An investigation of the clinical utility of preoperative cardiopulmonary exercise testing in patients undergoing major pancreatic surgery

Pancreaticoduodenectomy with or without adjuvant chemotherapy remains the only modality of possible cure in patients with cancer involving the head of the pancreas and the periampullary region. While mortality rates after pancreaticoduodenectomy have improved considerably over the course of the last century, morbidity remains high. Patient selection is of paramount importance in ensuring that major surgery is offered to individuals who will most benefit from a pancreaticoduodenectomy. Moreover, identifying preoperative risk factors provides potential targets for prehabilitation and optimisation of the patient's physiology before undertaking surgery. In addition to this, early identification of patients who are likely to develop postoperative complications allows for better allocation of critical care resources and more aggressive management high risk patients. Cardiopulmonary exercise testing is becoming an increasingly popular tool in the preoperative risk assessment of the surgical patient. However, very little work has been done to investigate the role of cardiopulmonary exercise testing in predicting complications after pancreaticoduodenectomy. The impact of jaundice, systemic inflammation and other preoperative clinicopathological characteristics on cardiopulmonary exercise physiology has not been studied in detail before in this cohort of patients. The overall aim of the thesis was to examine the relationships between preoperative clinico-pathological characteristics including cardiopulmonary exercise physiology, obstructive jaundice, body composition and systemic inflammation and complications and the post-surgical systemic inflammatory response in patients undergoing pancreaticoduodenectomy. Chapter 1 reviews the existing literature on preoperative cardiopulmonary exercise testing, the impact of obstructive jaundice, perioperative systemic inflammation and the importance of body composition in determining outcomes in patients undergoing major surgery with particular reference to pancreatic surgery. Chapter 2 reports on the role of cardiopulmonary exercise testing in predicting postoperative complications after pancreaticoduodenectomy. The results demonstrate that patients with V˙O2AT less than 10 ml/kg/min are more likely to develop a postoperative pancreatic fistula, stay longer in hospital and less likely to receive adjuvant therapy. These results emphasise the importance of aerobic fitness to recover from the operative stress of major surgery without significant morbidity. Cardiopulmonary exercise testing may prove useful in selecting patients for intensive prehabilitation programmes as well as for other optimisation measures to prepare them for major surgery. Chapter 3 evaluates the relationship between cardiopulmonary exercise physiology and other clinicopathological characteristics of the patient. A detailed analysis of cardiopulmonary exercise test parameters in jaundiced versus non-jaundiced patients demonstrates that obstructive jaundice does not impair cardiopulmonary exercise physiology. This further supports emerging evidence in contemporary literature that jaundiced patients can proceed directly to surgery without preoperative biliary drainage. The results of this study also show an interesting inverse relationship between body mass index and anaerobic threshold which is analysed in more detail in Chapter 4. Chapter 4 examines the relationship between preoperative cardiopulmonary exercise physiology and body composition in depth. All parameters measured at cardiopulmonary exercise test are compared against body composition and body mass index. The results of this chapter report that the current method of reporting V˙O2, both at peak exercise and anaerobic threshold, is biased against obese subjects and advises caution in the interpretation of cardiopulmonary exercise test results in patients with a high BMI. This is particularly important as current evidence in literature suggests that postoperative outcomes in obese subjects are comparable to non-obese subjects while cardiopulmonary exercise test results are also abnormally low in this very same cohort of patients. Chapter 5 analyses the relationship between preoperative clinico-pathological characteristics including systemic inflammation and the magnitude of the postoperative systemic inflammatory response. Obstructive jaundice appears to have an immunosuppressive effect while elevated preoperative CRP and hypoalbuminemia appear to have opposite effects with hypoalbuminemia resulting in a lower response while elevated CRP in the absence of hypoalbuminemia resulted in a greater postoperative systemic inflammatory response. Chapter 6 evaluates the role of the early postoperative systemic inflammatory response in predicting complications after pancreaticoduodenectomy and aims to establish clinically relevant thresholds for C-Reactive Protein for the prediction of complications. The results of this chapter demonstrate that CRP levels as early as the second postoperative day are associated with complications. While post-operative CRP was useful in the prediction of infective complications, this was the case only in patients who did not develop a post-operative pancreatic fistula. The predictive ability of inflammatory markers for infectious complications was blunted in patients with a pancreatic fistula. Chapter 7 summarises the findings of this thesis, their place in current literature and future directions. The results of this thesis add to the current knowledge regarding the complex pathophysiological abnormalities in patients undergoing pancreaticoduodenectomy, with specific emphasis on the interaction between cardiopulmonary exercise physiology, obstructive jaundice, systemic inflammation and postoperative outcomes. The work presented in this thesis lays the foundations for further studies aimed at improving outcomes after pancreaticoduodenectomy through the development of individualised, goal-directed therapies that are initiated well before this morbid yet necessary operation is performed.

