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<art>
   <ui>1745-6150-2-28</ui>
   <ji>1745-6150</ji>
   <fm>
      <dochead>Research</dochead>
      <bibl>
         <title>
            <p>Revisiting adverse effects of cross-hybridization in Affymetrix gene expression data: do they matter for correlation analysis?</p>
         </title>
         <aug>
            <au id="A1">
               <snm>Klebanov</snm>
               <fnm>Lev</fnm>
               <insr iid="I1"/>
               <insr iid="I2"/>
               <email>levkleb@yahoo.com</email>
            </au>
            <au id="A2">
               <snm>Chen</snm>
               <fnm>Linlin</fnm>
               <insr iid="I1"/>
               <email>Linlin_Chen@urmc.rochester.edu</email>
            </au>
            <au id="A3" ca="yes">
               <snm>Yakovlev</snm>
               <fnm>Andrei</fnm>
               <insr iid="I1"/>
               <email>Andrei_Yakovlev@urmc.rochester.edu</email>
            </au>
         </aug>
         <insg>
            <ins id="I1">
               <p>Department of Biostatistics and Computational Biology, University of Rochester, 601 Elmwood Avenue, Rochester, Box 630, New York 14642, USA</p>
            </ins>
            <ins id="I2">
               <p>Department of Probability and Statistics, Charles University, Sokolovska 83, Praha-8, CZ-18675, Czech Republic</p>
            </ins>
         </insg>
         <source>Biology Direct</source>
         <issn>1745-6150</issn>
         <pubdate>2007</pubdate>
         <volume>2</volume>
         <issue>1</issue>
         <fpage>28</fpage>
         <url>http://www.biology-direct.com/content/2/1/28</url>
         <xrefbib>
            <pubidlist>
               <pubid idtype="pmpid">17988401</pubid>
               <pubid idtype="doi">10.1186/1745-6150-2-28</pubid>
            </pubidlist>
         </xrefbib>
      </bibl>
      <history>
         <rec>
            <date>
               <day>20</day>
               <month>10</month>
               <year>2007</year>
            </date>
         </rec>
         <acc>
            <date>
               <day>07</day>
               <month>11</month>
               <year>2007</year>
            </date>
         </acc>
         <pub>
            <date>
               <day>07</day>
               <month>11</month>
               <year>2007</year>
            </date>
         </pub>
      </history>
      <cpyrt>
         <year>2007</year>
         <collab>Klebanov et al; licensee BioMed Central Ltd.</collab>
         <note>This is an Open Access article distributed under the terms of the Creative Commons Attribution License (<url>http://creativecommons.org/licenses/by/2.0</url>), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.</note>
      </cpyrt>
      <abs>
         <sec>
            <st>
               <p>Abstract</p>
            </st>
            <sec>
               <st>
                  <p>Background.</p>
               </st>
               <p>This work was undertaken in response to a recently published paper by Okoniewski and Miller (BMC Bioinformatics 2006, <b>7</b>: Article 276). The authors of that paper came to the conclusion that the process of multiple targeting in short oligonucleotide microarrays induces spurious correlations and this effect may deteriorate the inference on correlation coefficients. The design of their study and supporting simulations cast serious doubt upon the validity of this conclusion. The work by Okoniewski and Miller drove us to revisit the issue by means of experimentation with biological data and probabilistic modeling of cross-hybridization effects.</p>
            </sec>
            <sec>
               <st>
                  <p>Results.</p>
               </st>
               <p>We have identified two serious flaws in the study by Okoniewski and Miller: (1) The data used in their paper are not amenable to correlation analysis; (2) The proposed simulation model is inadequate for studying the effects of cross-hybridization. Using two other data sets, we have shown that removing multiply targeted probe sets does not lead to a shift in the histogram of sample correlation coefficients towards smaller values. A more realistic approach to mathematical modeling of cross-hybridization demonstrates that this process is by far more complex than the simplistic model considered by the authors. A diversity of correlation effects (such as the induction of positive or negative correlations) caused by cross-hybridization can be expected in theory but there are natural limitations on the ability to provide quantitative insights into such effects due to the fact that they are not directly observable.</p>
            </sec>
            <sec>
               <st>
                  <p>Conclusion.</p>
               </st>
               <p>The proposed stochastic model is instrumental in studying general regularities in hybridization interaction between probe sets in microarray data. As the problem stands now, there is no compelling reason to believe that multiple targeting causes a large-scale effect on the correlation structure of Affymetrix gene expression data. Our analysis suggests that the observed long-range correlations in microarray data are of a biological nature rather than a technological flaw.</p>
