Central limit theorem for asymmetric kernel functionals

Asymmetric kernels are quite useful for the estimation of density functions with bounded support. Gamma kernels are designed to handle density functions whose supports are bounded from one end only, whereas beta kernels are particularly convenient for the estimation of density functions with compact support. These asymmetric kernels are nonnegative and free of boundary bias. Moreover, their shape varies according to the location of the data point, thus also changing the amount of smoothing. This paper applies the central limit theorem for degenerate U-statistics to compute the limiting distribution of a class of asymmetric kernel functionals.

Orthogonal gamma-based expansions for volatility option prices under jump-diffusion dynamics

In my work I derive closed-form pricing formulas for volatility based options by suitably approximating the volatility process risk-neutral density function. I exploit and adapt the idea, which stands behind popular techniques already employed in the context of equity options such as Edgeworth and Gram-Charlier expansions, of approximating the underlying process as a sum of some particular polynomials weighted by a kernel, which is typically a Gaussian distribution. I propose instead a Gamma kernel to adapt the methodology to the context of volatility options. VIX vanilla options closed-form pricing formulas are derived and their accuracy is tested for the Heston model (1993) as well as for the jump-diffusion SVJJ model proposed by Duffie et al. (2000).

Nonparametric specification tests for conditional duration models

This paper deals with the testing of autoregressive conditional duration (ACD) models by gauging the distance between the parametric density and hazard rate functions implied by the duration process and their non-parametric estimates. We derive the asymptotic justification using the functional delta method for fixed and gamma kernels, and then investigate the finite-sample properties through Monte Carlo simulations. Although our tests display some size distortion, bootstrapping suffices to correct the size without compromising their excellent power. We show the practical usefulness of such testing procedures for the estimation of intraday volatility patterns.

Non- parametric specification tests for conditional duration models

This paper deals with the estimation and testing of conditional duration models by looking at the density and baseline hazard rate functions. More precisely, we foeus on the distance between the parametric density (or hazard rate) function implied by the duration process and its non-parametric estimate. Asymptotic justification is derived using the functional delta method for fixed and gamma kernels, whereas finite sample properties are investigated through Monte Carlo simulations. Finally, we show the practical usefulness of such testing procedures by carrying out an empirical assessment of whether autoregressive conditional duration models are appropriate to oIs for modelling price durations of stocks traded at the New York Stock Exchange.

On the V(subscript gamma) Dimension for Regression in Reproducing Kernel Hilbert Spaces

This paper presents a computation of the $V_gamma$ dimension for regression in bounded subspaces of Reproducing Kernel Hilbert Spaces (RKHS) for the Support Vector Machine (SVM) regression $epsilon$-insensitive loss function, and general $L_p$ loss functions. Finiteness of the RV_gamma$ dimension is shown, which also proves uniform convergence in probability for regression machines in RKHS subspaces that use the $L_epsilon$ or general $L_p$ loss functions. This paper presenta a novel proof of this result also for the case that a bias is added to the functions in the RKHS.

Search for very high energy Gamma radiation from the Starburst Galaxy IC 342

This thesis describes a search for very high energy (VHE) gamma-ray emission from the starburst galaxy IC 342. The analysis was based on data from the 2003 — 2004 observing season recorded using the Whipple 10-metre imaging atmospheric Cherenkov telescope located on Mount Hopkins in southern Arizona. IC 342 may be classed as a non-blazar type galaxy and to date only a few such galaxies (M 87, Cen A, M 82 and NGC 253) have been detected as VHE gamma-ray sources. Analysis of approximately 24 hours of good quality IC 342 data, consisting entirely of ON/OFF observations, was carried out using a number of methods (standard Supercuts, optimised Supercuts, scaled optimised Supercuts and the multivariate kernel analysis technique). No evidence for TeV gamma-ray emission from IC 342 was found. The significance was 0.6 a with a nominal rate of 0.04 ± 0.06 gamma rays per minute. The flux upper limit above 600 GeV (at 99.9 % confidence) was determined to be 5.5 x 10-8 m-2 s-1, corresponding to 8 % of the Crab Nebula flux in the same energy range.

Robust Estimators of the Generalized Log-Gamma Distribution

We propose robust estimators of the generalized log-gamma distribution and, more generally, of location-shape-scale families of distributions. A (weighted) Q tau estimator minimizes a tau scale of the differences between empirical and theoretical quantiles. It is n(1/2) consistent; unfortunately, it is not asymptotically normal and, therefore, inconvenient for inference. However, it is a convenient starting point for a one-step weighted likelihood estimator, where the weights are based on a disparity measure between the model density and a kernel density estimate. The one-step weighted likelihood estimator is asymptotically normal and fully efficient under the model. It is also highly robust under outlier contamination. Supplementary materials are available online.

A Note on the Generalization Performance of Kernel Classifiers with Margin

We present distribution independent bounds on the generalization misclassification performance of a family of kernel classifiers with margin. Support Vector Machine classifiers (SVM) stem out of this class of machines. The bounds are derived through computations of the $V_gamma$ dimension of a family of loss functions where the SVM one belongs to. Bounds that use functions of margin distributions (i.e. functions of the slack variables of SVM) are derived.

