Detecting the number of clusters of individuals using the software STRUCTURE: a simulation study.

The identification of genetically homogeneous groups of individuals is a long standing issue in population genetics. A recent Bayesian algorithm implemented in the software STRUCTURE allows the identification of such groups. However, the ability of this algorithm to detect the true number of clusters (K) in a sample of individuals when patterns of dispersal among populations are not homogeneous has not been tested. The goal of this study is to carry out such tests, using various dispersal scenarios from data generated with an individual-based model. We found that in most cases the estimated 'log probability of data' does not provide a correct estimation of the number of clusters, K. However, using an ad hoc statistic DeltaK based on the rate of change in the log probability of data between successive K values, we found that STRUCTURE accurately detects the uppermost hierarchical level of structure for the scenarios we tested. As might be expected, the results are sensitive to the type of genetic marker used (AFLP vs. microsatellite), the number of loci scored, the number of populations sampled, and the number of individuals typed in each sample.

Three essays in international finance

Executive Summary The first essay of this dissertation investigates whether greater exchange rate uncertainty (i.e., variation over time in the exchange rate) fosters or depresses the foreign investment of multinational firms. In addition to the direct capital financing it supplies, foreign investment can be a source of valuable technology and know-how, which can have substantial positive effects on a host country's economic growth. Thus, it is critically important for policy makers and central bankers, among others, to understand how multinationals base their investment decisions on the characteristics of foreign exchange markets. In this essay, I first develop a theoretical framework to improve our knowledge regarding how the aggregate level of foreign investment responds to exchange rate uncertainty when an economy consists of many firms, each of which is making decisions. The analysis predicts a U-shaped effect of exchange rate uncertainty on the total level of foreign investment of the economy. That is, the effect is negative for low levels of uncertainty and positive for higher levels of uncertainty. This pattern emerges because the relationship between exchange rate volatility and 'the probability of investment is negative for firms with low productivity at home (i.e., firms that find it profitable to invest abroad) and the relationship is positive for firms with high productivity at home (i.e., firms that prefer exporting their product). This finding stands in sharp contrast to predictions in the existing literature that consider a single firm's decision to invest in a unique project. The main contribution of this research is to show that the aggregation over many firms produces a U-shaped pattern between exchange rate uncertainty and the probability of investment. Using data from industrialized countries for the period of 1982-2002, this essay offers a comprehensive empirical analysis that provides evidence in support of the theoretical prediction. In the second essay, I aim to explain the time variation in sovereign credit risk, which captures the risk that a government may be unable to repay its debt. The importance of correctly evaluating such a risk is illustrated by the central role of sovereign debt in previous international lending crises. In addition, sovereign debt is the largest asset class in emerging markets. In this essay, I provide a pricing formula for the evaluation of sovereign credit risk in which the decision to default on sovereign debt is made by the government. The pricing formula explains the variation across time in daily credit spreads - a widely used measure of credit risk - to a degree not offered by existing theoretical and empirical models. I use information on a country's stock market to compute the prevailing sovereign credit spread in that country. The pricing formula explains a substantial fraction of the time variation in daily credit spread changes for Brazil, Mexico, Peru, and Russia for the 1998-2008 period, particularly during the recent subprime crisis. I also show that when a government incentive to default is allowed to depend on current economic conditions, one can best explain the level of credit spreads, especially during the recent period of financial distress. In the third essay, I show that the risk of sovereign default abroad can produce adverse consequences for the U.S. equity market through a decrease in returns and an increase in volatility. The risk of sovereign default, which is no longer limited to emerging economies, has recently become a major concern for financial markets. While sovereign debt plays an increasing role in today's financial environment, the effects of sovereign credit risk on the U.S. financial markets have been largely ignored in the literature. In this essay, I develop a theoretical framework that explores how the risk of sovereign default abroad helps explain the level and the volatility of U.S. equity returns. The intuition for this effect is that negative economic shocks deteriorate the fiscal situation of foreign governments, thereby increasing the risk of a sovereign default that would trigger a local contraction in economic growth. The increased risk of an economic slowdown abroad amplifies the direct effect of these shocks on the level and the volatility of equity returns in the U.S. through two channels. The first channel involves a decrease in the future earnings of U.S. exporters resulting from unfavorable adjustments to the exchange rate. The second channel involves investors' incentives to rebalance their portfolios toward safer assets, which depresses U.S. equity prices. An empirical estimation of the model with monthly data for the 1994-2008 period provides evidence that the risk of sovereign default abroad generates a strong leverage effect during economic downturns, which helps to substantially explain the level and the volatility of U.S. equity returns.