            </sec>
            <sec>
               <st>
                  <p>Reviewers:</p>
               </st>
               <p>The paper was reviewed by I. K. Jordan, D. P. Gaile (nominated by E. Koonin), and W. Huber (nominated by S. Dudoit).</p>
            </sec>
         </sec>
      </abs>
   </fm>
   <bdy>
      <sec>
         <st>
            <p>1. Background</p>
         </st>
         <p>Okoniewski and Miller <abbrgrp><abbr bid="B1">1</abbr></abbrgrp> reported evidence they believe to be in favor of the idea that spurious positive correlations induced by the process of multiple targeting, i.e. the competition of multiple probe sets for a common transcript, represent a mass phenomenon in high-density oligonucleotide microarrays. They consider this phenomenon as a serious handicap to the inference on correlations in gene expression data analysis. In a way, their conclusion was in conflict with our re-analysis <abbrgrp><abbr bid="B2">2</abbr></abbrgrp> of the Microarray Quality Control (MAQC) data <abbrgrp><abbr bid="B3">3</abbr></abbrgrp> indicating that the level of technical noise in the contemporary Affymetrix platform is quite low. For this reason, we did not expect the effects of multiple targeting (MT) to be very disturbing. In <abbrgrp><abbr bid="B2">2</abbr></abbrgrp>, we argued as follows: "Since the competition of different oligonucleotide probes for the same transcript is random in nature, this process is expected to ultimately manifest itself in the observed technical variability, the latter having proven to be low. However, the proposed rationale is purely heuristic and cannot be independently verified as no technical vehicle is currently available for this purpose." This dissenting opinion drove us to look more closely at the problem from experimental and theoretical perspectives.</p>
         <p>Another reason why we were unprepared to accept the conclusion by Okoniewski and Miller was that the proportion of problematic pairs of probe sets (among all pairs) was expected to be low because only their non-overlapping pairs should be considered. This point is discussed more elaborately in Section 2.1. We carried out the study reported in Section 2.1 to dispel our doubts. In doing so, our focus was on the prevalence of MT, and not on its significance in individual gene pairs. The latter problem, and especially its multiple testing aspect, is much more challenging from the statistical standpoint. Useful methodological results on significance of changes in correlation coefficients can be found in <abbrgrp><abbr bid="B4">4</abbr></abbrgrp>. It is also beyond the scope of the present paper to discuss the potentially adverse effects of cross-hybridization on the outcomes of testing for differential expression. While such effects are plausible, we have no tools to investigate them quantitatively. At the same time, the publication by Okoniewski and Miller motivated us to provide a more in-depth analysis of the process of cross-hybridization based on the stochastic modeling of this process. The results of this endeavor, representing the most significant part of our contribution to the problem under discussion, are presented in Section 2.2.</p>
         <p>Our initial intention was to faithfully reanalyze the same data set as was used in <abbrgrp><abbr bid="B1">1</abbr></abbrgrp>.  However, it became clear that the Novartis Gene Atlas data set is not amenable to correlation analysis because it represents a mix of arrays derived from diverse biological specimens, each being of a different origin and each representing a single copy of the corresponding set of expression measurements. In other words, these data do not represent a random sample, defined as a sequence of independent and identically distributed random vectors, which is required for a statistically sound inference on correlation coefficients. If one chooses to ignore this fact and produces sample correlation coefficients from such data, the resultant estimates will not be interpretable in probabilistic terms and their statistical properties, such as consistency, will be uncertain. Therefore, the histograms of pairwise correlation coefficients presented in <abbrgrp><abbr bid="B1">1</abbr></abbrgrp> are statistically invalid. It is an observation drawn from the same (homogeneous) general population that adds information on an unknown parameter, and not an observation generated from a dissimilar distribution. The Novartis Gene Atlas and like data sets would have been amenable to statistical analysis had they included multiple independent replicates of each tissue type. Without this important feature, any inferences from such data are not generalizable to the general population and make little sense both statistically and biologically. Unfortunately, this aspect of the problem is frequently neglected in the bioinformatics literature. The mixture-based approach discussed by Dr. Gaile in his review does not circumvent the obstacle because the Novartis Gene Atlas typically provides only a single observation per each component of the underlying mixture of distributions. In response to Dr. Jordan's comment, we can only express our regret at the fact that statistical principles are violated too often in this field of research.</p>