Pipkiiα Is Widely Expressed In Hematopoietic-derived Cells And May Play A Role In The Expression Of Alpha- And Gamma-globins In K562 Cells.

Characterized for the first time in erythrocytes, phosphatidylinositol phosphate kinases (PIP kinases) belong to a family of enzymes that generate various lipid messengers and participate in several cellular processes, including gene expression regulation. Recently, the PIPKIIα gene was found to be differentially expressed in reticulocytes from two siblings with hemoglobin H disease, suggesting a possible relationship between PIPKIIα and the production of globins. Here, we investigated PIPKIIα gene and protein expression and protein localization in hematopoietic-derived cells during their differentiation, and the effects of PIPKIIα silencing on K562 cells. PIPKIIα silencing resulted in an increase in α and γ globins and a decrease in the proliferation of K562 cells without affecting cell cycle progression and apoptosis. In conclusion, using a cell line model, we showed that PIPKIIα is widely expressed in hematopoietic-derived cells, is localized in their cytoplasm and nucleus, and is upregulated during erythroid differentiation. We also showed that PIPKIIα silencing can induce α and γ globin expression and decrease cell proliferation in K562 cells.

Leishmania spp. parasite isolation through inoculation of patient biopsy macerates in interferon gamma knockout mice

Isolation of Leishmania parasite and species identification are important for confirmation and to help define the epidemiology of the leishmaniasis. Mice are often used to isolate pathogens, but the most common mouse strains are resistant to infection with parasites from the Leishmania (Viannia) subgenus. In this study we tested the inoculation of interferon gamma knockout (IFNγ KO) mice with biopsy macerates from Leishmania-infected patients to increase the possibility of isolating parasites. Biopsies from twenty five patients with clinical signs of leishmaniasis were taken and tested for the presence of parasites. Immunohistochemical assay (IHC) and conventional histopathology detected the parasite in 88% and 83% of the patients, respectively. Leishmania sp. were isolated in biopsy macerates from 52% of the patients by culture in Grace's insect medium, but 13% of isolates were lost due to contamination. Inoculation of macerates in IFNγ KO mice provides isolation of parasites in 31.8% of the biopsies. Most isolates belong to L. (Viannia) subgenus, as confirmed by PCR, except one that belongs to L. (Leishmania) subgenus. Our preliminary results support the use of IFNγ KO mice to improve the possibility to isolate New World Leishmania species.

High-Density Lipoprotein Inhibits the Uptake of Modified Low-Density Lipoprotein and the Expression of CD36 and Fc gamma RI

Aim: Modified low-density lipoprotein (mLDL), mainly upon oxidative and enzymatic modification, is the major atherogenic lipoprotein. Conversely, high-density lipoprotein (HDL) is considered anti-atherogenic because of its ability to remove cholesterol. The aim of this work was to analyze both the influence of HDL on the uptake of mLDL and the expression of CD36 and Fc gamma I receptors on monocytic cell lines during cell differentiation. Methods: Uptake of fluorescein isothiocyanate (FITC)-conjugated LDL and FITC-conjugated mLDL, i.e., copper-oxidized LDL (oxLDL) or trypsin enzyme modified LDL (enzLDL), was analyzed, as well as the expression of CD36 and Fc gamma RI in THP-1 and U937 cells, using flow cytometry. Results: HDL inhibited the uptake of mLDL, which varied in degree depending on the cell line or type of mLDL. Further, HDL rapidly decreased CD36 and Fc gamma RI involved in the uptake of mLDL. Conclusions: We demonstrate that modified LDL promotes specific LDL receptor-independent uptake by monocytic cell lines, and that the uptake of LDL and enzLDL is less than that of oxLDL. In this process, HDL diminishes the uptake of LDL or mLDL, which may involve the down-regulation of receptors (CD36 and Fc gamma I). This regulatory process represents another way by which HDL can be anti-atherogenic and it depends on the type of modification of LDL and the stage of differentiation of monocytes to macrophages.

Maternal immunization with ovalbumin prevents neonatal allergy development and up-regulates inhibitory receptor Fc gamma RIIB expression on B cells

Background: Preconception allergen immunization prevents neonatal allergen sensitization in mice by a complex interaction between regulatory cells/factors and antibodies. The present study assessed the influence of maternal immunization with ovalbumin (OVA) on the immune response of 3 day-old and 3 week-old offspring immunized or non-immunized with OVA and evaluated the effect of IgG treatment during fetal development or neonatal period. Results: Maternal immunization with OVA showed increased levels of Fc gamma RIIb expression in splenic B cells of neonates, which were maintained for up to 3 weeks and not affected by additional postnatal OVA immunization. Maternal immunization also exerted a down-modulatory effect on both IL-4 and IFN-gamma-secreting T cells and IL-4 and IL-12-secreting B cells. Furthermore, immunized neonates from immunized mothers showed a marked inhibition of antigen-specifc IgE Ab production and lowered Th2/Th1 cytokine levels, whereas displaying enhanced Fc gamma RIIb expression on B cells. These offspring also showed reduced antigen-specific proliferative response and lowered B cell responsiveness. Moreover, in vitro evaluation revealed an impairment of B cell activation upon engagement of B cell antigen receptor by IgG from OVA-immunized mice. Finally, in vivo IgG transference during pregnancy or breastfeeding revealed that maternal Ab transference was able to increase regulatory cytokines, such as IL-10, in the prenatal stage; yet only the postnatal treatment prevented neonatal sensitization. None of the IgG treatments induced immunological changes in the offspring, as it was observed for those from OVA-immunized mothers. Conclusion: Maternal immunization upregulates the inhibitory Fc gamma RIIb expression on offspring B cells, avoiding skewed Th2 response and development of allergy. These findings contribute to the advancement of prophylactic strategies to prevent allergic diseases in early life.

