Analyzing the dependence structure of microarray data: a copula–based approach

The main aim of this Ph.D. dissertation is the study of clustering dependent data by means of copula functions with particular emphasis on microarray data. Copula functions are a popular multivariate modeling tool in each field where the multivariate dependence is of great interest and their use in clustering has not been still investigated. The first part of this work contains the review of the literature of clustering methods, copula functions and microarray experiments. The attention focuses on the K–means (Hartigan, 1975; Hartigan and Wong, 1979), the hierarchical (Everitt, 1974) and the model–based (Fraley and Raftery, 1998, 1999, 2000, 2007) clustering techniques because their performance is compared. Then, the probabilistic interpretation of the Sklar’s theorem (Sklar’s, 1959), the estimation methods for copulas like the Inference for Margins (Joe and Xu, 1996) and the Archimedean and Elliptical copula families are presented. In the end, applications of clustering methods and copulas to the genetic and microarray experiments are highlighted. The second part contains the original contribution proposed. A simulation study is performed in order to evaluate the performance of the K–means and the hierarchical bottom–up clustering methods in identifying clusters according to the dependence structure of the data generating process. Different simulations are performed by varying different conditions (e.g., the kind of margins (distinct, overlapping and nested) and the value of the dependence parameter ) and the results are evaluated by means of different measures of performance. In light of the simulation results and of the limits of the two investigated clustering methods, a new clustering algorithm based on copula functions (‘CoClust’ in brief) is proposed. The basic idea, the iterative procedure of the CoClust and the description of the written R functions with their output are given. The CoClust algorithm is tested on simulated data (by varying the number of clusters, the copula models, the dependence parameter value and the degree of overlap of margins) and is compared with the performance of model–based clustering by using different measures of performance, like the percentage of well–identified number of clusters and the not rejection percentage of H0 on . It is shown that the CoClust algorithm allows to overcome all observed limits of the other investigated clustering techniques and is able to identify clusters according to the dependence structure of the data independently of the degree of overlap of margins and the strength of the dependence. The CoClust uses a criterion based on the maximized log–likelihood function of the copula and can virtually account for any possible dependence relationship between observations. Many peculiar characteristics are shown for the CoClust, e.g. its capability of identifying the true number of clusters and the fact that it does not require a starting classification. Finally, the CoClust algorithm is applied to the real microarray data of Hedenfalk et al. (2001) both to the gene expressions observed in three different cancer samples and to the columns (tumor samples) of the whole data matrix.

A partial dependence factorial analysis to deal with selection bias in observational studis

This thesis presents a creative and practical approach to dealing with the problem of selection bias. Selection bias may be the most important vexing problem in program evaluation or in any line of research that attempts to assert causality. Some of the greatest minds in economics and statistics have scrutinized the problem of selection bias, with the resulting approaches – Rubin’s Potential Outcome Approach(Rosenbaum and Rubin,1983; Rubin, 1991,2001,2004) or Heckman’s Selection model (Heckman, 1979) – being widely accepted and used as the best fixes. These solutions to the bias that arises in particular from self selection are imperfect, and many researchers, when feasible, reserve their strongest causal inference for data from experimental rather than observational studies. The innovative aspect of this thesis is to propose a data transformation that allows measuring and testing in an automatic and multivariate way the presence of selection bias. The approach involves the construction of a multi-dimensional conditional space of the X matrix in which the bias associated with the treatment assignment has been eliminated. Specifically, we propose the use of a partial dependence analysis of the X-space as a tool for investigating the dependence relationship between a set of observable pre-treatment categorical covariates X and a treatment indicator variable T, in order to obtain a measure of bias according to their dependence structure. The measure of selection bias is then expressed in terms of inertia due to the dependence between X and T that has been eliminated. Given the measure of selection bias, we propose a multivariate test of imbalance in order to check if the detected bias is significant, by using the asymptotical distribution of inertia due to T (Estadella et al. 2005) , and by preserving the multivariate nature of data. Further, we propose the use of a clustering procedure as a tool to find groups of comparable units on which estimate local causal effects, and the use of the multivariate test of imbalance as a stopping rule in choosing the best cluster solution set. The method is non parametric, it does not call for modeling the data, based on some underlying theory or assumption about the selection process, but instead it calls for using the existing variability within the data and letting the data to speak. The idea of proposing this multivariate approach to measure selection bias and test balance comes from the consideration that in applied research all aspects of multivariate balance, not represented in the univariate variable- by-variable summaries, are ignored. The first part contains an introduction to evaluation methods as part of public and private decision process and a review of the literature of evaluation methods. The attention is focused on Rubin Potential Outcome Approach, matching methods, and briefly on Heckman’s Selection Model. The second part focuses on some resulting limitations of conventional methods, with particular attention to the problem of how testing in the correct way balancing. The third part contains the original contribution proposed , a simulation study that allows to check the performance of the method for a given dependence setting and an application to a real data set. Finally, we discuss, conclude and explain our future perspectives.