Forecasting exchange rates in the presence of instabilities

Many exchange rate papers articulate the view that instabilities constitute a major impediment to exchange rate predictability. In this thesis we implement Bayesian and other techniques to account for such instabilities, and examine some of the main obstacles to exchange rate models' predictive ability. We first consider in Chapter 2 a time-varying parameter model in which fluctuations in exchange rates are related to short-term nominal interest rates ensuing from monetary policy rules, such as Taylor rules. Unlike the existing exchange rate studies, the parameters of our Taylor rules are allowed to change over time, in light of the widespread evidence of shifts in fundamentals - for example in the aftermath of the Global Financial Crisis. Focusing on quarterly data frequency from the crisis, we detect forecast improvements upon a random walk (RW) benchmark for at least half, and for as many as seven out of 10, of the currencies considered. Results are stronger when we allow the time-varying parameters of the Taylor rules to differ between countries. In Chapter 3 we look closely at the role of time-variation in parameters and other sources of uncertainty in hindering exchange rate models' predictive power. We apply a Bayesian setup that incorporates the notion that the relevant set of exchange rate determinants and their corresponding coefficients, change over time. Using statistical and economic measures of performance, we first find that predictive models which allow for sudden, rather than smooth, changes in the coefficients yield significant forecast improvements and economic gains at horizons beyond 1-month. At shorter horizons, however, our methods fail to forecast better than the RW. And we identify uncertainty in coefficients' estimation and uncertainty about the precise degree of coefficients variability to incorporate in the models, as the main factors obstructing predictive ability. Chapter 4 focus on the problem of the time-varying predictive ability of economic fundamentals for exchange rates. It uses bootstrap-based methods to uncover the time-specific conditioning information for predicting fluctuations in exchange rates. Employing several metrics for statistical and economic evaluation of forecasting performance, we find that our approach based on pre-selecting and validating fundamentals across bootstrap replications generates more accurate forecasts than the RW. The approach, known as bumping, robustly reveals parsimonious models with out-of-sample predictive power at 1-month horizon; and outperforms alternative methods, including Bayesian, bagging, and standard forecast combinations. Chapter 5 exploits the predictive content of daily commodity prices for monthly commodity-currency exchange rates. It builds on the idea that the effect of daily commodity price fluctuations on commodity currencies is short-lived, and therefore harder to pin down at low frequencies. Using MIxed DAta Sampling (MIDAS) models, and Bayesian estimation methods to account for time-variation in predictive ability, the chapter demonstrates the usefulness of suitably exploiting such short-lived effects in improving exchange rate forecasts. It further shows that the usual low-frequency predictors, such as money supplies and interest rates differentials, typically receive little support from the data at monthly frequency, whereas MIDAS models featuring daily commodity prices are highly likely. The chapter also introduces the random walk Metropolis-Hastings technique as a new tool to estimate MIDAS regressions.

