Bayesian fisheries stock assessment: integrating and updating knowledge

In this thesis the use of the Bayesian approach to statistical inference in fisheries stock assessment is studied. The work was conducted in collaboration of the Finnish Game and Fisheries Research Institute by using the problem of monitoring and prediction of the juvenile salmon population in the River Tornionjoki as an example application. The River Tornionjoki is the largest salmon river flowing into the Baltic Sea. This thesis tackles the issues of model formulation and model checking as well as computational problems related to Bayesian modelling in the context of fisheries stock assessment. Each article of the thesis provides a novel method either for extracting information from data obtained via a particular type of sampling system or for integrating the information about the fish stock from multiple sources in terms of a population dynamics model. Mark-recapture and removal sampling schemes and a random catch sampling method are covered for the estimation of the population size. In addition, a method for estimating the stock composition of a salmon catch based on DNA samples is also presented. For most of the articles, Markov chain Monte Carlo (MCMC) simulation has been used as a tool to approximate the posterior distribution. Problems arising from the sampling method are also briefly discussed and potential solutions for these problems are proposed. Special emphasis in the discussion is given to the philosophical foundation of the Bayesian approach in the context of fisheries stock assessment. It is argued that the role of subjective prior knowledge needed in practically all parts of a Bayesian model should be recognized and consequently fully utilised in the process of model formulation.

Bayesian Inference for Retrospective Population Genetics Models Using Markov Chain Monte Carlo Methods

Genetics, the science of heredity and variation in living organisms, has a central role in medicine, in breeding crops and livestock, and in studying fundamental topics of biological sciences such as evolution and cell functioning. Currently the field of genetics is under a rapid development because of the recent advances in technologies by which molecular data can be obtained from living organisms. In order that most information from such data can be extracted, the analyses need to be carried out using statistical models that are tailored to take account of the particular genetic processes. In this thesis we formulate and analyze Bayesian models for genetic marker data of contemporary individuals. The major focus is on the modeling of the unobserved recent ancestry of the sampled individuals (say, for tens of generations or so), which is carried out by using explicit probabilistic reconstructions of the pedigree structures accompanied by the gene flows at the marker loci. For such a recent history, the recombination process is the major genetic force that shapes the genomes of the individuals, and it is included in the model by assuming that the recombination fractions between the adjacent markers are known. The posterior distribution of the unobserved history of the individuals is studied conditionally on the observed marker data by using a Markov chain Monte Carlo algorithm (MCMC). The example analyses consider estimation of the population structure, relatedness structure (both at the level of whole genomes as well as at each marker separately), and haplotype configurations. For situations where the pedigree structure is partially known, an algorithm to create an initial state for the MCMC algorithm is given. Furthermore, the thesis includes an extension of the model for the recent genetic history to situations where also a quantitative phenotype has been measured from the contemporary individuals. In that case the goal is to identify positions on the genome that affect the observed phenotypic values. This task is carried out within the Bayesian framework, where the number and the relative effects of the quantitative trait loci are treated as random variables whose posterior distribution is studied conditionally on the observed genetic and phenotypic data. In addition, the thesis contains an extension of a widely-used haplotyping method, the PHASE algorithm, to settings where genetic material from several individuals has been pooled together, and the allele frequencies of each pool are determined in a single genotyping.

Methods to improve gene signal: Application to cDNA microarrays

Microarrays are high throughput biological assays that allow the screening of thousands of genes for their expression. The main idea behind microarrays is to compute for each gene a unique signal that is directly proportional to the quantity of mRNA that was hybridized on the chip. A large number of steps and errors associated with each step make the generated expression signal noisy. As a result, microarray data need to be carefully pre-processed before their analysis can be assumed to lead to reliable and biologically relevant conclusions. This thesis focuses on developing methods for improving gene signal and further utilizing this improved signal for higher level analysis. To achieve this, first, approaches for designing microarray experiments using various optimality criteria, considering both biological and technical replicates, are described. A carefully designed experiment leads to signal with low noise, as the effect of unwanted variations is minimized and the precision of the estimates of the parameters of interest are maximized. Second, a system for improving the gene signal by using three scans at varying scanner sensitivities is developed. A novel Bayesian latent intensity model is then applied on these three sets of expression values, corresponding to the three scans, to estimate the suitably calibrated true signal of genes. Third, a novel image segmentation approach that segregates the fluorescent signal from the undesired noise is developed using an additional dye, SYBR green RNA II. This technique helped in identifying signal only with respect to the hybridized DNA, and signal corresponding to dust, scratch, spilling of dye, and other noises, are avoided. Fourth, an integrated statistical model is developed, where signal correction, systematic array effects, dye effects, and differential expression, are modelled jointly as opposed to a sequential application of several methods of analysis. The methods described in here have been tested only for cDNA microarrays, but can also, with some modifications, be applied to other high-throughput technologies. Keywords: High-throughput technology, microarray, cDNA, multiple scans, Bayesian hierarchical models, image analysis, experimental design, MCMC, WinBUGS.

