Robust estimation of conditional variance of time series using density power divergences

Suppose Z _t is the square of a time series Y _t whose conditional mean is zero. We do not specify a model for Y _t , but assume that there exists a p ×1 parameter vector Φ such that the conditional distribution of Z _t | Z _{t ?1} is the same as that of , where Z _{t ?1}=(Z _{t ?1},…,Z _{t ?p} )^T for some lag p ?1. Consequently, the conditional variance of Y _t is some function of . To estimate Φ , we propose a robust estimation methodology based on density power divergences (DPD) indexed by a tuning parameter α ∈[0,1], which yields a continuum of estimators, , where α controls the trade‐off between robustness and efficiency of the DPD estimators. For each α , is shown to be strongly consistent. We develop data‐dependent criteria for the selection of optimal α and lag p in practice. We illustrate the usefulness of our DPD methodology via simulation studies for ARCH‐type models, where the errors are drawn from a gross‐error contamination model and the conditional variance is a linear and/or nonlinear function of . Furthermore, we analyze the Chicago Board Options Exchange Dow Jones volatility index data and show that our DPD approach yields viable models for the conditional variance, which are as good as, or superior to, ARCH/GARCH models and two other divergence‐based models in terms of in‐sample and out‐of‐sample forecasts.     

Natural history of mesenchymal stem cells,from vessel walls to culture vessels

Mesenchymal stem/stromal cells (MSCs) can regenerate tissues by direct differentiation or indirectly by stimulating angiogenesis, limiting inflammation, and recruiting tissue-specific progenitor cells. MSCs emerge and multiply in long-term cultures of total cells from the bone marrow or multiple other organs. Such a derivation in vitro is simple and convenient, hence popular, but has long precluded understanding of the native identity, tissue distribution, frequency, and natural role of MSCs, which have been defined and validated exclusively in terms of surface marker expression and developmental potential in culture into bone, cartilage, and fat. Such simple, widely accepted criteria uniformly typify MSCs, even though some differences in potential exist, depending on tissue sources. Combined immunohistochemistry, flow cytometry, and cell culture have allowed tracking the artifactual cultured mesenchymal stem/stromal cells back to perivascular anatomical regions. Presently, both pericytes enveloping microvessels and adventitial cells surrounding larger arteries and veins have been described as possible MSC forerunners. While such a vascular association would explain why MSCs have been isolated from virtually all tissues tested, the origin of the MSCs grown from umbilical cord blood remains unknown. In fact, most aspects of the biology of perivascular MSCs are still obscure, from the emergence of these cells in the embryo to the molecular control of their activity in adult tissues. Such dark areas have not compromised intents to use these cells in clinical settings though, in which purified perivascular cells already exhibit decisive advantages over conventional MSCs, including purity, thorough characterization and, principally, total independence from in vitro culture. A growing body of experimental data is currently paving the way to the medical usage of autologous sorted perivascular cells for indications in which MSCs have been previously contemplated or actually used, such as bone regeneration and cardiovascular tissue repair.     

Genome-wide functional analysis of pathogenicity genes in the rice blast fungus

Rapid translation of genome sequences into meaningful biological information hinges on the integration of multiple experimental and informatics methods into a cohesive platform. Despite the explosion in the number of genome sequences available, such a platform does not exist for filamentous fungi. Here we present the development and application of a functional genomics and informatics platform for a model plant pathogenic fungus, Magnaporthe oryzae. In total, we produced 21,070 mutants through large-scale insertional mutagenesis using Agrobacterium tumefaciens-mediated transformation. We used a high-throughput phenotype screening pipeline to detect disruption of seven phenotypes encompassing the fungal life cycle and identified the mutated gene and the nature of mutation for each mutant. Comparative analysis of phenotypes and genotypes of the mutants uncovered 202 new pathogenicity loci. Our findings demonstrate the effectiveness of our platform and provide new insights on the molecular basis of fungal pathogenesis. Our approach promises comprehensive functional genomics in filamentous fungi and beyond.     

Human papillomavirus 16 E5 up-regulates the expression of vascular endothelial growth factor through the activation of epidermal growth factor receptor, MEK/ ERK1,2 and PI3K/Akt

The E5 oncoprotein of human papillomavirus (HPV) 16 plays an important role in early cervical carcinogenesis. Vascular endothelial growth factor (VEGF) plays a central role in switching on the angiogenic phenotype during early cervical carcinogenesis. However, the relationship between E5 and VEGF has not previously been examined. To clarify the regulatory role of E5 in VEGF expression, we transferred the E5 gene into various cell types. E5 increased VEGF expression. The addition of epidermal growth factor receptor (EGFR) inhibitor significantly suppressed VEGF expression, demonstrating that E5 stimulates VEGF expression through the activation of EGFR. E5-mediated EGFR activation was accompanied by phosphorylation of Akt and ERK1/2, which are also involved in VEGF expression. Furthermore, the mRNA stability of VEGF was not affected by E5, but VEGF promoter activity could be modulated by inhibitors of the EGFR, MEK-ERK1/2 and PI3K/Akt pathways in E5-expressing cells. Collectively, these novel results suggest that HPV 16 E5 increases VEGF expression by activating EGFR, MEK/ERK1/2 and PI3K/Akt. Received 23 November 2005; received after revision 10 January 2006; accepted 9 February 2006     

Ciliogenesis defects in embryos lacking inturned or fuzzy function are associated with failure of planar cell polarity and Hedgehog signaling

The vertebrate planar cell polarity (PCP) pathway has previously been found to control polarized cell behaviors rather than cell fate. We report here that disruption of Xenopus laevis orthologs of the Drosophila melanogaster PCP effectors inturned (in) or fuzzy (fy) affected not only PCP-dependent convergent extension but also elicited embryonic phenotypes consistent with defective Hedgehog signaling. These defects in Hedgehog signaling resulted from a broad requirement for Inturned and Fuzzy in ciliogenesis. We show that these proteins govern apical actin assembly and thus control the orientation, but not assembly, of ciliary microtubules. Finally, accumulation of Dishevelled and Inturned near the basal apparatus of cilia suggests that these proteins function in a common pathway with core PCP components to regulate ciliogenesis. Together, these data highlight the interrelationships between cell polarity, cellular morphogenesis, signal transduction and cell fate specification.