         <p>The second problem has to do with data normalization. We have discussed adverse effects of normalization in conjunction with single-color microarrays in several publications <abbrgrp><abbr bid="B2">2</abbr><abbr bid="B5">5</abbr><abbr bid="B6">6</abbr><abbr bid="B7">7</abbr></abbrgrp>. Leaving aside the question of whether or not the currently used normalization procedures achieve their promulgated goal, it is a well-known fact that they distort to various degrees the correlation structure of microarray data <abbrgrp><abbr bid="B5">5</abbr><abbr bid="B8">8</abbr></abbrgrp>, the latter being the main concern in reference to the results reported in <abbrgrp><abbr bid="B1">1</abbr></abbrgrp>. The popular view that the observed correlations between gene expression levels are solely attributable to an array-specific random effect caused by the technical noise is demonstrably false <abbrgrp><abbr bid="B2">2</abbr><abbr bid="B9">9</abbr><abbr bid="B10">10</abbr></abbrgrp>. Recall that, in accordance with our analysis of the MAQC data set, the level of random fluctuations of gene expression signals attributable to the technical noise in the contemporary Affymetrix platform is too low to cause a tangible bias in estimated correlation coefficients <abbrgrp><abbr bid="B2">2</abbr></abbrgrp>. There is also independent evidence that normalization procedures distort the joint distribution of the true expression signals quite dramatically, even affecting their marginal distributions <abbrgrp><abbr bid="B6">6</abbr></abbrgrp>. Every known normalization procedure resorts to pooling (heavily dependent) observed signals across different probes (probe sets), thereby producing surrogate variables whose distributions differ from those of the true biological signals. In the context of testing for differential expression, this distortion of the true signal may induce an uncontrollable number of false discoveries, an effect especially pronounced in large sample studies where control of type 1 errors may be entirely lost. The adverse effects of normalization procedures will be addressed more comprehensively in a forthcoming paper. We find it beyond reason to resort to normalization when assessing the effects of cross-hybridization on the correlation structure of microarray gene expression data.</p>
         <p>We respectfully disagree with Dr. Jordan that normalized data can be of some utility in correlation analysis. The popular belief that normalization should be universally applied to microarray data has already caused a great deal of harm to numerous biological and methodological studies. The idea of normalization was initially offered as an <it>ad hoc </it>expedient to improve significance testing for differentially expressed genes in two-sample comparisons. Even in this setting, the universal benefits of normalization are questionable (see above). The situation is more obvious when the main focus is on correlation coefficients. Destroying correlations before studying them quantitatively does not make any sense to us. This is exactly the pitfall biologists should be aware of in order to avoid false biological conclusions. Therefore, we maintain the opinion that normalization should not be used when making inferences about the correlation structure of microarray data.</p>
         <p>For the reasons presented above, we turned to two other data sets that meet the requirements of correlation analysis. The choice of data sets was governed by the quest for larger sample sizes and the need for the same array type (HG_U133A) as was used in <abbrgrp><abbr bid="B1">1</abbr></abbrgrp>. Our analysis of the chosen data sets appeared to be in conflict with the observations reported in <abbrgrp><abbr bid="B1">1</abbr></abbrgrp>. Yet another conflict became apparent when comparing our stochastic description of cross-hybridization (Section 2.2.1) with the simulation model employed by Okoniewski and Miller.</p>
         <p>Unlike Ploner et al. <abbrgrp><abbr bid="B8">8</abbr></abbrgrp>, we see no reason to swiftly accept the conjecture that the majority of gene pairs must be composed of independent genes, while trying to explain the actually observed strong and long-range correlations in the majority of gene pairs <abbrgrp><abbr bid="B9">9</abbr><abbr bid="B10">10</abbr><abbr bid="B11">11</abbr><abbr bid="B12">12</abbr></abbrgrp> by "non-biological" causes. (The term long-range correlation refers to the situation where a given gene displays large correlation coefficients, say, greater than 0.8, with thousands of other genes). In view of our study of the random component of technical noise <abbrgrp><abbr bid="B2">2</abbr></abbrgrp>, we find it much more plausible that the observed positive correlations reflect the true biological correlations, whether it be a manifestation of transcriptional regulation or confounding due to heterogeneity of cell populations <abbrgrp><abbr bid="B13">13</abbr><abbr bid="B14">14</abbr></abbrgrp>. There is some additional evidence to support this opinion. In particular, such evidence is provided by the phenomenon of type A dependence described in <abbrgrp><abbr bid="B9">9</abbr></abbrgrp>. This mass phenomenon manifests itself beyond a very conservative estimate of the level of technical noise. Our updated estimate suggests that the proportion of type A pairs with very high positive correlation coefficients is close to 50% <abbrgrp><abbr bid="B10">10</abbr></abbrgrp>. In accordance with a mathematical argument given in <abbrgrp><abbr bid="B10">10</abbr></abbrgrp>, the abundance of this type of stochastic dependence leads us to conclude that positive true correlations dominate the correlation structure of microarray data. Yet another argument in the context of cross-hybridization will be given in Section 2.</p>