Mathematical Aspects of Financial Markets with Frictions

Frictions are factors that hinder trading of securities in financial markets. Typical frictions include limited market depth, transaction costs, lack of infinite divisibility of securities, and taxes. Conventional models used in mathematical finance often gloss over these issues, which affect almost all financial markets, by arguing that the impact of frictions is negligible and, consequently, the frictionless models are valid approximations. This dissertation consists of three research papers, which are related to the study of the validity of such approximations in two distinct modeling problems. Models of price dynamics that are based on diffusion processes, i.e., continuous strong Markov processes, are widely used in the frictionless scenario. The first paper establishes that diffusion models can indeed be understood as approximations of price dynamics in markets with frictions. This is achieved by introducing an agent-based model of a financial market where finitely many agents trade a financial security, the price of which evolves according to price impacts generated by trades. It is shown that, if the number of agents is large, then under certain assumptions the price process of security, which is a pure-jump process, can be approximated by a one-dimensional diffusion process. In a slightly extended model, in which agents may exhibit herd behavior, the approximating diffusion model turns out to be a stochastic volatility model. Finally, it is shown that when agents' tendency to herd is strong, logarithmic returns in the approximating stochastic volatility model are heavy-tailed. The remaining papers are related to no-arbitrage criteria and superhedging in continuous-time option pricing models under small-transaction-cost asymptotics. Guasoni, Rásonyi, and Schachermayer have recently shown that, in such a setting, any financial security admits no arbitrage opportunities and there exist no feasible superhedging strategies for European call and put options written on it, as long as its price process is continuous and has the so-called conditional full support (CFS) property. Motivated by this result, CFS is established for certain stochastic integrals and a subclass of Brownian semistationary processes in the two papers. As a consequence, a wide range of possibly non-Markovian local and stochastic volatility models have the CFS property.

Pyrrolidine ring conformations in prolyl peptides from 13C spin-lattice relaxation times

A method was developed in the framework of a bistable jump model to obtain the pyrrolidine ring conformations in proline peptides from 13C spin-lattice relaxation times. Equations are presented expressing the ring torsions in terms of the 13C spin-lattice relaxation times of the ring carbons. This method was applied to 26 pyrrolidine ring systems and acceptable conformations were obtained.

Negative differential resistance in GaN nanocrystals above room temperature

Negative differential resistance (NDR) has been observed for the first time above room temperature in gallium nitride nanocrystals synthesized by a simple chemical route. Current-voltage characteristics have been used to investigate this effect through a metal-semiconductor-metal (M-S-M) configuration on SiO2. The NDR effect is reversible and reproducible through many cycles. The threshold voltage is similar to 7 V above room temperature.

Inhibition of Human Two-Pore Domain K+ Channel TREK1 by Local Anesthetic Lidocaine: Negative Cooperativity and Half-of-Sites Saturation Kinetics

TWIK-related K+ channel TREK1, a background leak K+ channel, has been strongly implicated as the target of several general and local anesthetics. Here, using the whole-cell and single-channel patch-clamp technique, we investigated the effect of lidocaine, a local anesthetic, on the human (h) TREK1 channel heterologously expressed in human embryonic kidney 293 cells by an adenoviral-mediated expression system. Lidocaine, at clinical concentrations, produced reversible, concentration-dependent inhibition of hTREK1 current, with IC50 value of 180 mu M, by reducing the single-channel open probability and stabilizing the closed state. We have identified a strategically placed unique aromatic couplet (Tyr352 and Phe355) in the vicinity of the protein kinase A phosphorylation site, Ser348, in the C-terminal domain (CTD) of hTREK1, that is critical for the action of lidocaine. Furthermore, the phosphorylation state of Ser348 was found to have a regulatory role in lidocaine-mediated inhibition of hTREK1. It is interesting that we observed strong intersubunit negative cooperativity (Hill coefficient = 0.49) and half-of-sites saturation binding stoichiometry (half-reaction order) for the binding of lidocaine to hTREK1. Studies with the heterodimer of wild-type (wt)-hTREK1 and Delta 119 C-terminal deletion mutant (hTREK1(wt)-Delta 119) revealed that single CTD of hTREK1 was capable of mediating partial inhibition by lidocaine, but complete inhibition necessitates the cooperative interaction between both the CTDs upon binding of lidocaine. Based on our observations, we propose a model that explains the unique kinetics and provides a plausible paradigm for the inhibitory action of lidocaine on hTREK1.