Isospin dependence of the Ar+Ni fusion-evaporation cross section

The fundamental goal of this thesis is the determination of the isospin dependence of the Ar+Ni fusion-evaporation cross section. Three Ar isotope beams, with energies of about 13AMeV, have been accelerated and impinged onto isotopically enriched Ni targets, in order to produce Pd nuclei, with mass number varying from 92 to 104. The measurements have been performed by the high performance 4pi detector INDRA, coupled with the magnetic spectrometer VAMOS. Even if the results are very preliminary, the obtained fusion-evaporation cross sections behaviour gives a hint at the possible isospin dependence of the fusion-evaporation cross sections.

Mathematical Modeling to Investigate Antiarrhythmic Drug Side Effects: Rate-Dependence Role in Ionic Currents and Action Potentials Shape in the O’Hara Model

Sudden cardiac death due to ventricular arrhythmia is one of the leading causes of mortality in the world. In the last decades, it has proven that anti-arrhythmic drugs, which prolong the refractory period by means of prolongation of the cardiac action potential duration (APD), play a good role in preventing of relevant human arrhythmias. However, it has long been observed that the “class III antiarrhythmic effect” diminish at faster heart rates and that this phenomenon represent a big weakness, since it is the precise situation when arrhythmias are most prone to occur. It is well known that mathematical modeling is a useful tool for investigating cardiac cell behavior. In the last 60 years, a multitude of cardiac models has been created; from the pioneering work of Hodgkin and Huxley (1952), who first described the ionic currents of the squid giant axon quantitatively, mathematical modeling has made great strides. The O’Hara model, that I employed in this research work, is one of the modern computational models of ventricular myocyte, a new generation began in 1991 with ventricular cell model by Noble et al. Successful of these models is that you can generate novel predictions, suggest experiments and provide a quantitative understanding of underlying mechanism. Obviously, the drawback is that they remain simple models, they don’t represent the real system. The overall goal of this research is to give an additional tool, through mathematical modeling, to understand the behavior of the main ionic currents involved during the action potential (AP), especially underlining the differences between slower and faster heart rates. In particular to evaluate the rate-dependence role on the action potential duration, to implement a new method for interpreting ionic currents behavior after a perturbation effect and to verify the validity of the work proposed by Antonio Zaza using an injected current as a perturbing effect.

Measurement of the helicity dependence of deuteron photodisintegration for photon energies below 450 MeV

In 1998 a pilot experiment was carried out to study the helicity dependence of photoreaction cross sections using circularly polarized real photons on longitudinally polarized deuterons in a deuterated butanol target. The knowledge of these cross sections is required to test the validity of the Gerasimov-Drell-Hearn sum rule on the deuteron and the neutron. The focus of this thesis is on the results for the differential and total cross sections for the photodisintegration reaction for various photon energies in the range from 200 to 450 MeV using data taken with the detector system DAPHNE. The current understanding of the NN interaction as represented by the calculations by M. Schwamb could be confirmed within the given uncertainties. In addition, the detector DAPHNE has been prepared for the main experiment in 2003. The according work is presented together with results of the quality-test measurements of the renewed detector components.