Predictive values of aspartate aminotransferase and gamma-glutamyl transferase for the hepatic accumulation of copper in cattle and buffalo

Ten cattle and 10 buffalo were divided into 2 groups (control [n = 8] and experimental [n = 12]) that received daily administration of copper. Three hepatic biopsies and blood samples were performed on days 0, 45, and 105. The concentration of hepatic copper was determined by spectrophotometric atomic absorption, and the activities of aspartate aminotransferase (AST) and gamma-glutamyl transferase (GGT) were analyzed. Regression analyses were done to verify the possible existing relationship between enzymatic activity and concentration of hepatic copper. Sensitivity, specificity, accuracy, and positive and negative predictive values were determined. The serum activities of AST and GGT had coefficients of determination that were excellent predictive indicators of hepatic copper accumulation in cattle, while only GGT serum activity was predictive of hepatic copper accumulation in buffalo. Elevated serum GGT activity may be indicative of increased concentrations of hepatic copper even in cattle and buffalo that appear to be clinically healthy. Thus, prophylactic measures can be implemented to prevent the onset of a hemolytic crisis that is characteristic of copper intoxication.

Populations III.1 and III.2 gamma-ray bursts: constraints on the event rate for future radio and X-ray surveys

Aims. We calculate the theoretical event rate of gamma-ray bursts (GRBs) from the collapse of massive first-generation (Population III; Pop III) stars. The Pop III GRBs could be super-energetic with the isotropic energy up to E(iso) greater than or similar to 10(55-57) erg, providing a unique probe of the high-redshift Universe. Methods. We consider both the so-called Pop III.1 stars (primordial) and Pop III.2 stars (primordial but affected by radiation from other stars). We employ a semi-analytical approach that considers inhomogeneous hydrogen reionization and chemical evolution of the intergalactic medium. Results. We show that Pop III.2 GRBs occur more than 100 times more frequently than Pop III.1 GRBs, and thus should be suitable targets for future GRB missions. Interestingly, our optimistic model predicts an event rate that is already constrained by the current radio transient searches. We expect similar to 10-10(4) radio afterglows above similar to 0.3 mJy on the sky with similar to 1 year variability and mostly without GRBs (orphans), which are detectable by ALMA, EVLA, LOFAR, and SKA, while we expect to observe maximum of N < 20 GRBs per year integrated over at z > 6 for Pop III.2 and N < 0.08 per year integrated over at z > 10 for Pop III.1 with EXIST, and N < 0.2 for Pop III.2 GRBs per year integrated over at z > 6 with Swift.

Comparative Analysis of Activation Phenotype, Proliferation, and IFN-gamma Production by Spleen NK1.1(+) and NK1.1(-) T Cells During Plasmodium chabaudi AS Malaria

The NK1.1 molecule participates in NK, NKT, and T-cell activation, contributing to IFN-gamma production and cytotoxicity. To characterize the early immune response to Plasmodium chabaudi AS, spleen NK1.1(+) and NK1.1(-) T cells were compared in acutely infected C57BL/6 mice. The first parasitemia peak in C57BL/6 mice correlated with increase in CD4(+)NK1.1(+)TCR-alpha beta(+), CD8(+)NK1.1(+)TCR-alpha beta(+), and CD4(+)NK1.1(-)TCR-alpha beta(+) cell numbers per spleen, where a higher increment was observed for NK1.1(+) T cells compared to NK1.1(-) T cells. According to the ability to recognize the CD1d-alpha-GalCer tetramer, CD4(+)NK1.1(+) cells in 7-day infected mice were not predominantly invariant NKT cells. At that time, nearly all NK1.1(+) T cells and around 30% of NK1.1(-) T cells showed an experienced/activated (CD44(HI)CD69(HI)CD122(HI)) cell phenotype, with high expression of Fas and PD-L1 correlating with their low proliferative capacity. Moreover, whereas IFN-gamma production by CD4(+)NK1.1(+) cells peaked at day 4 p.i., the IFN-gamma response of CD4(+)NK1.1(-) cells continued to increase at day 5 of infection. We also observed, at day 7 p.i., 2-fold higher percentages of perforin(+) cells in CD8(+)NK1.1(+) cells compared to CD8(+)NK1.1(-) cells. These results indicate that spleen NK1.1(+) and NK1.1(-) T cells respond to acute P. chabaudi malaria with different kinetics in terms of activation, proliferation, and IFN-gamma production.