Genome-wide meta-analysis of common variant differences between men and women.

The male-to-female sex ratio at birth is constant across world populations with an average of 1.06 (106 male to 100 female live births) for populations of European descent. The sex ratio is considered to be affected by numerous biological and environmental factors and to have a heritable component. The aim of this study was to investigate the presence of common allele modest effects at autosomal and chromosome X variants that could explain the observed sex ratio at birth. We conducted a large-scale genome-wide association scan (GWAS) meta-analysis across 51 studies, comprising overall 114 863 individuals (61 094 women and 53 769 men) of European ancestry and 2 623 828 common (minor allele frequency >0.05) single-nucleotide polymorphisms (SNPs). Allele frequencies were compared between men and women for directly-typed and imputed variants within each study. Forward-time simulations for unlinked, neutral, autosomal, common loci were performed under the demographic model for European populations with a fixed sex ratio and a random mating scheme to assess the probability of detecting significant allele frequency differences. We do not detect any genome-wide significant (P < 5 × 10(-8)) common SNP differences between men and women in this well-powered meta-analysis. The simulated data provided results entirely consistent with these findings. This large-scale investigation across ~115 000 individuals shows no detectable contribution from common genetic variants to the observed skew in the sex ratio. The absence of sex-specific differences is useful in guiding genetic association study design, for example when using mixed controls for sex-biased traits.

Therapeutic Drug Monitoring of the new targeted anticancer agents imatinib, nilotinib, dasatinib, sunitinib, sorafenib and lapatinib by LC tandem mass spectrometry.

The treatment of some cancer patients has shifted from traditional, non-specific cytotoxic chemotherapy to chronic treatment with molecular targeted therapies. Imatinib mesylate, a selective inhibitor of tyrosine kinases (TKIs) is the most prominent example of this new era and has opened the way to the development of several additional TKIs, including sunitinib, nilotinib, dasatinib, sorafenib and lapatinib, in the treatment of various hematological malignancies and solid tumors. All these agents are characterized by an important inter-individual pharmacokinetic variability, are at risk for drug interactions, and are not devoid of toxicity. Additionally, they are administered for prolonged periods, anticipating the careful monitoring of their plasma exposure via Therapeutic Drug Monitoring (TDM) to be an important component of patients' follow-up. We have developed a liquid chromatography-tandem mass spectrometry method (LC-MS/MS) requiring 100 microL of plasma for the simultaneous determination of the six major TKIs currently in use. Plasma is purified by protein precipitation and the supernatant is diluted in ammonium formate 20 mM (pH 4.0) 1:2. Reverse-phase chromatographic separation of TKIs is obtained using a gradient elution of 20 mM ammonium formate pH 2.2 and acetonitrile containing 1% formic acid, followed by rinsing and re-equilibration to the initial solvent composition up to 20 min. Analyte quantification, using matrix-matched calibration samples, is performed by electro-spray ionization-triple quadrupole mass spectrometry by selected reaction monitoring detection using the positive mode. The method was validated according to FDA recommendations, including assessment of extraction yield, matrix effects variability (<9.6%), overall process efficiency (87.1-104.2%), as well as TKIs short- and long-term stability in plasma. The method is precise (inter-day CV%: 1.3-9.4%), accurate (-9.2 to +9.9%) and sensitive (lower limits of quantification comprised between 1 and 10 ng/mL). This is the first broad-range LC-MS/MS assay covering the major currently in-use TKIs. It is an improvement over previous methods in terms of convenience (a single extraction procedure for six major TKIs, reducing significantly the analytical time), sensitivity, selectivity and throughput. It may contribute to filling the current knowledge gaps in the pharmacokinetics/pharmacodynamics relationships of the latest TKIs developed after imatinib and better define their therapeutic ranges in different patient populations in order to evaluate whether a systematic TDM-guided dose adjustment of these anticancer drugs could contribute to minimize the risk of major adverse reactions and to increase the probability of efficient, long lasting, therapeutic response.

Comparison of copper-67- and iodine-125-labeled anti-CEA monoclonal antibody biodistribution in patients with colorectal tumors.