Development of dendritic cells in the intestine

The intestinal tract is exposed to a large variety of antigens such as food proteins, commensal bacteria and pathogens and contains one of the largest arms of the immune system. The intestinal immune system has to discriminate between harmless and harmful antigens, inducing tolerance to harmless antigens and active immunity towards pathogens and other harmful materials. Dendritic cells (DC) in the mucosal lamina propria (LP) are central to this process, as they sample bacteria from the local environment and constitutively migrate to the draining mesenteric lymph nodes (MLN), where they present antigen to naïve T cells in order to direct an appropriate immune response. Despite their crucial role, understanding the function and phenotype of LP DC has been hampered by the fact that they share phenotypic markers with macrophages (mφ), which are the dominant population of mononuclear phagocyte (MP) in the LP. Recent work in our own and other laboratories has established gating strategies and phenotyping panels that allow precise discrimination between intestinal DC and mφ using the mφ specific markers CD64 and F4/80. In this way four bona fide DC subsets with distinct functions have been identified in adult LP based on their expression of CD11b and CD103 and a major aim of my project was to understand how these subsets might develop in the neonatal intestine. At the beginning of my PhD, the laboratory had used these new methods to show that signal regulatory protein α (SIRPα), an inhibitory receptor expressed by myeloid cells, was expressed by mφ and most DC in the intestine, except for those expressing CD103 alone. In addition, mice carrying a non-signalling mutation in SIRPα (SIRPα mt) had a selective reduction in CD103+CD11b+ DC, a subset which is unique to the intestinal LP. This was the basis for the initial experiments of my project, described in Chapter 3, where I investigated if the phenotype in SIRPα mt mice was intrinsic to haematopoietic cells or not. To explore this, I generated bone marrow (BM) chimeric mice by reconstituting irradiated WT mice with SIRPα mt BM, or SIRPα mt animals with WT BM. These experiments suggested that the defect in CD103+CD11b+ DC was not replicated in DC derived from BM of SIRPα origin. However as this seemed inconsistent with other data, I considered the possibility that 18 the phenotype may have been lost with age, as the BM chimeric mice were considerably older than those used in the original studies of SIRPα function. However a comparison of DC subsets in the intestine of WT and SIRPα mt mice as they aged provided no conclusive evidence to support this idea. As these experiments did show age-dependent effects on DC subsets, in Chapter 4, I went on to investigate how the DC populations appeared in the intestine and other tissues in the neonatal period. These experiments showed there were few CD103+CD11b+ DC present in the LP and migratory DC compartment of the MLN in the neonate and that as this population gradually increased in proportion with age, there was a reciprocal decrease in the relative proportion of CD103-CD11b+ DC. Interestingly, most of the changes in DC numbers in the intestine were found during the second or third week of life when the weaning process began. To validate my findings that there were few CD103+CD11b+ DC in the neonate and that this was not merely an absence of CD103 upregulation, I examined the expression of CD101 and Trem-1, markers that other work in the laboratory had suggested were specific to the CD103+CD11b+ DC lineage. My work showed that CD101 and Trem-1 were co- expressed by most CD103+CD11b+ DC in small intestine (SI) LP, as well as a small subset of CD103-CD11b+ DC in this tissue. Interestingly, Trem-1 was highly specific to the SI LP and migratory DC in the MLN, but absent from the colon and other tissues. CD101 expression was also only found on CD11b+ DC, but showed a less restricted pattern of distribution, being found in several tissues as well as the SI LP. The relative timing of their development suggested there might be a relationship between CD103+CD11b+ and CD103-CD11b+ DC and this was supported by microarray analysis. I hypothesised that the CD103-CD11b+ DC that co-expressed CD101 and Trem-1 may be the cells that developed into CD103+CD11b+ DC. To investigate this I analysed how CD101 and Trem-1 expression changed with age amongst the DC subsets in SI LP, colonic LP (CLP) and MLN. The proportion of CD101+Trem-1+ cells increased amongst CD103+CD11b+ DC in the SI LP and MLN with age, while amongst CD103+CD11b+ DC in the CLP this decreased. This was not the same in CD103-CD11b+ DC, where CD101 and Trem-1 expression was more varied with age in all tissues. CD101 and Trem-1 were not expressed to any great extent on CD103+CD11b- or CD103-CD11b- DC. The phenotypic development of the 19 intestinal DC subsets was paralleled by the gradual upregulation of CD103 expression, while the production of retinoic acid (RA), as assessed by the AldefluorTM assay, was low early in life and did not attain adult levels until after weaning. Thus DC in the neonatal intestine take some time to acquire the adult pattern of phenotypic subsets and are functionally immature compared with their adult counterparts. In Chapter 5, I used CD101 and Trem-1 to explore the ontogeny of intestinal DC subsets in CCR2-/- and SIRPα mt mice, both of which have selective defects in one particular group of DC. The selective defect seen amongst CD103+CD11b+ DC in adult SIRPα mt mice was more profound in mice at D7 and D14 of age, indicating that it may be intrinsic to this population and not highly dependent on environmental factors that change after birth. The expression of CD101 and Trem-1 by both CD103+CD11b+ and CD103-CD11b+ DC was reduced in SIRPα mt mice, again indicating that this entire lineage was affected by the lack of SIRPα signalling. However there was also a generalised defect in the numbers of all DC subsets in many tissues from early in life, suggesting there was compromised development, recruitment or survival of DC in the absence of SIRPα signalling. In contrast to the findings in SIRPα mt mice, more CD103+CD11b+ DC co-expressed CD101 and Trem-1 in CCR2-/- mice, while there were no differences in the expression of these molecules amongst CD103-CD11b+ DC. This may suggest that CCR2+ CD103-CD11b+ DC are not the cells that express CD101 and Trem-1 that are predicted to be the direct precursors of CD103+CD11b+ DC. I also examined the expression of DC growth factor receptors on DC subsets from mice of different ages, but no clear age or subset- related patterns of the expression of mRNA for Csf2ra, Irf4, Tgfbr1 and Rara could be observed. Next, I investigated whether Trem-1 played any role in DC development. Preliminary experiments in Trem-1-/- mice show no differences between any of the DC subsets, nor were there any selective effects on individual subsets when DC development from Trem-1-/- KO and WT BM was compared in competitive chimeras. However these experiments were difficult to interpret due to viability problems and because I found an unexpected defect in the ability of Trem-1-/- BM to generate all DC, irrespective of whether they expressed Trem-1 or not. 20 The final experiments I carried out were to examine the role of the microbiota in driving the differentiation of intestinal DC subsets, based on the hypothesis that this could be one of the environmental factors that might influence events in the developing intestine. To this end I performed experiments in both antibiotic treated and germ free adult mice, both of which showed no significant phenotypic differences amongst any of the DC subsets. However the study of germ free mice was compromised by recent contamination of the colony and may not be the conclusive answer. Together the data in this thesis have shown that the population of CD103+CD11b+ DC, which is unique to the intestine, is not present at birth. These cells gradually increase in frequency over time and as this occurs there is a reciprocal decrease in the frequency of CD103-CD11b+ DC. Along with other results, this leads to the idea that there may be a linear developmental pathway from CD103-CD11b+ DC to CD103+CD11b+ DC that is driven by non-microbial factors that are located preferentially in the small intestine. My project indicates that markers such as CD101 and Trem-1 may assist the dissection of this process and highlights the importance of the neonatal period for these events.