Study of the helicity dependence of single pion photoproduction on the deuteron

Der erste experimentelle Test der GDH-Summenregel für das Proton wurde 1998 am MAMI-Beschleuniger der Universität Mainz durchgeführt. Ferner wurde ein Pilot-Experiment mit einem polarisierten Deuteron-Target vorgenommen. Dieselbe Kollaboration führte 2003 ein auf das Deuteron ausgerichtetes Experiment durch mit der Absicht, die GDH-Summenregel für das Neutron zu untersuchen. Der in beiden Experimenten verwendete Aufbau erlaubt nicht nur die Messung des totalen Wirkungsquerschnitts, sondern auch gleichzeitig einzelne Teilreaktionen zu studieren. In dieser Arbeit werden die Daten des Deuteron-Pilot-Experiments von 1998 analysiert. Desweiteren wird eine Studie der Helizitätsabhängigkeit der differenziellen Wirkungsquerschnitte für drei Pion-Photoproduktionskanäle des Deuterons in der oberen Hälfte der Delta-Resonanz präsentiert. Diese Ergebnisse werden mit einem theoretischen Modell verglichen. Dabei wurde eine hinreichend gute Übereinstimmung für die unpolarisierten Reaktionen gefunden, während für die polarisierten Kanäle kleinere Diskrepanzen beobachtet wurden. Der Targetpolarisationsgrad ist einer der relevanten Parameter, der für eine absolute Normalisierung der Wirkungsquerschnitte notwendig ist. Die Analyse dieses Parameters für die 2003er Daten wird in der vorliegenden Arbeit vorgestellt. Zur Zeit ist in Mainz ein Frozen-Spin-Target im Bau. Es wird als Target für polarisierte Protonen oder polarisierte Deuteronen für zukünftige Experimente mit dem Crystal Ball zur Verfügung stehen. Die Vorbereitungen der verschiedenen Subsysteme dieses Aufbaus stellten einen wichtigen Teil dieser Arbeit dar. Die fundamentalen Grundlagen der Methode und deren technische Umsetzung, sowie der momentane Status der Aufbauarbeiten am Target werden im Detail präsentiert.

Essays on Bank Risk

This PhD Thesis is composed of three chapters, each discussing a specific type of risk that banks face. The first chapter talks about Systemic Risk and how banks get exposed to it through the Interbank Funding Market. Exposures in the said market have Systemic Risk implications because the market creates linkages, where the failure of one party can affect the others in the market. By showing that CDS Spreads, as bank risk indicators, are positively related to their Net Interbank Funding Market Exposures, this chapter establishes the above Systemic Risk Implications of Interbank Funding. Meanwhile, the second chapter discusses how banks may handle Illiquidity Risk, defined as the possibility of having sudden funding needs. Illiquidity Risk is embodied in this chapter through Loan Commitments as they oblige banks to lend to its clients, up to a certain amount of funds at any time. This chapter points out that using Securitization as funding facility, could allow the banks to manage this Illiquidity Risk. To make this case, this chapter demonstrates empirically that banks having an increase in Loan Commitments, may experience an increase in risk profile but such can be offset by an accompanying increase in Securitization Activity. Lastly, the third chapter focuses on how banks manage Credit Risk also through Securitization. Securitization has a Credit Risk management property by allowing the offloading of risk. This chapter investigates how banks use such property by looking at the effect of securitization on the banks’ loan portfolios and overall risk and returns. The findings are that securitization is positively related to loan portfolio size and the portfolio share of risky loans, which translates to higher risk and returns. Thus, this chapter points out that Credit Risk management through Securitization may be have been done towards higher risk taking for high returns.

Klonierung und Charakterisierung der Luziferase und des Luziferin regenerierenden Enzyms aus dem marinen Schwamm Suberites domuncula