Copper-67 has comparable beta-particle emissions to that of 131I, but it displays more favorable gamma emission characteristics for application in radioimmunotherapy (RIT). This study investigates the potential of 67Cu-labeled monoclonal antibody (MAb) 35 for RIT of colorectal carcinoma. METHODS: Biokinetics of simultaneously injected 67Cu- and 125I-labeled MAb35 were studied in six patients scheduled for surgery of primary colorectal cancer. RESULTS: Whole-body clearance (T 1/2) of 67Cu, estimated from sequential anterior and posterior whole-body scans and corrected for decay of 67Cu, was 41 hr. Serum clearance of 67Cu was faster (27.41 hr) than that of 125I (38.33 hr). Mean tumor uptake of the 67Cu-labeled compound (0.0133% ID/g) exceeded that of 125I (0.0095% ID/g), and tumor-to-blood ratios were higher for 67Cu than for 125I, with averages of 6.07 and 2.41, respectively. The average 67Cu/125I ratio was 1.9 for tumor uptake, 0.7 for blood and 2.6 for tumor-to-blood ratios. Nonspecific liver uptake of 67Cu as calculated from whole-body scans was high in four patients, up to 25% of residual whole-body activity at 48 hr, but did not increase with time. We also observed some nonspecific bowel activity, as well as moderate to high uptake in benign polyps. CONCLUSION: Copper-67-labeled MAb35 is more favorable than its radioiodine-labeled counterpart for RIT of colorectal carcinoma due to higher tumor-to-blood ratios, but the problem of nonspecific liver and bowel uptake must first be overcome. The absolute accumulation of activity in tumor remains low, however, so the probability of cure with this compound alone is questionable. The use of 67Cu as one component of a multimodality adjuvant treatment seems to remain the most appropriate application for RIT.

Effects of antifolates - co-trimoxazole and pyrimethamine-sulfadoxine - on gametocytes in children with acute, symptomatic, uncomplicated, Plasmodium falciparum malaria

Antimalarial drugs including the antifolate, pyrimethamine-sulfadoxine (PS), can modulate the prevalence and intensities of gametocytaemia following treatment of acute malaria infections. They may also directly influence the transmission and spread of drug insensitivity. Little is known of the effects of co-trimoxazole (Co-T), another antifolate antimalarial, on gametocytes in children with acute malaria infections. We compared the effects of Co-T and PS on the prevalence and intensities of gametocytaemia and gametocyte sex ratios in 102 children aged 0.5-12 years presenting with acute and uncomplicated falciparum malaria. Compared to pre-treatment, both drugs significantly increased gametocyte carriage post-initiation of treatment. However, gametocyte carriage was significantly lower on day 14 in those treated with Co-T than PS. Significant increase in gametocytaemia with time occurred in PS - but not Co-T-treated children. Kaplan-Meier survival curve of the cumulative probability of remaining gametocyte-free in children who were agametocytaemic at enrolment showed that by day 7 of follow up, children treated with PS had a significantly higher propensity to have developed gametocytes than in Co-T-treated children (Log-rank statistic 5.35, df = 1, P = 0.02). Gametocyte sex ratio changes were similar following treatment with both drugs. PS and Co-T treatment of acute malaria infections in children from this endemic area is associated with significant increases in prevalence and intensities of gametocytaemia but these effects are more marked in those treated with PS than Co-T.

Ecological components and evolution of selfing in the freshwater snail Galba truncatula.

The reproductive assurance hypothesis emphasizes that self-fertilization should evolve in species with reduced dispersal capability, low population size or experiencing recurrent bottlenecks. Our work investigates the ecological components of the habitats colonized by the snail, Galba truncatula, that may influence the evolution of selfing. Galba truncatula is a preferential selfer inhabiting freshwater habitats, which vary with respect to the degree of permanence. We considered with a population genetic approach the spatial and the temporal degree of isolation of populations of G. truncatula. We showed that patches at distances of only a few meters are highly structured. The effective population sizes appear quite low, in the order of 10 individuals or less. This study indicates that individuals of the species G. truncatula are likely to be alone in a site and have a low probability of finding a partner from a nearby site to reproduce. These results emphasize the advantage of selfing in this species.

Lumbar spine texture enhances 10-year fracture probability assessment.