Strategic Information Acquisition: Applications to Herding and Auctions

The information that the economic agents have and regard relevant to their decision making is often assumed to be exogenous in economics. It is assumed that the agents either poses or can observe the payoff relevant information without having to exert any effort to acquire it. In this thesis we relax the assumption of ex-ante fixed information structure and study what happens to the equilibrium behavior when the agents must also decide what information to acquire and when to acquire it. This thesis addresses this question in the two essays on herding and two essays on auction theory. In the first two essays, that are joint work with Klaus Kultti, we study herding models where it is costly to acquire information on the actions that the preceding agents have taken. In our model the agents have to decide both the action that they take and additionally the information that they want to acquire by observing their predecessors. We characterize the equilibrium behavior when the decision to observe preceding agents' actions is endogenous and show how the equilibrium outcome may differ from the standard model, where all preceding agents actions are assumed to be observable. In the latter part of this thesis we study two dynamic auctions: the English and the Dutch auction. We consider a situation where bidder(s) are uninformed about their valuations for the object that is put up for sale and they may acquire this information for a small cost at any point during the auction. We study the case of independent private valuations. In the third essay of the thesis we characterize the equilibrium behavior in an English auction when there are informed and uninformed bidders. We show that the informed bidder may jump bid and signal to the uninformed that he has a high valuation, thus deterring the uninformed from acquiring information and staying in the auction. The uninformed optimally acquires information once the price has passed a particular threshold and the informed has not signalled that his valuation is high. In addition, we provide an example of an information structure where the informed bidder initially waits and then makes multiple jumps. In the fourth essay of this thesis we study the Dutch auction. We consider two cases where all bidders are all initially uninformed. In the first case the information acquisition cost is the same across all bidders and in the second also the cost of information acquisition is independently distributed and private information to the bidders. We characterize a mixed strategy equilibrium in the first and a pure strategy equilibrium in the second case. In addition we provide a conjecture of an equilibrium in an asymmetric situation where there is one informed and one uninformed bidder. We compare the revenues that the first price auction and the Dutch auction generate and we find that under some circumstances the Dutch auction outperforms the first price sealed bid auction. The usual first price sealed bid auction and the Dutch auction are strategically equivalent. However, this equivalence breaks down in case information is acquired during the auction.

New ternary copper(II) complexes of L-alanine and heterocyclic bases: DNA binding and oxidative DNA cleavage activity

Four new ternary copper(II) complexes of alpha-amino acid having polypyridyl bases of general formulation [Cu(L-ala)(B)(H2O)](X)(1-4), where L-ala is L-alanine, B is an N,N-donor heterocyclic base, viz. 2,2'-bipyridine (bpy, 1), 1,10-phenanthroline (phen, 2) and 5,6-phenanthroline dione (dione, 3), dipyrido[3,2:2',3'-f] quinoxaline (dpq, 4), and X = ClO4-/NO3- are synthesized, characterized by various spectroscopic and X-ray crystallographic methods. The complexes show a distorted square-pyramidal (4 + 1) CuN3O2 coordination geometry. The one-electron paramagnetic complexes (1-4) display a low energy d-d band near 600 nm in aqueous medium and show a quasi-reversible cyclic voltammetric response due to one-electron Cu(II)/Cu(I) reduction near - 100 mV (versus SCE) in DMF-0.1 M TBAP. Binding interactions of the complexes with calf thymus DNA (CT-DNA) were investigated by UV-Vis absorption titration, ethidium bromide displacement assay, viscometric titration experiment and DNA melting studies. All the complexes barring the complexes 1 and 3 are avid binder to the CT-DNA in the DNA minor groove giving an order: 4 > 2 >>>1, 3. The complexes 2 and 4 show appreciable chemical nuclease activity in the presence of 3-mercaptopropionic acid (MPA) as a reducing agent. Hydroxyl radical was investigated to be the DNA cleavage active species. Control experiments in the presence of distamycin-A show primarily minor groove-binding propensity for the complexes 2 and 4 to the DNA.