Bereits 1971 erkannte Reiswig bei einigen Schwämmen in der Kontraktion des Osculums eine Reaktion auf Licht. Nachfolgend konnte für eine Reihe von Schwämmen die Existenz von Lichtreaktionen beobachtet werden (Wapstra & van Soest, 1987). In dieser Arbeit sollten Gene eines Luziferin/Luziferase Systems im marinen Schwamm Suberites domuncula identifiziert werden, die eine Rolle bei der Bio¬lumineszenz spielen. Mit Hilfe der PCR-Technik konnten die in der cDNA-Bank identifizierten Fragmente einer Luziferase und eines Luziferin regenerierenden Enzyms erfolgreich vervollständigt, kloniert und analysiert werden. Datenbank¬analysen der abgeleiteten Aminosäuresequenzen ergeben sowohl für die Luziferase als auch für das Luziferin regenerierende Enzym Ähnlichkeiten zu den entsprechenden Proteinen aus Leuchtkäfern, wie z. B. Photinus pyralis. Ausgehend von der cDNA wurden zunächst beide Enzyme in E. coli rekombinant exprimiert und affinitätschromatographisch aufgereinigt. Für die Luziferase gelang es, spezifische Antikörper herzustellen, die im Anschluss an den im Western Blot durchgeführten Nachweis eine Identifizierung in histologischen Schwamm¬schnitten ermöglichte. Weitere Analysen konnten für Suberites domuncula sowohl im Schwammgewebe, im Proteinextrakt als auch für das rekombinante Protein die Licht-generierende Fähigkeit nachweisen. Das ermittelte in vitro Biolumineszenz-Emissionsspektrum der rekombinanten Luziferase weist eine Lichtemission im gelb-grünen Bereich des Spektrums mit einem Maximum bei 548 nm und einer Schulter bei 590 nm auf. Ausserdem bestätigte die Funktionanalyse des rekombinanten Enzyms die für Luziferasen bekannte ATP- und Temperatur¬abhängigkeit sowie den stimulierenden Effekt von Coenzym A. Die Existenz einer bioaktiven Luziferase in einem der ältesten, rezent vertretenen Metazoa deutet darauf hin, dass sich die Oxygenasefunktion der Luziferasen bereits früher entwickelte, als bisher von Viviani* vermutet. Die bisherigen Daten über die optischen Eigenschaften der Spiculae liefern gemeinsam mit den Ergebnissen dieser Arbeit – einer Licht-emittierenden Luziferase in S. domuncula – die Voraussetzungen für die mögliche Existenz eines Photorezeptionssystems in Schwämmen.

Polycyclic aromatic hydrocarbons (PAHs) in river bank soils

Polycyclic aromatic hydrocarbons (PAHs) are ubiquitous and found in the atmosphere, aquatic environment, sediments and soils. For environmental risk assessments and the allocation of the polluter it is important to know the PAH sources. PAH contamination sites are usually the result of anthropogenic processes. Three major sources are known: i) petroleum, including crude oil and its refined products and coals (petrogenic PAHs), ii) burning of organic matter (pyrogenic PAHs) and iii) transformation products of natural organic precursors present in the environment (diagenetic processes). In one case elevated PAH concentrations were found in river bank soils when building a retention area along the Mosel River. The source of the PAHs in this area was unclear and required the investigation of possible sources. To evaluate the PAH distribution along the Mosel River, a section of ~ 160 km along the river and a short section along the Saar River were investigated within this study. Concentrations of the Σ16 EPA PAHs were as high as 81 mg kg-1 dry weight (dw). Additionally, coal particles were identified in some soils, which originated from mining activities in the Saarland region. PAH distribution patterns of the 16 EPA PAHs suggest a mainly pyrogenic origin and in some cases a mixture of pyrogenic and petrogenic origin. For a comprehensive investigation five sampling sites were selected. Two sites were located before the confluence of the Mosel and Saar River, one site at the confluence and two sites after the confluence. The examination included typical forensic methods such as PAH distribution patterns of 45 PAHs (including alkylated PAHs), calculation of PAH ratios, determination of PAH alkyl homologues, n-alkanes, principal component analysis (PCA) and coal petrography. The results revealed a mainly pyrogenic source at sampling sites before the confluence of the two rivers. At and after the confluence, a mixture of pyrogenic and petrogenic inputs were present. With the help of coal petrography, coal derived particles could be identified in these soils. Therefore, coal was suggested to be the petrogenic source. It could be shown that sites with diffuse sources of contaminants, like the bank soils of the Mosel River, are difficult to characterize. As previously mentioned for detailed source identifications, the use of various forensic methods is essential. Determination of PAH alkyl homologue series, biomarkers and isotopes are often recommended. Source identification was evaluated using three different methods (i.e. PAH distribution patterns of an extended PAH spectrum, PAH ratios and analyses of n-alkanes). It was assessed if these methods were sufficient for the initial steps in identifying sources of PAHs in selected samples, and if they could be used for decision-making purposes. Point- and non-point sources were identified by applying the three methods and it could be shown that these relatively simple methods are sufficient in determining the primary source. In a last step of this study two soils (one before the confluence of the Mosel and Saar rivers and one after the confluence), and one sediment of the Mosel River were evaluated by investigating the mutagenic potential of the soils and the sediment with a fluctuation version of the Ames-test. The study showed that coal bearing soils at the Mosel River do not exhibit a greater mutagenic potential than other soils or sediments without coal particles.