We found that lumbar spine texture analysis using trabecular bone score (TBS) is a risk factor for MOF and a risk factor for death in a retrospective cohort study from a large clinical registry for the province of Manitoba, Canada. INTRODUCTION: FRAX® estimates the 10-year probability of major osteoporotic fracture (MOF) using clinical risk factors and femoral neck bone mineral density (BMD). Trabecular bone score (TBS), derived from texture in the spine dual X-ray absorptiometry (DXA) image, is related to bone microarchitecture and fracture risk independently of BMD. Our objective was to determine whether TBS provides information on MOF probability beyond that provided by the FRAX variables. METHODS: We included 33,352 women aged 40-100 years (mean 63 years) with baseline DXA measurements of lumbar spine TBS and femoral neck BMD. The association between TBS, the FRAX variables, and the risk of MOF or death was examined using an extension of the Poisson regression model. RESULTS: During the mean of 4.7 years, 1,754 women died and 1,872 sustained one or more MOF. For each standard deviation reduction in TBS, there was a 36 % increase in MOF risk (HR 1.36, 95 % CI 1.30-1.42, p < 0.001) and a 32 % increase in death (HR 1.32, 95 % CI 1.26-1.39, p < 0.001). When adjusted for significant clinical risk factors and femoral neck BMD, lumbar spine TBS was still a significant predictor of MOF (HR 1.18, 95 % CI 1.12-1.23) and death (HR 1.20, 95 % CI 1.14-1.26). Models for estimating MOF probability, accounting for competing mortality, showed that low TBS (10th percentile) increased risk by 1.5-1.6-fold compared with high TBS (90th percentile) across a broad range of ages and femoral neck T-scores. CONCLUSIONS: Lumbar spine TBS is able to predict incident MOF independent of FRAX clinical risk factors and femoral neck BMD even after accounting for the increased death hazard.

Mutant p53 promotes epithelial-mesenchymal plasticity and enhances metastasis in mammary carcinomas of WAP-T mice.

To study the postulated mutant p53 (mutp53) "gain of function" effects in mammary tumor development, progression and metastasis, we crossed SV40 transgenic WAP-T mice with mutant p53 transgenic WAP-mutp53 mice. Compared to tumors in monotransgenic WAP-T mice, tumors in bitransgenic WAP-T x WAP-mutp53 mice showed higher tumor grading, enhanced vascularization, and significantly increased metastasis. Bitransgenic tumors revealed a gene signature associated with the oncogenic epithelial-mesenchymal transition pathway (EMT gene signature). In cultures of WAP-T tumor-derived G-2 cancer cells, which are comprised of subpopulations displaying "mesenchymal" and "epithelial" phenotypes, this EMT gene signature was associated with the "mesenchymal" compartment. Furthermore, ectopic expression of mutp53 in G-2 cells sufficed to induce a strong EMT phenotype. In contrast to these in vitro effects, monotransgenic and bitransgenic tumors were phenotypically similar suggesting that in vivo the tumor cell phenotype might be under control of the tumor microenvironment. In support, orthotopic transplantation of G-2 cells as well as of G-2 cells expressing ectopic mutp53 into syngeneic mice resulted in tumors with a predominantly epithelial phenotype, closely similar to that of endogenous primary tumors. We conclude that induction of an EMT gene signature by mutp53 in bitransgenic tumors primarily promotes tumor cell plasticity, that is, the probability of tumor cells to undergo EMT processes under appropriate stimuli, thereby possibly increasing their potential to disseminate and metastasize.

Container productivity, daily survival rates and dispersal of Aedes aegypti mosquitoes in a high income dengue epidemic neighbourhood of Rio de Janeiro: presumed influence of differential urban structure on mosquito biology

Different urban structures might affect the life history parameters of Aedes aegypti and, consequently, dengue transmission. Container productivity, probability of daily survival (PDS) and dispersal rates were estimated for mosquito populations in a high income neighbourhood of Rio de Janeiro. Results were contrasted with those previously found in a suburban district, as well as those recorded in a slum. After inspecting 1,041 premises, domestic drains and discarded plastic pots were identified as the most productive containers, collectively holding up to 80% of the total pupae. In addition, three cohorts of dust-marked Ae. aegypti females were released and recaptured daily using BGS-Traps, sticky ovitraps and backpack aspirators in 50 randomly selected houses; recapture rate ranged from 5-12.2% within cohorts. PDS was determined by two models and ranged from 0.607-0.704 (exponential model) and 0.659-0.721 (non-linear model), respectively. Mean distance travelled varied from 57-122 m, with a maximum dispersal of 263 m. Overall, lower infestation indexes and adult female survival were observed in the high income neighbourhood, suggesting a lower dengue transmission risk in comparison to the suburban area and the slum. Since results show that urban structure can influence mosquito biology, specific control strategies might be used in order to achieve cost-effective Ae. aegypti control.

Hilbert space on probability density functions with Aitchison geometry

Compositional data analysis motivated the introduction of a complete Euclidean structure in the simplex of D parts. This was based on the early work of J. Aitchison (1986) and completed recently when Aitchinson distance in the simplex was associated with an inner product and orthonormal bases were identified (Aitchison and others, 2002; Egozcue and others, 2003). A partition of the support of a random variable generates a composition by assigning the probability of each interval to a part of the composition. One can imagine that the partition can be refined and the probability density would represent a kind of continuous composition of probabilities in a simplex of infinitely many parts. This intuitive idea would lead to a Hilbert-space of probability densitiesby generalizing the Aitchison geometry for compositions in the simplex into the set probability densities

The demographic benefits of belligerence and bravery: defeated group repopulation or victorious group size expansion?