Interactions of nandrolone and psychostimulant drugs on central monoaminergic systems

It has been hypothesized that abuse of supra-therapeutic doses of anabolic androgenic steroids (AASs) can lead to dependence and function as a gateway to abuse of other drugs. This is supported by behavioral studies on animal models and psychiatric evaluations of human subjects, although their neurochemical effects remain largely unknown. A large body of evidence suggests that the ability of the drugs to induce a strong elevation of extracellular dopamine (DA) levels in the nucleus accumbens (NAc), especially, plays a crucial role in their reinforcing effects. -- This study had four main aims. The first was to explore the effects of nandrolone decanoate on dopaminergic and serotonergic activities in the brains of rats. The second aim was to assess whether or not nandrolone pre-exposure modulates the acute neurochemical and behavioral effects of psychostimulant drugs in experimental animals. The third was to investigate if the AAS-pre-treatment induced changes in brain reward circuitry are reversible. And the fourth main goal was to evaluate the role of androgen and estrogen receptors in the modulation of the dopaminergic and serotonergic effects of acute injections of stimulant drugs by sub-chronic nandrolone treatment. The results showed that nandrolone decanoate at doses, high enough to induce erythropoiesis, significantly increased the levels of DOPAC and 5-HT in the cerebral cortex. Co-administration of AAS and psychostimulant drugs showed that the increase in extracellular DA and 5-HT concentration evoked by amphetamine, MDMA and cocaine in the NAc was attenuated dose-dependently by pretreatment with nandrolone. Nandrolone pre-exposure also attenuated the ability of stimulants to cause increased stereotyped behavior and locomotor activity. Despite the significant decrease in nandrolone concentration in blood, the attenuation of cocaine’s effects remained unchanged after a fairly long period without nandrolone, suggesting that nandrolone effects could be long lasting. Blockade of androgen receptors with flutamide abolished the attenuating effect of nandrolone pretreatment on amphetamine-induced elevation of extracellular DA concentration. --- In conclusion, the results show that AAS-pretreatment is able to inhibit the reward-related neurochemical and behavioral effects of amphetamine, MDMA and cocaine in experimental animals. Furthermore, it seems that these effects could be long lasting and it appears that the ability of nandrolone to modulate reward-related effects of stimulants is dependent on activation of androgen receptors.

Fournier polarography revisited

A theory for Fournier polarography and higher order harmonics is presented. This is valid for reversible systems under semi-infinite diffusion to stationary and expanding plane electrodes. The algorithm is simple, accurate and exploits the identities holding for the interfacial concentrations. The computations — minimal in nature — can be carried out easily and the results given here were evaluated taking into account the presence of harmonics to, at least, the twenty-fifth order.

A novel intermediate in the interaction of thiosemicarbazide with sheep liver serine hydroxymethyltransferase

An unusual intermediate bound to the enzyme was detected in the interaction of thiosemicarbazide with sheep liver serine hydroxymethyltransferase. This intermediate had absorbance maxima at 464 and 440 nm. Such spectra are characteristic of resonance stabilized intermediates detected in the interaction of substrates and quasi-substrates with pyridoxal phosphate enzymes. An intermediate of this kind has not been detected in the interaction of thiosemicarbazide with other pyridoxal phosphate enzymes. This intermediate was generated slowly (t 1/2 = 4 min) following the addition of thiosemicarbazide (200 microM) to sheep liver serine hydroxymethyltransferase (5 microM). It was bound to the enzyme as evidenced by circular dichroic bands at 464 and 440 nm and the inability to be removed upon Centricon filtration. The kinetics of interaction revealed that thiosemicarbazide was a slow binding reversible inhibitor in this phase with a k(on) of 11 M-1 s-1 and a k(off) of 5 x 10(-4) s-1. The intermediate was converted very slowly (k = 4 x 10(-5) s-1) to the final products, namely the apoenzyme and the thiosemicarbazone of pyridoxal phosphate. A minimal kinetic mechanism involving the initial conversion to the intermediate absorbing at longer wavelengths and the conversion of this intermediate to the final product, as well as, the formation of pyridoxal phosphate-thiosemicarbazone directly by an alternate pathway is proposed.

