Andrew F. Siegel

Bio: Andrew F. Siegel is an academic researcher from University of Washington. The author has contributed to research in topics: Capital asset pricing model & Yield curve. The author has an hindex of 40, co-authored 102 publications receiving 8908 citations. Previous affiliations of Andrew F. Siegel include Princeton University & Institute for Systems Biology.

Parsimonious modeling of yield curves

Abstract: Stable URL:http://links.jstor.org/sici?sici=0021-9398%28198710%2960%3A4%3C473%3APMOYC%3E2.0.CO%3B2-6The Journal of Business is currently published by The University of Chicago Press.Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available athttp://www.jstor.org/about/terms.html. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtainedprior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content inthe JSTOR archive only for your personal, non-commercial use.Please contact the publisher regarding any further use of this work. Publisher contact information may be obtained athttp://www.jstor.org/journals/ucpress.html.Each copy of any part of a JSTOR transmission must contain the same copyright notice that appears on the screen or printedpage of such transmission.JSTOR is an independent not-for-profit organization dedicated to and preserving a digital archive of scholarly journals. Formore information regarding JSTOR, please contact support@jstor.org.http://www.jstor.orgMon Apr 2 07:44:52 2007

Discovering regulatory and signalling circuits in molecular interaction networks.

Abstract: Motivation: In model organisms such as yeast, large databases of protein–protein and protein-DNA interactions have become an extremely important resource for the study of protein function, evolution, and gene regulatory dynamics. In this paper we demonstrate that by integrating these interactions with widely-available mRNA expression data, it is possible to generate concrete hypotheses for the underlying mechanisms governing the observed changes in gene expression. To perform this integration systematically and at large scale, we introduce an approach for screening a molecular interaction network to identify active subnetworks, i.e., connected regions of the network that show significant changes in expression over particular subsets of conditions. The method we present here combines a rigorous statistical measure for scoring subnetworks with a search algorithm for identifying subnetworks with high score. Results: We evaluated our procedure on a small network of 332 genes and 362 interactions and a large network of 4160 genes containing all 7462 protein–protein and protein-DNA interactions in the yeast public databases. In the case of the small network, we identified five significant subnetworks that covered 41 out of 77 (53%) of all significant changes in expression. Both network analyses returned several top-scoring subnetworks with good correspondence to known regulatory mechanisms in the literature. These results demonstrate how large-scale genomic approaches may be used to uncover signalling and regulatory pathways in a systematic, integrative fashion. Availability: The methods presented in this paper are implemented in the Cytoscape software package which is available to the academic community at http://www.

Robust regression using repeated medians

Abstract: : The repeated median algorithm is a robustified U-statistic in which nested medians replace the single mean. Unlike many generalizations of the univariate median, repeated median estimates maintain the high 50% breakdown value and can resist the effects of outliers even when they comprise nearly half of the data. Because they are calculated directly, not iteratively, repeated median procedures can be used as starting values for iterative robust estimation methods. For bivariate linear regression with symmetric errors, repeated median estimates are unbiased and Fisher consistent, and their efficiency under Gaussian sampling can be comparable to the efficiency of the univariate median. (Author)

Testing for differentially-expressed genes by maximum-likelihood analysis of microarray data.

Abstract: Although two-color fluorescent DNA microarrays are now standard equipment in many molecular biology laboratories, methods for identifying differentially expressed genes in microarray data are still evolving. Here, we report a refined test for differentially expressed genes which does not rely on gene expression ratios but directly compares a series of repeated measurements of the two dye intensities for each gene. This test uses a statistical model to describe multiplicative and additive errors influencing an array experiment, where model parameters are estimated from observed intensities for all genes using the method of maximum likelihood. A generalized likelihood ratio test is performed for each gene to determine whether, under the model, these intensities are significantly different. We use this method to identify significant differences in gene expression among yeast cells growing in galactose-stimulating versus non-stimulating conditions and compare our results with current approaches for identifyin...

A data integration methodology for systems biology.