         <p>The term "cross-hybridization" refers to a complex physical/chemical process and is not entirely reducible to the concept of "multiple targeting" in its simplistic form amenable to probabilistic modeling. In the context of this paper, however, the two terms will be used interchangeably. The present paper attempts to illuminate the following two questions:</p>
         <p>(1) Can the process of cross-hybridization lead to strong positive correlations in families of those probe sets that are known to have the potential for multiple targeting?</p>
         <p>(2) If the answer to the previous question is "yes", is this effect prevalent enough to manifest itself in a tangible proportion of gene pairs so that, e.g., the average (over all gene pairs) is affected?</p>
         <p>The authors of <abbrgrp><abbr bid="B1">1</abbr></abbrgrp> gave a positive answer to both questions. In view of the results reported in the present paper, we are inclined to a positive answer to the first question and to a negative answer to the second one. Furthermore, we see no serious evidence to support concerns about the utility of estimated correlation coefficients in microarray data analysis. The understanding of cross-hybridization yielded by our study is much more complex than Question 1 implies. There is a diversity of effects that are theoretically possible, including a substantial increase in the strength of positive correlation. Therefore, we do not dispute the statement by Okoniewski and Miller that MT can alter the estimates of correlation coefficients constructed from microarray data, albeit the problem is definitely not as extreme as presented by these authors (see Section 2.1 for details). It is also worth noting that the capacity of cross-hybridization to induce negative correlations has been overlooked in previous publications.</p>
         <p>The results of data analysis and an alternative theoretical model are presented and discussed at length in the next section.</p>
      </sec>
      <sec>
         <st>
            <p>2. Results and discussion</p>
         </st>
         <sec>
            <st>
               <p>2.1. Experimentation with biological data</p>
            </st>
            <p>We begin by testing the results reported in <abbrgrp><abbr bid="B1">1</abbr></abbrgrp>. We used the following two data sets for this purpose:</p>
            <p>(1) A set of data on breast cancer cells cultured <it>in vitro </it><abbrgrp><abbr bid="B15">15</abbr></abbrgrp>. Only "vehicle" control samples treated with the medium used to solubilize the inhibitor were included in our analysis. The sample size equals <it>n </it>= 48 in this study. In what follows we will refer to this collection of data as Data Set 1.</p>
            <p>(2) A subset of the data published in <abbrgrp><abbr bid="B16">16</abbr></abbrgrp>. This subset refers to <it>n </it>= 61 untreated patients with breast cancer. RNA samples were obtained at the John Radcliffe Hospital (Oxford, UK) and processed at the Jules Bordet Institute in Brussels, Belgium. Patients with all grades and ER status were included in the sample under study. In this set of microarray data, referred to as Data Set 2, correlations between gene expression levels tend to be weaker than in Data Set 1, as well as in all other data sets we have interrogated so far <abbrgrp><abbr bid="B10">10</abbr></abbrgrp>. We selected Data Set 2 as a sort of extreme example to make our case stronger.</p>
            <p>Both studies were carried out with HG_U133A Affymetrix arrays for which Okoniewski and Miller <abbrgrp><abbr bid="B1">1</abbr></abbrgrp> identified 3859 non-overlapping families containing MT probe sets with an average number of 2.56 probe sets per family. The total number of MT probe sets is 9875. Each such probe set contains off-target reporters suggested by sequence analysis. For simplicity, we will refer to all MT probe sets as "bad" probe sets. By contrast, the probe sets other than those included in the families will be referred to as "good" probe sets. For the same reason, the terms "probe set" and "gene" will be used interchangeably. A total of 12340 probe sets are not considered problematic (bad) on the grounds of sequence analysis.</p>