Responses of the Circadian Locomotor Activity Rhythm of Mus Booduga to Shifts in LD Schedules

The responses of the field mouse Mus booduga to shifts in schedules of LD cycles were monitored and the results were interpreted with the help of a PRC constructed for the same species. The results reveal that, M. booduga reentrained faster with a lesser number of transients after delay shifts than advance shifts, thus exhibiting “asymmetry effect.” A positive correlation was observed between the number of transients and the number of hours of shift. In most of the shifts, the sign of the transients (negative for delaying transients and positive for advancing transients) coincided with the direction of the shift. Interestingly, 11 and 12 h of advance shifting resulted in delaying transients. An 11-h advance shift can also be interpreted as a 13-h delay. Reentrainment through delaying transients is faster as compared to reentrainment through advancing transients. Thus, this animal might have taken a “shorter route,” as proved by the fact that an 11-h advance shift has evoked delaying transients. But a 13-h advance shift evoked only advancing transients. This prompts us to speculate that there may be a “phase jump” in M. booduga. Further, irrespective of whether L or D has been doubled in a 12-h shift, both evoked only delaying transients.

Identification of the fungal catabolic D-galacturonate pathway

Pectin is a natural polymer consisting mainly of D-galacturonic acid monomers. Microorganisms living on decaying plant material can use D-galacturonic acid for growth. Although bacterial pathways for D-galacturonate catabolism had been described previously, no eukaryotic pathway for D-galacturonate catabolism was known at the beginning of this work. The aim of this work was to identify such a pathway. In this thesis the pathway for D-galacturonate catabolism was identified in the filamentous fungus Trichoderma reesei. The pathway consisted of four enzymes: NADPH-dependent D-galacturonate reductase (GAR1), L-galactonate dehydratase (LGD1), L-threo-3-deoxy-hexulosonate aldolase (LGA1) and NADPH-dependent glyceraldehyde reductase (GLD1). In this pathway D-galacturonate was converted to pyruvate and glycerol via L-galactonate, L-threo-3-deoxy-hexulosonate and L-glyceraldehyde. The enzyme activities of GAR1, LGD1 and LGA1 were present in crude mycelial extract only when T. reesei was grown on D-galacturonate. The activity of GLD1 was equally present on all the tested carbon sources. The corresponding genes were identified either by purifying and sequencing the enzyme or by expressing genes with homology to other similar enzymes in a heterologous host and testing the activities. The new genes that were identified were expressed in Saccharomyces cerevisiae and resulted in active enzymes. The GAR1, LGA1 and GLD1 were also produced in S. cerevisiae as active enzymes with a polyhistidine-tag, and purified and characterised. GAR1 and LGA1 catalysed reversible reactions, whereas only the forward reactions were observed for LGD1 and GLD1. When gar1, lgd1 or lga1 was deleted in T. reesei the deletion strain was unable to grow with D-galacturonate as the only carbon source, demonstrating that all the corresponding enzymes were essential for D-galacturonate catabolism and that no alternative D-galacturonate pathway exists in T. reesei. A challenge for biotechnology is to convert cheap raw materials to useful and more valuable products. Filamentous fungi are especially useful for the conversion of pectin, since they are efficient producers of pectinases. Identification of the fungal D-galacturonate pathway is of fundamental importance for the utilisation of pectin and its conversion to useful products.

Effect of mechanical cycling on the stress-strain response of a martensitic Nitinol shape memory alloy

An experimental investigation into the ambient temperature, load-controlled tension�tension fatigue behavior of a martensitic Nitinol shape memory alloy (SMA) was conducted. Fatigue life for several stress levels spanning the critical stress for detwinning was determined and compared with that obtained on an alloy similar in composition but in the austenitic state at room temperature. Results show that the fatigue life of the pseudo-plastic alloy is superior to superelastic shape memory alloy. The stress�strain hysteretic response, monitored throughout the fatigue loading, reveals progressive strain accumulation with the cyclic loading. In addition, the area of hysteresis and recoverable and frictional energies were found to decrease with increasing number of fatigue cycles. Post-mortem characterization of the fatigued specimens through calorimetry and fractography was conducted in order to get further insight into the fatigue micromechanisms. These results are discussed in terms of reversible and irreversible microstructural changes that take place during cyclic loading. Aspects associated with self-heating of martensitic alloy undergoing high frequency stress cycling are discussed.