known about how these two pathways are coordinated. We report here that following cellular exposure to DNA cross-linking damage, the FA core complex enhances binding and localization of ATRIP within damaged chromatin. In cells lacking the core complex, ATR-mediated phosphorylation of two functional response targets, ATRIP and FANCI, is defective. We also provide evidence that the canonical ATR activation pathway involving RAD17 and TOPBP1 is largely dispensable for the FA pathway activation. Indeed DT40 mutant cells lacking both RAD17 and FANCD2 were synergistically more sensitive to cisplatin compared with either single mutant. Collectively, these data reveal new aspects of the interplay between regulation of ATR-ATRIP kinase and activation of the FA pathway