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1	Bayesian Models for the Analyzes of Noisy Responses From Small Areas: An Application to Poverty Estimation Manandhar, Binod 26 April 2017 (has links) We implement techniques of small area estimation (SAE) to study consumption, a welfare indicator, which is used to assess poverty in the 2003-2004 Nepal Living Standards Survey (NLSS-II) and the 2001 census. NLSS-II has detailed information of consumption, but it can give estimates only at stratum level or higher. While population variables are available for all households in the census, they do not include the information on consumption; the survey has the `population' variables nonetheless. We combine these two sets of data to provide estimates of poverty indicators (incidence, gap and severity) for small areas (wards, village development committees and districts). Consumption is the aggregate of all food and all non-food items consumed. In the welfare survey the responders are asked to recall all information about consumptions throughout the reference year. Therefore, such data are likely to be noisy, possibly due to response errors or recalling errors. The consumption variable is continuous and positively skewed, so a statistician might use a logarithmic transformation, which can reduce skewness and help meet the normality assumption required for model building. However, it could be problematic since back transformation may produce inaccurate estimates and there are difficulties in interpretations. Without using the logarithmic transformation, we develop hierarchical Bayesian models to link the survey to the census. In our models for consumption, we incorporate the `population' variables as covariates. First, we assume that consumption is noiseless, and it is modeled using three scenarios: the exponential distribution, the gamma distribution and the generalized gamma distribution. Second, we assume that consumption is noisy, and we fit the generalized beta distribution of the second kind (GB2) to consumption. We consider three more scenarios of GB2: a mixture of exponential and gamma distributions, a mixture of two gamma distributions, and a mixture of two generalized gamma distributions. We note that there are difficulties in fitting the models for noisy responses because these models have non-identifiable parameters. For each scenario, after fitting two hierarchical Bayesian models (with and without area effects), we show how to select the most plausible model and we perform a Bayesian data analysis on Nepal's poverty data. We show how to predict the poverty indicators for all wards, village development committees and districts of Nepal (a big data problem) by combining the survey data with the census. This is a computationally intensive problem because Nepal has about four million households with about four thousand households in the survey and there is no record linkage between households in the survey and the census. Finally, we perform empirical studies to assess the quality of our survey-census procedure. Poverty Non-normality Noninformative priors Noisy responses Logarithmic transformation Hierarchical Bayesian GB2 distribution Metropolis Hastings alogrithm Small area estimation
2	Novel Intrinsic and Extrinsic Approaches to Selectively Regulate Glycosphingolipid Metabolism Kamani, Mustafa 08 August 2013 (has links) Glycosphingolipid (GSL) metabolism is a complex process involving proteins and enzymes at distinct locations within the cell. Mammalian GSLs are typically based on glucose or galactose, forming glucosylceramide (GlcCer) and galactosylceramide (GalCer). Most GSLs are derived from GlcCer, which is synthesized on the cytosolic leaflet of the Golgi, while all subsequent GSLs are synthesized on the lumenal side. We have utilized both pharamacological and genetic manipulation approaches to selectively regulate GSL metabolism and better understand its mechanistic details. We have developed analogues of GlcCer and GalCer by substituting the fatty acid moiety with an adamanatane frame. The resulting adamantylGSLs are more water-soluble than their natural counterparts. These analogues selectively interfere with GSL metabolism at particular points within the metabolic pathway. At 40 µM, adaGlcCer prevents synthesis of all GSLs downstream of GlcCer, while also elevating GlcCer levels, by inhibiting lactosylceramide (LacCer) synthase and glucocerebrosidase, respectively. AdaGalCer specifically reduces synthesis of globotriaosylceramide (Gb3) and downstream globo-series GSLs. AdaGalCer also increases Gaucher disease N370S glucocerebrosidase expression, lysosomal localization and activity. AdaGSLs, therefore, have potential as novel therapeutic agents in diseases characterized by GSL anomalies and as tools to study the effects of GSL modulation. Two predominant theories have been developed to explain how GlcCer accesses the Golgi lumen: one involving direct translocation from the cytosolic-to-lumenal leaflet of the Golgi by the ABC transporter P-glycoprotein (P-gp, ABCB1, MDR1), and the other involving retrograde transport of GlcCer by FAPP2 to the ER, followed by entry into the vesicular transport system for Golgi lumenal access. To