Proteomic analysis of k-casein micro-heterogeneity

The proteome of bovine milk is dominated by just six gene products that constitute approximately 95% of milk protein. Nonetheless, over 150 protein spots can be readily detected following two-dimensional electrophoresis of whole milk. Many of these represent isoforms of the major gene products produced through extensive posttranslational modification. Peptide mass fingerprinting of in-gel tryptic digests (using matrix-assisted laser desorption/ionization-time of flight mass spectrometry (MALDI-TOF MS) in reflectron mode with alpha-cyano-4-hydroxycinnamic acid as the matrix) identified 10 forms of K-casein with isoelectric point (pl) values from 4.47 to 5.81, but could not distinguish between them. MALDI-TOF MS in linear mode, using sinapinic acid as the matrix, revealed a large tryptic peptide (mass > 5990 Da) derived from the C-terminus that contained all the known sites of genetic variance, phosphorylation and glycosylation. Two genetic variants present as singly or doubly phosphorylated forms could be distinguished using mass data alone. Glycoforms containing a single acidic tetrasaccharide were also identified. The differences in electrophoretic mobility of these isoforms were consistent with the addition of the acidic groups. While more extensively glycosylated forms were also observed, substantial loss of N-acetylneuraminic acid from the glycosyl group was evident in the MALDI spectra such that ions corresponding to the intact glycopeptide were not observed and assignment of the glycoforms was not possible. However, by analysing the pl shifts observed on the two-dimensional gels in conjunction with the MS data, the number of N-acetylneuraminic acid residues, and hence the glycoforms present, could be determined.

Multivariate genetic analysis of academic skills of the Queensland Core Skills Test and IQ highlight the importance of genetic g

This study examined the genetic and environmental relationships among 5 academic achievement skills of a standardized test of academic achievement, the Queensland Core Skills Test (QCST; Queensland Studies Authority, 2003a). QCST participants included 182 monozygotic pairs and 208 dizygotic pairs (mean 17 years +/- 0.4 standard deviation). IQ data were included in the analysis to correct for ascertainment bias. A genetic general factor explained virtually all genetic variance in the component academic skills scores, and accounted for 32% to 73% of their phenotypic variances. It also explained 56% and 42% of variation in Verbal IQ and Performance IQ respectively, suggesting that this factor is genetic g. Modest specific genetic effects were evident for achievement in mathematical problem solving and written expression. A single common factor adequately explained common environmental effects, which were also modest, and possibly due to assortative mating. The results suggest that general academic ability, derived from genetic influences and to a lesser extent common environmental influences, is the primary source of variation in component skills of the QCST.

Substantial changes in the genetic basis of tadpole morphology of Rana lessonae in the presence of predators

Predator-induced morphological plasticity is a model system for investigating phenotypic plasticity in an ecological context. We investigated the genetic basis of the predator-induced plasticity in Rana lessonae by determining the pattern of genetic covariation of three morphological traits that were found to be induced in a predatory environment. Body size decreased and tail dimensions increased when reared in the presence of preying dragonfly larvae. Genetic variance in body size increased by almost an order of magnitude in the predator environment, and the first genetic principal component was found to be highly significantly different between the two environments. The across environment genetic correlation for body size was significantly below 1 indicating that different genes contributed to this trait in the two environments. Body size may therefore be able to respond to selection independently in the two environments to some extent.

Um controlador dual subótimo com fator de peso variável no tempo

This work concerns a refinement of a suboptimal dual controller for discrete time systems with stochastic parameters. The dual property means that the control signal is chosen so that estimation of the model parameters and regulation of the output signals are optimally balanced. The control signal is computed in such a way so as to minimize the variance of output around a reference value one step further, with the addition of terms in the loss function. The idea is add simple terms depending on the covariance matrix of the parameter estimates two steps ahead. An algorithm is used for the adaptive adjustment of the adjustable parameter lambda, for each step of the way. The actual performance of the proposed controller is evaluated through a Monte Carlo simulations method.

Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers

The paper develops a novel realized matrix-exponential stochastic volatility model of multivariate returns and realized covariances that incorporates asymmetry and long memory (hereafter the RMESV-ALM model). The matrix exponential transformation guarantees the positivedefiniteness of the dynamic covariance matrix. The contribution of the paper ties in with Robert Basmann’s seminal work in terms of the estimation of highly non-linear model specifications (“Causality tests and observationally equivalent representations of econometric models”, Journal of Econometrics, 1988, 39(1-2), 69–104), especially for developing tests for leverage and spillover effects in the covariance dynamics. Efficient importance sampling is used to maximize the likelihood function of RMESV-ALM, and the finite sample properties of the quasi-maximum likelihood estimator of the parameters are analysed. Using high frequency data for three US financial assets, the new model is estimated and evaluated. The forecasting performance of the new model is compared with a novel dynamic realized matrix-exponential conditional covariance model. The volatility and co-volatility spillovers are examined via the news impact curves and the impulse response functions from returns to volatility and co-volatility.

Measuring, Modeling, and Forecasting Volatility and Correlations from High-Frequency Data

This dissertation contains four essays that all share a common purpose: developing new methodologies to exploit the potential of high-frequency data for the measurement, modeling and forecasting of financial assets volatility and correlations. The first two chapters provide useful tools for univariate applications while the last two chapters develop multivariate methodologies. In chapter 1, we introduce a new class of univariate volatility models named FloGARCH models. FloGARCH models provide a parsimonious joint model for low frequency returns and realized measures, and are sufficiently flexible to capture long memory as well as asymmetries related to leverage effects. We analyze the performances of the models in a realistic numerical study and on the basis of a data set composed of 65 equities. Using more than 10 years of high-frequency transactions, we document significant statistical gains related to the FloGARCH models in terms of in-sample fit, out-of-sample fit and forecasting accuracy compared to classical and Realized GARCH models. In chapter 2, using 12 years of high-frequency transactions for 55 U.S. stocks, we argue that combining low-frequency exogenous economic indicators with high-frequency financial data improves the ability of conditionally heteroskedastic models to forecast the volatility of returns, their full multi-step ahead conditional distribution and the multi-period Value-at-Risk. Using a refined version of the Realized LGARCH model allowing for time-varying intercept and implemented with realized kernels, we document that nominal corporate profits and term spreads have strong long-run predictive ability and generate accurate risk measures forecasts over long-horizon. The results are based on several loss functions and tests, including the Model Confidence Set. Chapter 3 is a joint work with David Veredas. We study the class of disentangled realized estimators for the integrated covariance matrix of Brownian semimartingales with finite activity jumps. These estimators separate correlations and volatilities. We analyze different combinations of quantile- and median-based realized volatilities, and four estimators of realized correlations with three synchronization schemes. Their finite sample properties are studied under four data generating processes, in presence, or not, of microstructure noise, and under synchronous and asynchronous trading. The main finding is that the pre-averaged version of disentangled estimators based on Gaussian ranks (for the correlations) and median deviations (for the volatilities) provide a precise, computationally efficient, and easy alternative to measure integrated covariances on the basis of noisy and asynchronous prices. Along these lines, a minimum variance portfolio application shows the superiority of this disentangled realized estimator in terms of numerous performance metrics. Chapter 4 is co-authored with Niels S. Hansen, Asger Lunde and Kasper V. Olesen, all affiliated with CREATES at Aarhus University. We propose to use the Realized Beta GARCH model to exploit the potential of high-frequency data in commodity markets. The model produces high quality forecasts of pairwise correlations between commodities which can be used to construct a composite covariance matrix. We evaluate the quality of this matrix in a portfolio context and compare it to models used in the industry. We demonstrate significant economic gains in a realistic setting including short selling constraints and transaction costs.

Knowledge about dietary fibres (KADF): development and validation of an evaluation instrument through structural equation modelling (SEM)

