PenPC: A two-step approach to estimate the skeletons of high-dimensional directed acyclic graphs.

Estimation of the skeleton of a directed acyclic graph (DAG) is of great importance for understanding the underlying DAG and causal effects can be assessed from the skeleton when the DAG is not identifiable. We propose a novel method named PenPC to estimate the skeleton of a high-dimensional DAG by a two-step approach. We first estimate the nonzero entries of a concentration matrix using penalized regression, and then fix the difference between the concentration matrix and the skeleton by evaluating a set of conditional independence hypotheses. For high-dimensional problems where the number of vertices p is in polynomial or exponential scale of sample size n, we study the asymptotic property of PenPC on two types of graphs: traditional random graphs where all the vertices have the same expected number of neighbors, and scale-free graphs where a few vertices may have a large number of neighbors. As illustrated by extensive simulations and applications on gene expression data of cancer patients, PenPC has higher sensitivity and specificity than the state-of-the-art method, the PC-stable algorithm.

Estimating stochastic volatility diffusion using conditional moments of integrated volatility

We exploit the distributional information contained in high-frequency intraday data in constructing a simple conditional moment estimator for stochastic volatility diffusions. The estimator is based on the analytical solutions of the first two conditional moments for the latent integrated volatility, the realization of which is effectively approximated by the sum of the squared high-frequency increments of the process. Our simulation evidence indicates that the resulting GMM estimator is highly reliable and accurate. Our empirical implementation based on high-frequency five-minute foreign exchange returns suggests the presence of multiple latent stochastic volatility factors and possible jumps. © 2002 Elsevier Science B.V. All rights reserved.

Prediction in dynamic models with time-dependent conditional variances

This paper considers forecasting the conditional mean and variance from a single-equation dynamic model with autocorrelated disturbances following an ARMA process, and innovations with time-dependent conditional heteroskedasticity as represented by a linear GARCH process. Expressions for the minimum MSE predictor and the conditional MSE are presented. We also derive the formula for all the theoretical moments of the prediction error distribution from a general dynamic model with GARCH(1, 1) innovations. These results are then used in the construction of ex ante prediction confidence intervals by means of the Cornish-Fisher asymptotic expansion. An empirical example relating to the uncertainty of the expected depreciation of foreign exchange rates illustrates the usefulness of the results. © 1992.

Ligation of cell surface GRP78 with antibody directed against the COOH-terminal domain of GRP78 suppresses Ras/MAPK and PI 3-kinase/AKT signaling while promoting caspase activation in human prostate cancer cells.

We have previously shown that treatment of prostate cancer and melanoma cells expressing GRP78 on their cell surface with antibody directed against the COOH-terminal domain of GRP78 upregulates and activates p53 causing decreased cell proliferation and upregulated apoptosis. In this report, we demonstrate that treatment of 1-LN prostate cancer cells with this antibody decreases cell surface expression of GRP78, Akt(Thr308) and Akt(Ser473) kinase activities and reduces phosphorylation of FOXO, and GSK3beta. This treatment also suppresses activation of ERK1/2, p38 MAPK and MKK3/6; however, it upregulates MKK4 activity. JNK, as determined by its phosphorylation state, is subsequently activated, triggering apoptosis. Incubation of cells with antibody reduced levels of anti-apoptotic Bcl-2, while elevating pro-apoptotic BAD, BAX and BAK expression as well as cleaved caspases-3, -7, -8 and -9. Silencing GRP78 or p53 gene expression by RNAi prior to antibody treatment abrogated these effects. We conclude that antibody directed against the COOH-terminal domain of GRP78 may prove useful as a pan suppressor of proliferative/survival signaling in cancer cells expressing GRP78 on their cell surface.

Efficacy of Pharmacokinetics-Directed Busulfan, Cyclophosphamide, and Etoposide Conditioning and Autologous Stem Cell Transplantation for Lymphoma: Comparison of a Multicenter Phase II Study and CIBMTR Outcomes.

Busulfan, cyclophosphamide, and etoposide (BuCyE) is a commonly used conditioning regimen for autologous stem cell transplantation (ASCT). This multicenter, phase II study examined the safety and efficacy of BuCyE with individually adjusted busulfan based on preconditioning pharmacokinetics. The study initially enrolled Hodgkin lymphoma (HL) and non-Hodgkin lymphoma (NHL) patients ages 18 to 80 years but was amended due to high early treatment-related mortality (TRM) in patients > 65 years. BuCyE outcomes were compared with contemporaneous recipients of carmustine, etoposide, cytarabine, and melphalan (BEAM) from the Center for International Blood and Marrow Transplant Research. Two hundred seven subjects with HL (n = 66) or NHL (n = 141) were enrolled from 32 centers in North America, and 203 underwent ASCT. Day 100 TRM for all subjects (n = 203), patients > 65 years (n = 17), and patients ≤ 65 years (n = 186) were 4.5%, 23.5%, and 2.7%, respectively. The estimated rates of 2-year progression-free survival (PFS) were 33% for HL and 58%, 77%, and 43% for diffuse large B cell lymphoma (DLBCL; n = 63), mantle cell lymphoma (MCL; n = 29), and follicular lymphoma (FL; n = 23), respectively. The estimated rates of 2-year overall survival (OS) were 76% for HL and 65%, 89%, and 89% for DLBCL, MCL, and FL, respectively. In the matched analysis rates of 2-year TRM were 3.3% for BuCyE and 3.9% for BEAM, and there were no differences in outcomes for NHL. Patients with HL had lower rates of 2-year PFS with BuCyE, 33% (95% CI, 21% to 46%), than with BEAM, 59% (95% CI, 52% to 66%), with no differences in TRM or OS. BuCyE provided adequate disease control and safety in B cell NHL patients ≤ 65 years but produced worse PFS in HL patients when compared with BEAM.