Identifizierung und Charakterisierung von Zielantigenen alloreaktiver zytotoxischer T-Zellen mittels cDNA-Bank-Expressionsklonierung in akuten myeloischen Leukämien

Allogene hämatopoetische Stammzelltransplantationen (HSZTs) werden insbesondere zur Behandlung von Patienten mit Hochrisiko-Leukämien durchgeführt. Dabei bewirken T-Zellreaktionen gegen Minorhistokompatibilitätsantigene (mHAgs) sowohl den therapeutisch erwünschten graft-versus-leukemia (GvL)-Effekt als auch die schädigende graft-versus-host (GvH)-Erkrankung. Für die Identifizierung neuer mHAgs mittels des T-Zell-basierten cDNA-Expressionsscreenings waren leukämiereaktive T-Zellpopulationen durch Stimulation naïver CD8+-T-Lymphozyten gesunder HLA-Klasse I-identischer Buffy Coat-Spender mit Leukämiezellen von Patienten mit akuter myeloischer Leukämie (AML) generiert worden (Albrecht et al., Cancer Immunol. Immunother. 60:235, 2011). Im Rahmen der vorliegenden Arbeit wurde mit diesen im AML-Modell des Patienten MZ529 das mHAg CYBA-72Y identifiziert. Es resultiert aus einem bekannten Einzelnukleotidpolymorphismus (rs4673: CYBA-242T/C) des Gens CYBA (kodierend für Cytochrom b-245 α-Polypeptid; syn.: p22phox), der zu einem Austausch von Tyrosin (Y) zu Histidin (H) an Aminosäureposition 72 führt. Das mHAg wurde von T-Lymphozyten sowohl in Assoziation mit HLA-B*15:01 als auch mit HLA-B*15:07 erkannt. Eine allogene T-Zellantwort gegen CYBA-72Y wurde in einem weiteren AML-Modell (MZ987) beobachtet, die ebenso wie in dem AML-Modell MZ529 polyklonal war. Insgesamt konnte bei drei von fünf getesteten HLA-B*15:01-positiven Buffy Coat-Spendern, die homozygot für CYBA-72H (H/H) waren, eine CYBA-72Y-spezifische T-Zellantwort generiert werden. Das von den T-Lymphozyten übereinstimmend in niedrigster Konzentration erkannte Peptid umfasste die Aminosäuren 69 - 77, wobei das homologe Peptid aus CYBA-72H auch in hohen Konzentrationen keine Reaktivität auslöste. Eine reziproke Immunogenität des mHAg ist bislang nicht belegt. T-Lymphozyten gegen CYBA-72Y erkannten Leukämiezellen bei acht von zwölf HLA-B*15:01-positiven Patienten (FAB-Subtypen: M1, M2, M4, M5). Da das Gen CYBA für eine Komponente des mikrobiziden Oxidasesystems von phagozytierenden Zellen kodiert, ist es überwiegend in Zellen des hämatopoetischen Systems exprimiert. Von Leukozytensubtypen, aufgereinigt aus HLA-B*15:01-positiven Buffy Coat-Spendern mit CYBA-242T-Allel, wurden Monozyten und daraus abgeleitete dendritische Zellen durch CYBA-72Y-reaktive T-Lymphozyten sehr stark, untransformierte B-Zellen in weit geringerem Maße und Granulozyten sowie T-Lymphozyten nicht erkannt. Das für CYBA-72Y kodierende Allel CYBA-242T wurde bei 56% aller getesteten gesunden Spender und Malignompatienten (n=481) nachgewiesen. Unter Berücksichtigung der Häufigkeit des präsentierenden HLA-Allels ist davon auszugehen, dass etwa 4,5% der Kaukasier das mHAg CYBA-72Y zusammen mit HLA-B*15:01 tragen. Nach bisherigen Beobachtungen führt ein immunogener CYBA-72Y-Mismatch bei allogenen HSZTs nicht notwendigerweise zu einer schweren GvH-Erkrankung. Das hier beschriebene mHAg CYBA-72Y erscheint potenziell geeignet, im Rahmen einer allogenen HSZT die präferenzielle Elimination der Empfänger-Hämatopoese unter Einschluss von myeloischen Leukämiezellen zu bewirken. Jedoch sind weiterführende Untersuchungen erforderlich, um die therapeutische Relevanz des Antigens zu belegen.