examine the in vivo involvement of P-gp in GSL metabolism, we generated a knockout model by crossbreeding the Fabry disease mouse with the P-gp knockout mouse. HPLC analyses of tissue Gb3 levels revealed a tissue-specific reduction in MDR1/Fabry mice. TLC analyses, however, did not show such reduction. In addition, we performed a gene knockdown study using siRNA against P-gp and FAPP2. Results show these siRNA to have distinct effects on GSL levels that are cell-type specific. These results give rise to the prospect of unique therapeutic approaches by targeting P-gp or FAPP2 for synthesis inhibition of particular GSL pathways. Sphingolipids Metabolism Lysosomal storage disorders adamantane Glucosylceramide Lactosylceramide P-glycoprotein MDR1 Gaucher disease Fabry disease siRNA Gb2 galabiosylceramide Glycolipids Inhibitors Knockout mouse Crossbreeding Glucosylceramide synthase Lactosylceramide synthase Ganglioside Globo-series Gb3 synthase pharmacological chaperone Glucocerebrosidase Substrate reduction therapy ATP8B1 Cholesterol ABC Transporters P-type ATPase Flippase FAPP2 GLTP Glycosyltransferase Glycolipid analogues ERAD ABCB1 knockdown GM3 and EGFR GM3 and insulin receptor Glycolipid synthesis Glycolipid metabolism enzyme enhancement therapy 0487 0307 0491 0379 0306
3	漲跌停板限制下之股票報酬機率分配葉宜欣, Yeh, Yi-Shian Unknown Date (has links) 股票市場的報酬率相對於金融市埸是非常重要的，因為其背後的真實機率分配對各種資產定價及選擇權的評價模型都有決定性的影響。本文考慮台灣股票市埸具有漲跌停板的限制來驗證實證中股票報酬機率分配的「厚尾」的現象，希望透過我們的研究能對財務理論在國內金融市埸的應用有更進一步的了解。我們選定了常態分配、對數常態分配及一般化第二種貝它分配 (GB2)來當作是台灣股票報酬率的真實機率分配，以動差法比較再以概似比檢定法(LR test)選出一表現最好的機率分配。由選取的25支國內股票中發現一般化第二種貝它分配 (GB2)可以解釋偏態和峰態對報酬率的影響並且也是概似比檢定法所選出的最適報酬率分配，由此可知一般化第二種貝它分配 (GB2)較為適合作為台灣股票報酬的真實機率分配。機率分配股票報酬率厚尾現象一般化第二種貝它分配最大概似法常態分配及對數常態分配概似比檢定法偏態和峰態 probability distribution stock return thick tail Generalized Beta of The Second Kind; GB2 maxmun likelihood estimation likelihood ratio test (LR test) skewness and kurtosis
4	Novel Intrinsic and Extrinsic Approaches to Selectively Regulate Glycosphingolipid Metabolism Kamani, Mustafa 08 August 2013 (has links) Glycosphingolipid (GSL) metabolism is a complex process involving proteins and enzymes at distinct locations within the cell. Mammalian GSLs are typically based on glucose or galactose, forming glucosylceramide (GlcCer) and galactosylceramide (GalCer). Most GSLs are derived from GlcCer, which is synthesized on the cytosolic leaflet of the Golgi, while all subsequent GSLs are synthesized on the lumenal side. We have utilized both pharamacological and genetic manipulation approaches to selectively regulate GSL metabolism and better understand its mechanistic details. We have developed analogues of GlcCer and GalCer by substituting the fatty acid moiety with an adamanatane frame. The resulting adamantylGSLs are more water-soluble than their natural counterparts. These analogues selectively interfere with GSL metabolism at particular points within the metabolic pathway. At 40 µM, adaGlcCer prevents synthesis of all GSLs downstream of GlcCer, while also elevating GlcCer levels, by inhibiting lactosylceramide (LacCer) synthase and glucocerebrosidase, respectively. AdaGalCer specifically reduces synthesis of globotriaosylceramide (Gb3) and downstream globo-series GSLs. AdaGalCer also increases Gaucher disease N370S glucocerebrosidase expression, lysosomal localization and activity. AdaGSLs, therefore, have potential as novel therapeutic agents in diseases characterized by GSL anomalies and as tools to study the effects of GSL modulation. Two predominant theories have been developed to explain how GlcCer accesses the Golgi lumen: one involving direct translocation from the cytosolic-to-lumenal leaflet of the Golgi by the ABC transporter P-glycoprotein (P-gp, ABCB1, MDR1), and the other involving retrograde transport of GlcCer by FAPP2 to the ER, followed by entry into the vesicular transport system for Golgi lumenal access. To examine the in vivo involvement of P-gp in GSL metabolism, we generated a knockout model by crossbreeding the Fabry disease mouse with the P-gp knockout mouse. HPLC analyses of tissue Gb3 levels revealed a tissue-specific reduction in MDR1/Fabry mice. TLC analyses, however, did not show such reduction. In addition, we performed a gene knockdown study using siRNA against P-gp and FAPP2. Results show these siRNA to have distinct effects on GSL levels that are cell-type specific. These results give rise to the prospect of unique therapeutic approaches by targeting P-gp or FAPP2 for synthesis inhibition of particular GSL pathways. Sphingolipids Metabolism Lysosomal storage disorders adamantane Glucosylceramide Lactosylceramide P-glycoprotein MDR1 Gaucher disease Fabry disease siRNA Gb2 galabiosylceramide Glycolipids Inhibitors Knockout mouse Crossbreeding Glucosylceramide synthase Lactosylceramide synthase Ganglioside Globo-series Gb3 synthase pharmacological chaperone Glucocerebrosidase Substrate reduction therapy ATP8B1 Cholesterol ABC Transporters P-type ATPase Flippase FAPP2 GLTP Glycosyltransferase Glycolipid analogues ERAD ABCB1 knockdown GM3 and EGFR GM3 and insulin receptor Glycolipid synthesis Glycolipid metabolism enzyme enhancement therapy 0487 0307 0491 0379 0306

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