A principal component approach to space-based gravitational wave astronomy

The current approach to data analysis for the Laser Interferometry Space Antenna (LISA) depends on the time delay interferometry observables (TDI) which have to be generated before any weak signal detection can be performed. These are linear combinations of the raw data with appropriate time shifts that lead to the cancellation of the laser frequency noises. This is possible because of the multiple occurrences of the same noises in the different raw data. Originally, these observables were manually generated starting with LISA as a simple stationary array and then adjusted to incorporate the antenna's motions. However, none of the observables survived the flexing of the arms in that they did not lead to cancellation with the same structure. The principal component approach is another way of handling these noises that was presented by Romano and Woan which simplified the data analysis by removing the need to create them before the analysis. This method also depends on the multiple occurrences of the same noises but, instead of using them for cancellation, it takes advantage of the correlations that they produce between the different readings. These correlations can be expressed in a noise (data) covariance matrix which occurs in the Bayesian likelihood function when the noises are assumed be Gaussian. Romano and Woan showed that performing an eigendecomposition of this matrix produced two distinct sets of eigenvalues that can be distinguished by the absence of laser frequency noise from one set. The transformation of the raw data using the corresponding eigenvectors also produced data that was free from the laser frequency noises. This result led to the idea that the principal components may actually be time delay interferometry observables since they produced the same outcome, that is, data that are free from laser frequency noise. The aims here were (i) to investigate the connection between the principal components and these observables, (ii) to prove that the data analysis using them is equivalent to that using the traditional observables and (ii) to determine how this method adapts to real LISA especially the flexing of the antenna. For testing the connection between the principal components and the TDI observables a 10x 10 covariance matrix containing integer values was used in order to obtain an algebraic solution for the eigendecomposition. The matrix was generated using fixed unequal arm lengths and stationary noises with equal variances for each noise type. Results confirm that all four Sagnac observables can be generated from the eigenvectors of the principal components. The observables obtained from this method however, are tied to the length of the data and are not general expressions like the traditional observables, for example, the Sagnac observables for two different time stamps were generated from different sets of eigenvectors. It was also possible to generate the frequency domain optimal AET observables from the principal components obtained from the power spectral density matrix. These results indicate that this method is another way of producing the observables therefore analysis using principal components should give the same results as that using the traditional observables. This was proven by fact that the same relative likelihoods (within 0.3%) were obtained from the Bayesian estimates of the signal amplitude of a simple sinusoidal gravitational wave using the principal components and the optimal AET observables. This method fails if the eigenvalues that are free from laser frequency noises are not generated. These are obtained from the covariance matrix and the properties of LISA that are required for its computation are the phase-locking, arm lengths and noise variances. Preliminary results of the effects of these properties on the principal components indicate that only the absence of phase-locking prevented their production. The flexing of the antenna results in time varying arm lengths which will appear in the covariance matrix and, from our toy model investigations, this did not prevent the occurrence of the principal components. The difficulty with flexing, and also non-stationary noises, is that the Toeplitz structure of the matrix will be destroyed which will affect any computation methods that take advantage of this structure. In terms of separating the two sets of data for the analysis, this was not necessary because the laser frequency noises are very large compared to the photodetector noises which resulted in a significant reduction in the data containing them after the matrix inversion. In the frequency domain the power spectral density matrices were block diagonals which simplified the computation of the eigenvalues by allowing them to be done separately for each block. The results in general showed a lack of principal components in the absence of phase-locking except for the zero bin. The major difference with the power spectral density matrix is that the time varying arm lengths and non-stationarity do not show up because of the summation in the Fourier transform.