            <p>Since the required computations for all (i.e., ~ 2.5 &#215; 10<sup>8</sup>) probe set pairs are quite time-consuming, a subset of size 5000 was randomly drawn (without replacement) from the set of bad probe sets. The Pearson correlation coefficients were computed for all pairs of genes contained in this subset. A subset of the same size was randomly drawn (without replacement) from the set of good probe sets, yielding the pair-wise correlation coefficients in the same manner. Figure <figr fid="F1">1</figr> presents the histogram of correlation coefficients for good and bad probe sets in Data Set 1. This histogram is intended to show the abundance of gene pairs with different correlation coefficients; it does not have any statistical meaning, of course. No tangible difference between bad and good probe sets is seen when comparing the two histograms shown in Figure <figr fid="F1">1</figr>. This is obvious from their numerical characteristics such as mean and standard deviation. The mean (across genes) value of correlation coefficient equals 0.841 for bad probe sets while it is equal to 0.847 for good probe sets. The corresponding standard deviations are equal to 0.133 and 0.132, respectively. The situation is similar in Data Set 2 (Figure <figr fid="F2">2</figr>) with a more pronounced tendency for bad probe sets to have even smaller correlation coefficients than their good counterparts. In this case, the mean values are 0.488 for bad probe sets and 0.550 for good ones, while the respective standard deviations are 0.216 and 0.238. The irregular shape of the histogram in Figure <figr fid="F2">2A</figr> (reflecting heterogeneity of this particular data set) does not affect our conclusion because both the mean value and the variance tend to be smaller for bad probe sets.</p>
            <fig id="F1">
               <title>
                  <p>Figure 1</p>
               </title>
               <caption>
                  <p>Histogram of correlation coefficients for pairs of good (A) and bad (B) probe sets</p>
               </caption>
               <text>
                  <p>Histogram of correlation coefficients for pairs of good (A) and bad (B) probe sets. Data Set 1.</p>
               </text>
               <graphic file="1745-6150-2-28-1"/>
            </fig>
            <fig id="F2">
               <title>
                  <p>Figure 2</p>
               </title>
               <caption>
                  <p>Histogram of correlation coefficients for pairs of good (A) and bad (B) probe sets</p>
               </caption>
               <text>
                  <p>Histogram of correlation coefficients for pairs of good (A) and bad (B) probe sets. Data Set 2.</p>
               </text>
               <graphic file="1745-6150-2-28-2"/>
            </fig>
            <p>The above-described experimentation with microarray data does not prove that the effects of cross-hybridization are non-existent in the Affymetrix GeneChip platform. On the contrary, the process of multiple targeting is expected to affect the true correlation between genes in accordance with the theoretical considerations presented in Section 2.2. A more practical question, however, is whether such effects are strong and abundant enough to change the estimates of correlations coefficients in a large subset of genes. That the process of cross-hybridization restricted to the families of MT probe sets cannot be considered a mass phenomenon follows from the mere fact that the abundance of bad pairs is low. Indeed, the total number of all gene pairs is of order 10<sup>8</sup>. Given the pairs of bad probe sets overlap only within each family, the total number of such pairs is of order 10<sup>4</sup>, a very small portion in the ocean of all pairs. This shows that the results of our comparison of "bad" versus "good" probe sets are reasonably expected.</p>
            <p>While the above experimentation does not support the conclusion by Okoniewski and Miller <abbrgrp><abbr bid="B1">1</abbr></abbrgrp> drawn from huge numbers of correlation coefficients, it is worth considering more local effects restricted to individual families of MT probe sets. This is exactly the point made by Dr. Jordan in his review. In many instances, we were unable to detect any perceptible effect of cross-hybridization in terms of correlation coefficients. A typical example is presented in Table <tblr tid="T1">1</tblr>. Shown in Table <tblr tid="T1">1</tblr> is the correlation matrix for all pairs of probe sets from two problematic families, each consisting of two MT probe sets. These estimates indicate little dissimilarity between the intra-family and inter-family pairs. Unfortunately, no formal statistical test can be applied to compare the estimated correlation coefficients because the expression levels in the pairs of probe sets under consideration are stochastically dependent. Nonetheless, this example demonstrates that the potential for cross-hybridization may remain untapped even if the presence of some off-target reporters is suggested by the analysis of transcript sequences.</p>
            <tbl id="T1">
               <title>
                  <p>Table 1</p>
               </title>
               <caption>
                  <p>Correlation coefficients in all pairs of probe sets from two problematic families. Probe sets 1 and 2 pertain to the first family while probe sets 3 and 4 to the second. Since the correlation matrix is symmetric, only the elements above its diagonal are presented. The within-family elements are given in italics. Data Set 1.</p>
               </caption>
               <tblbdy cols="5">