Objectives: Because there is scientific evidence that an appropriate intake of dietary fibre should be part of a healthy diet, given its importance in promoting health, the present study aimed to develop and validate an instrument to evaluate the knowledge of the general population about dietary fibres. Study design: The present study was a cross sectional study. Methods: The methodological study of psychometric validation was conducted with 6010 participants, residing in ten countries from 3 continents. The instrument is a questionnaire of self-response, aimed at collecting information on knowledge about food fibres. For exploratory factor analysis (EFA) was chosen the analysis of the main components using varimax orthogonal rotation and eigenvalues greater than 1. In confirmatory factor analysis by structural equation modelling (SEM) was considered the covariance matrix and adopted the Maximum Likelihood Estimation algorithm for parameter estimation. Results: Exploratory factor analysis retained two factors. The first was called Dietary Fibre and Promotion of Health (DFPH) and included 7 questions that explained 33.94 % of total variance ( = 0.852). The second was named Sources of Dietary Fibre (SDF) and included 4 questions that explained 22.46% of total variance ( = 0.786). The model was tested by SEM giving a final solution with four questions in each factor. This model showed a very good fit in practically all the indexes considered, except for the ratio 2/df. The values of average variance extracted (0.458 and 0.483) demonstrate the existence of convergent validity; the results also prove the existence of discriminant validity of the factors (r2 = 0.028) and finally good internal consistency was confirmed by the values of composite reliability (0.854 and 0.787). Conclusions: This study allowed validating the KADF scale, increasing the degree of confidence in the information obtained through this instrument in this and in future studies.

Nested Sampling and its Applications in Stable Compressive Covariance Estimation and Phase Retrieval with Near-Minimal Measurements

Compressed covariance sensing using quadratic samplers is gaining increasing interest in recent literature. Covariance matrix often plays the role of a sufficient statistic in many signal and information processing tasks. However, owing to the large dimension of the data, it may become necessary to obtain a compressed sketch of the high dimensional covariance matrix to reduce the associated storage and communication costs. Nested sampling has been proposed in the past as an efficient sub-Nyquist sampling strategy that enables perfect reconstruction of the autocorrelation sequence of Wide-Sense Stationary (WSS) signals, as though it was sampled at the Nyquist rate. The key idea behind nested sampling is to exploit properties of the difference set that naturally arises in quadratic measurement model associated with covariance compression. In this thesis, we will focus on developing novel versions of nested sampling for low rank Toeplitz covariance estimation, and phase retrieval, where the latter problem finds many applications in high resolution optical imaging, X-ray crystallography and molecular imaging. The problem of low rank compressive Toeplitz covariance estimation is first shown to be fundamentally related to that of line spectrum recovery. In absence if noise, this connection can be exploited to develop a particular kind of sampler called the Generalized Nested Sampler (GNS), that can achieve optimal compression rates. In presence of bounded noise, we develop a regularization-free algorithm that provably leads to stable recovery of the high dimensional Toeplitz matrix from its order-wise minimal sketch acquired using a GNS. Contrary to existing TV-norm and nuclear norm based reconstruction algorithms, our technique does not use any tuning parameters, which can be of great practical value. The idea of nested sampling idea also finds a surprising use in the problem of phase retrieval, which has been of great interest in recent times for its convex formulation via PhaseLift, By using another modified version of nested sampling, namely the Partial Nested Fourier Sampler (PNFS), we show that with probability one, it is possible to achieve a certain conjectured lower bound on the necessary measurement size. Moreover, for sparse data, an l1 minimization based algorithm is proposed that can lead to stable phase retrieval using order-wise minimal number of measurements.

Evaluating gene by sex and age interactions on cardiovascular risk factors in Brazilian families

Background: In family studies, it is important to evaluate the impact of genes and environmental factors on traits of interest. In particular, the relative influences of both genes and the environment may vary in different strata of the population of interest, such as young and old individuals, or males and females. Methods: In this paper, extensions of the variance components model are used to evaluate heterogeneity in the genetic and environmental variance components due to the effects of sex and age (the cutoff between young and old was 43 yrs). The data analyzed were from 81 Brazilian families (1,675 individuals) of the Baependi Family Heart Study. Results: The models allowing for heterogeneity of variance components by sex suggest that genetic and environmental variances are not different in males and females for diastolic blood pressure, LDL-cholesterol, and HDL-cholesterol, independent of the covariates included in the models. However, for systolic blood pressure, fasting glucose and triglycerides, the evidence for heterogeneity was dependent on the covariates in the model. For instance, in the presence of sex and age covariates, heterogeneity in the genetic variance component was suggested for fasting glucose. But, for systolic blood pressure, there was no evidence of heterogeneity in any of the two variance components. Except for the LDL-cholesterol, models allowing for heterogeneity by age provide evidence of heterogeneity in genetic variance for triglycerides and systolic and diastolic blood pressure. There was evidence of heterogeneity in environmental variance in fasting glucose and HDL-cholesterol. Conclusions: Our results suggest that heterogeneity in trait variances should not be ignored in the design and analyses of gene-finding studies involving these traits, as it may generate additional information about gene effects, and allow the investigation of more sophisticated models such as the model including sex-specific oligogenic variance components.