The subjunctive mood in Late Middle English adverbial clauses: the interaction of form and function

This thesis focuses on the history of the inflexional subjunctive and its functional substitutes in Late Middle English. To explore why and how the inflexional subjunctive declined in the history of English language, I analysed 2653 examples of three adverbial clauses introduced by if (1882 examples), though (305 examples) and lest (466 examples). Using a corpus-based approach, this thesis argues that linguistic change in subjunctive constructions did not happen suddenly but rather gradually, and the way it changed was varied , and that different constructions changed at different speeds in different environments. It is well known that the inflexional subjunctive declined in the history of English, mainly because of inflexional loss. Strangely however this topic has been comparatively neglected in the scholarly literature, especially with regard to the Middle English period, probably due to the limitations of data and also because study of this development requires very cumbersome textual research. This thesis has derived and analysed the data from three large corpora in the public domain: the Middle English Grammar Corpus (MEG-C for short), the Innsbruck Computer Archive of Machine-Readable English Texts (ICAMET for short), and some selected texts from The Corpus of Middle English Prose and Verse, part of the Middle English Compendium that also includes the Middle English Dictionary. The data were analysed from three perspectives: 1) clausal type, 2) dialect, and 3) textual genre. The basic methodology for the research was to analyse the examples one by one, with special attention being paid to the peculiarities of each text. In addition, this thesis draw on some complementary – indeed overlapping -- linguistic theories for further discussion: 1) Biber’s multi-dimensional theory, 2) Ogura and Wang’s (1994) S-curve or ‘diffusion’ theory, 3) Kretzchmar’s (2009) linguistics of speech, and 4) Halliday’s (1987) notion of language as a dynamic open system. To summarise the outcomes of this thesis: 1) On variation between clausal types, it was shown that the distributional tendencies of verb types (sub, ind, mod) are different between the three adverbial clauses under consideration. 2) On variation between dialects, it has been shown that the northern area, i.e. the so-called Great Scandinavian Belt, displays an especially high comparative ratio of the inflexional subjunctive construction compared to the other areas. This thesis suggests that this result was caused by the influence of Norse, relating the finding to the argument of Samuels (1989) that the present tense -es ending in the northern dialect was introduced by the influence of the Scandinavians. 3) On variation between genres, those labelled Science, Documents and Religion display relatively high ratio of the inflexional subjunctive, while Letter, Romance and History show relatively low ratio of the inflexional subjunctive. This results are explained by Biber’s multi-dimensional theory, which shows that the inflexional subjunctive can be related to the factors ‘informational’, ‘non-narrative’, ‘persuasive’ and ‘abstract’. 4) Lastly, on the inflexional subjunctive in Late Middle English, this thesis concludes that 1) the change did not happen suddenly but gradually, and 2) the way language changes varies. Thus the inflexional subjunctive did not disappear suddenly from England, and there was a time lag among the clausal types, dialects and genres, which can be related to Ogura and Wang’s S-curve (“diffusion”) theory and Kretzchmars’s view of “linguistic continuum”. This thesis has shown that the issues with regard to the inflexional subjunctive are quite complex, so that research in this area requires not only textual analysis but also theoretical analysis, considering both intra- and extra- linguistic factors.