Abstract: Different experimental technologies measure different aspects of a system and to differing depth and breadth. High-throughput assays have inherently high false-positive and false-negative rates. Moreover, each technology includes systematic biases of a different nature. These differences make network reconstruction from multiple data sets difficult and error-prone. Additionally, because of the rapid rate of progress in biotechnology, there is usually no curated exemplar data set from which one might estimate data integration parameters. To address these concerns, we have developed data integration methods that can handle multiple data sets differing in statistical power, type, size, and network coverage without requiring a curated training data set. Our methodology is general in purpose and may be applied to integrate data from any existing and future technologies. Here we outline our methods and then demonstrate their performance by applying them to simulated data sets. The results show that these methods select true-positive data elements much more accurately than classical approaches. In an accompanying companion paper, we demonstrate the applicability of our approach to biological data. We have integrated our methodology into a free open source software package named pointillist.

Cytoscape: A Software Environment for Integrated Models of Biomolecular Interaction Networks

Abstract: Cytoscape is an open source software project for integrating biomolecular interaction networks with high-throughput expression data and other molecular states into a unified conceptual framework. Although applicable to any system of molecular components and interactions, Cytoscape is most powerful when used in conjunction with large databases of protein-protein, protein-DNA, and genetic interactions that are increasingly available for humans and model organisms. Cytoscape's software Core provides basic functionality to layout and query the network; to visually integrate the network with expression profiles, phenotypes, and other molecular states; and to link the network to databases of functional annotations. The Core is extensible through a straightforward plug-in architecture, allowing rapid development of additional computational analyses and features. Several case studies of Cytoscape plug-ins are surveyed, including a search for interaction pathways correlating with changes in gene expression, a study of protein complexes involved in cellular recovery to DNA damage, inference of a combined physical/functional interaction network for Halobacterium, and an interface to detailed stochastic/kinetic gene regulatory models.

“Bioinformatics” 특집을 내면서

Abstract: BIOE 402. Medical Technology Assessment. 2 or 3 hours. Bioentrepreneur course. Assessment of medical technology in the context of commercialization. Objectives, competition, market share, funding, pricing, manufacturing, growth, and intellectual property; many issues unique to biomedical products. Course Information: 2 undergraduate hours. 3 graduate hours. Prerequisite(s): Junior standing or above and consent of the instructor.

Estimation and Inference in Econometrics

Abstract: Offering a unifying theoretical perspective not readily available in any other text, this innovative guide to econometrics uses simple geometrical arguments to develop students' intuitive understanding of basic and advanced topics, emphasizing throughout the practical applications of modern theory and nonlinear techniques of estimation. One theme of the text is the use of artificial regressions for estimation, reference, and specification testing of nonlinear models, including diagnostic tests for parameter constancy, serial correlation, heteroscedasticity, and other types of mis-specification. Explaining how estimates can be obtained and tests can be carried out, the authors go beyond a mere algebraic description to one that can be easily translated into the commands of a standard econometric software package. Covering an unprecedented range of problems with a consistent emphasis on those that arise in applied work, this accessible and coherent guide to the most vital topics in econometrics today is indispensable for advanced students of econometrics and students of statistics interested in regression and related topics. It will also suit practising econometricians who want to update their skills. Flexibly designed to accommodate a variety of course levels, it offers both complete coverage of the basic material and separate chapters on areas of specialized interest.

A distinct lineage of CD4 T cells regulates tissue inflammation by producing interleukin 17

Abstract: Interleukin 17 (IL-17) has been linked to autoimmune diseases, although its regulation and function have remained unclear. Here we have evaluated in vitro and in vivo the requirements for the differentiation of naive CD4 T cells into effector T helper cells that produce IL-17. This process required the costimulatory molecules CD28 and ICOS but was independent of the cytokines and transcription factors required for T helper type 1 or type 2 differentiation. Furthermore, both IL-4 and interferon-γ negatively regulated T helper cell production of IL-17 in the effector phase. In vivo, antibody to IL-17 inhibited chemokine expression in the brain during experimental autoimmune encephalomyelitis, whereas overexpression of IL-17 in lung epithelium caused chemokine production and leukocyte infiltration. Thus, IL-17 expression characterizes a unique T helper lineage that regulates tissue inflammation.

Least Median of Squares Regression

Abstract: Classical least squares regression consists of minimizing the sum of the squared residuals. Many authors have produced more robust versions of this estimator by replacing the square by something else, such as the absolute value. In this article a different approach is introduced in which the sum is replaced by the median of the squared residuals. The resulting estimator can resist the effect of nearly 50% of contamination in the data. In the special case of simple regression, it corresponds to finding the narrowest strip covering half of the observations. Generalizations are possible to multivariate location, orthogonal regression, and hypothesis testing in linear models.