PARTIAL STABILITY FOR A CLASS OF NONLINEAR SYSTEMS

This paper studies a nonlinear, discrete-time matrix system arising in the stability analysis of Kalman filters. These systems present an internal coupling between the state components that gives rise to complex dynamic behavior. The problem of partial stability, which requires that a specific component of the state of the system converge exponentially, is studied and solved. The convergent state component is strongly linked with the behavior of Kalman filters, since it can be used to provide bounds for the error covariance matrix under uncertainties in the noise measurements. We exploit the special features of the system-mainly the connections with linear systems-to obtain an algebraic test for partial stability. Finally, motivated by applications in which polynomial divergence of the estimates is acceptable, we study and solve a partial semistability problem.

Multifractality in the random parameter model for multivariate time series

The Random Parameter model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we explore the scaling properties of the model, as observed in the multifractal structure of the simulated time series. We use the Wavelet Transform Modulus Maxima technique to obtain the multifractal spectrum dependence with the parameters of the model. The model shows a scaling structure compatible with the stylized facts for a reasonable choice of the parameter values. (C) 2009 Elsevier B.V. All rights reserved.

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.

A twin study of psychometric intelligence and efficiency of information processing

Intelligence (IQ) can be seen as the efficiency of mental processes or cognition, as can basic information processing (IP) tasks like those used in our ongoing Memory, Attention and Problem Solving (MAPS) study. Measures of IQ and IP are correlated and both have a genetic component, so we are studying how the genetic variance in IQ is related to the genetic variance in IP. We measured intelligence with five subscales of the Multidimensional Aptitude Battery (MAB). The IP tasks included four variants of choice reaction time (CRT) and a visual inspection time (IT). The influence of genetic factors on the variances in each of the IQ, IP, and IT tasks was investigated in 250 identical and nonidentical twin pairs aged 16 years. For a subset of 50 pairs we have test–retest data that allow us to estimate the stability of the measures. MX was used for a multivariate genetic analysis that addresses whether the variance in IQ and IP measures is possibly mediated by common genetic factors. Analyses that show the modeled genetic and environmental influences on these measures of cognitive efficiency will be presented and their relevance to ideas on intelligence will be discussed.

High-breakdown linear discriminant analysis

The classification rules of linear discriminant analysis are defined by the true mean vectors and the common covariance matrix of the populations from which the data come. Because these true parameters are generally unknown, they are commonly estimated by the sample mean vector and covariance matrix of the data in a training sample randomly drawn from each population. However, these sample statistics are notoriously susceptible to contamination by outliers, a problem compounded by the fact that the outliers may be invisible to conventional diagnostics. High-breakdown estimation is a procedure designed to remove this cause for concern by producing estimates that are immune to serious distortion by a minority of outliers, regardless of their severity. In this article we motivate and develop a high-breakdown criterion for linear discriminant analysis and give an algorithm for its implementation. The procedure is intended to supplement rather than replace the usual sample-moment methodology of discriminant analysis either by providing indications that the dataset is not seriously affected by outliers (supporting the usual analysis) or by identifying apparently aberrant points and giving resistant estimators that are not affected by them.

Evolutionary experiments on mate recognition in the Drosophila serrata species complex

It is becoming increasingly apparent that at least some aspects of the evolution of mate recognition may be amenable to manipulation in evolutionary experiments. Quantitative genetic analyses that focus on the genetic consequences of evolutionary processes that result in mate recognition evolution may eventually provide an understanding of the genetic basis of the process of speciation. We review a series of experiments that have attempted to determine the genetic basis of the response to natural and sexual selection on mate recognition in the Drosophila serrata species complex. The genetic basis of mate recognition has been investigated at three levels: (1) between the species of D. serrata and D. birchii using interspecific hybrids, (2) between populations of D. serrata that are sympatric and allopatric with respect to D. birchii, and (3) within populations of D. serrata. These experiments suggest that it may be possible to use evolutionary experiments to observe important events such as the reinforcement of mate recognition, or the generation of the genetic associations that are central to many sexual selection models.