Study of the helicity dependence of pi 0 photoproduction on proton at MAMI

The excitation spectrum is one of the fundamental properties of every spatially extended system. The excitations of the building blocks of normal matter, i.e., protons and neutrons (nucleons), play an important role in our understanding of the low energy regime of the strong interaction. Due to the large coupling, perturbative solutions of quantum chromodynamics (QCD) are not appropriate to calculate long-range phenomena of hadrons. For many years, constituent quark models were used to understand the excitation spectra. Recently, calculations in lattice QCD make first connections between excited nucleons and the fundamental field quanta (quarks and gluons). Due to their short lifetime and large decay width, excited nucleons appear as resonances in scattering processes like pion nucleon scattering or meson photoproduction. In order to disentangle individual resonances with definite spin and parity in experimental data, partial wave analyses are necessary. Unique solutions in these analyses can only be expected if sufficient empirical information about spin degrees of freedom is available. The measurement of spin observables in pion photoproduction is the focus of this thesis. The polarized electron beam of the Mainz Microtron (MAMI) was used to produce high-intensity, polarized photon beams with tagged energies up to 1.47 GeV. A "frozen-spin" Butanol target in combination with an almost 4π detector setup consisting of the Crystal Ball and the TAPS calorimeters allowed the precise determination of the helicity dependence of the γp → π0p reaction. In this thesis, as an improvement of the target setup, an internal polarizing solenoid has been constructed and tested. A magnetic field of 2.32 T and homogeneity of 1.22×10−3 in the target volume have been achieved. The helicity asymmetry E, i.e., the difference of events with total helicity 1/2 and 3/2 divided by the sum, was determined from data taken in the years 2013-14. The subtraction of background events arising from nucleons bound in Carbon and Oxygen was an important part of the analysis. The results for the asymmetry E are compared to existing data and predictions from various models. The results show a reasonable agreement to the models in the energy region of the ∆(1232)-resonance but large discrepancies are observed for energy above 600 MeV. The expansion of the present data in terms of Legendre polynomials, shows the sensitivity of the data to partial wave amplitudes up to F-waves. Additionally, a first, preliminary multipole analysis of the present data together with other results from the Crystal Ball experiment has been as been performed.

Validity of an automatic measure protocol in distal femur for allograft selection from a three-dimensional virtual bone bank system

Osteoarticular allograft is one possible treatment in wide surgical resections with large defects. Performing best osteoarticular allograft selection is of great relevance for optimal exploitation of the bone databank, good surgery outcome and patient’s recovery. Current approaches are, however, very time consuming hindering these points in practice. We present a validation study of a software able to perform automatic bone measurements used to automatically assess the distal femur sizes across a databank. 170 distal femur surfaces were reconstructed from CT data and measured manually using a size measure protocol taking into account the transepicondyler distance (A), anterior-posterior distance in medial condyle (B) and anterior-posterior distance in lateral condyle (C). Intra- and inter-observer studies were conducted and regarded as ground truth measurements. Manual and automatic measures were compared. For the automatic measurements, the correlation coefficients between observer one and automatic method, were of 0.99 for A measure and 0.96 for B and C measures. The average time needed to perform the measurements was of 16 h for both manual measurements, and of 3 min for the automatic method. Results demonstrate the high reliability and, most importantly, high repeatability of the proposed approach, and considerable speed-up on the planning.