Intraspecific coalitional aggression between groups of individuals is a widespread trait in the animal world. It occurs in invertebrates and vertebrates, and is prevalent in humans. What are the conditions under which coalitional aggression evolves in natural populations? In this article, I develop a mathematical model delineating conditions where natural selection can favor the coevolution of belligerence and bravery between small-scale societies. Belligerence increases an actor's group probability of trying to conquer another group and bravery increase the actors's group probability of defeating an attacked group. The model takes into account two different types of demographic scenarios that may lead to the coevolution of belligerence and bravery. Under the first, the fitness benefits driving the coevolution of belligerence and bravery come through the repopulation of defeated groups by fission of victorious ones. Under the second demographic scenario, the fitness benefits come through a temporary increase in the local carrying capacity of victorious groups, after transfer of resources from defeated groups to victorious ones. The analysis of the model suggests that the selective pressures on belligerence and bravery are stronger when defeated groups can be repopulated by victorious ones. The analysis also suggests that, depending on the shape of the contest success function, costly bravery can evolve in groups of any size.

Enhancing fault management performance of two-step QoS routing algorithms in GMPLS networks

In this paper a novel methodology aimed at minimizing the probability of network failure and the failure impact (in terms of QoS degradation) while optimizing the resource consumption is introduced. A detailed study of MPLS recovery techniques and their GMPLS extensions are also presented. In this scenario, some features for reducing the failure impact and offering minimum failure probabilities at the same time are also analyzed. Novel two-step routing algorithms using this methodology are proposed. Results show that these methods offer high protection levels with optimal resource consumption

Resource dimensioning aspect of heterogeneous traffic with different service requirements: Integration versus segregation

In this paper, we consider the ATM networks in which the virtual path concept is implemented. The question of how to multiplex two or more diverse traffic classes while providing different quality of service requirements is a very complicated open problem. Two distinct options are available: integration and segregation. In an integration approach all the traffic from different connections are multiplexed onto one VP. This implies that the most restrictive QOS requirements must be applied to all services. Therefore, link utilization will be decreased because unnecessarily stringent QOS is provided to all connections. With the segregation approach the problem can be much simplified if different types of traffic are separated by assigning a VP with dedicated resources (buffers and links). Therefore, resources may not be efficiently utilized because no sharing of bandwidth can take place across the VP. The probability that the bandwidth required by the accepted connections exceeds the capacity of the link is evaluated with the probability of congestion (PC). Since the PC can be expressed as the CLP, we shall simply carry out bandwidth allocation using the PC. We first focus on the influence of some parameters (CLP, bit rate and burstiness) on the capacity required by a VP supporting a single traffic class using the new convolution approach. Numerical results are presented both to compare the required capacity and to observe which conditions under each approach are preferred

Municipal distribution of bladder cancer mortality in Spain: Possible role of mining and industry

BACKGROUND Spain shows the highest bladder cancer incidence rates in men among European countries. The most important risk factors are tobacco smoking and occupational exposure to a range of different chemical substances, such as aromatic amines. METHODS This paper describes the municipal distribution of bladder cancer mortality and attempts to "adjust" this spatial pattern for the prevalence of smokers, using the autoregressive spatial model proposed by Besag, York and Molliè, with relative risk of lung cancer mortality as a surrogate. RESULTS It has been possible to compile and ascertain the posterior distribution of relative risk for bladder cancer adjusted for lung cancer mortality, on the basis of a single Bayesian spatial model covering all of Spain's 8077 towns. Maps were plotted depicting smoothed relative risk (RR) estimates, and the distribution of the posterior probability of RR>1 by sex. Towns that registered the highest relative risks for both sexes were mostly located in the Provinces of Cadiz, Seville, Huelva, Barcelona and Almería. The highest-risk area in Barcelona Province corresponded to very specific municipal areas in the Bages district, e.g., Suría, Sallent, Balsareny, Manresa and Cardona. CONCLUSION Mining/industrial pollution and the risk entailed in certain occupational exposures could in part be dictating the pattern of municipal bladder cancer mortality in Spain. Population exposure to arsenic is a matter that calls for attention. It would be of great interest if the relationship between the chemical quality of drinking water and the frequency of bladder cancer could be studied.