                  <r>
                     <c ca="left">
                        <p>Probe sets</p>
                     </c>
                     <c ca="left">
                        <p>1</p>
                     </c>
                     <c ca="right">
                        <p>2</p>
                     </c>
                     <c ca="right">
                        <p>3</p>
                     </c>
                     <c ca="right">
                        <p>4</p>
                     </c>
                  </r>
                  <r>
                     <c cspan="5">
                        <hr/>
                     </c>
                  </r>
                  <r>
                     <c ca="left">
                        <p>1</p>
                     </c>
                     <c ca="left">
                        <p>-</p>
                     </c>
                     <c ca="right">
                        <p>
                           <it>0.955</it>
                        </p>
                     </c>
                     <c ca="right">
                        <p>0962</p>
                     </c>
                     <c ca="right">
                        <p>0.942</p>
                     </c>
                  </r>
                  <r>
                     <c ca="left">
                        <p>2</p>
                     </c>
                     <c ca="left">
                        <p>-</p>
                     </c>
                     <c ca="right">
                        <p>-</p>
                     </c>
                     <c ca="right">
                        <p>0.946</p>
                     </c>
                     <c ca="right">
                        <p>0.927</p>
                     </c>
                  </r>
                  <r>
                     <c ca="left">
                        <p>3</p>
                     </c>
                     <c ca="left">
                        <p>-</p>
                     </c>
                     <c ca="right">
                        <p>-</p>
                     </c>
                     <c ca="right">
                        <p>-</p>
                     </c>
                     <c ca="right">
                        <p>
                           <it>0.983</it>
                        </p>
                     </c>
                  </r>
                  <r>
                     <c ca="left">
                        <p>4</p>
                     </c>
                     <c ca="left">
                        <p>-</p>
                     </c>
                     <c ca="right">
                        <p>-</p>
                     </c>
                     <c ca="right">
                        <p>-</p>
                     </c>
                     <c ca="right">
                        <p>-</p>
                     </c>
                  </r>
               </tblbdy>
            </tbl>
            <p>While our analysis does not support concerns about adverse effects of cross-hybridization on the correlation structure of microarray data, this cannot be considered a conclusive proof because a certain degree of non-specific binding for good probe sets cannot be completely ruled out. Estimating the contribution of this conceivable effect to the correlations observed in microarray data is a difficult and probably impracticable task because the processes of cross-hybridization cannot be observed directly. Using theoretical modeling, however, some simpler questions seem approachable. They are loosely formulated as follows:</p>
            <p>1. What effects of cross-hybridization on the correlation structure of microarray data are theoretically possible? What are the probabilistic characteristics of transcripts targeted by multiple probe sets that drive such effects?</p>
            <p>2. Can the observed long-range correlation structure of microarray data be attributed solely to non-specific binding of multiple ("bad" and "good" alike) probe sets to a putative common transcript, assuming that this transcript, if it exists, is highly abundant and capable of affecting the correlations between expression measures even if its affinity to probe sets is low?</p>
            <p>The utility of model-based inference on cross-hybridization effects is considered in the next section.</p>
         </sec>
         <sec>
            <st>
               <p>2.2. Theoretical considerations</p>
            </st>
            <sec>
               <st>
                  <p>2.2.1. The case of two competing probe sets</p>
               </st>
               <p>In this section, we consider the simplest case of two probe sets targeting the same transcript. Much like the microarray technology in general, our theory will be based on the following assumption:</p>
               <p><it>Assumption 1</it>. No saturation effects are present and the true signal intensity (disregarding the technical measurement error) is proportional to the amount of RNA bound to a given probe set with a constant (non-random) coefficient of proportionality. The coefficients for different probe sets do not have to be the same.</p>
               <p><it>Remark 1</it>. We tested Assumption 1 using the data set on various spiked-in probes (GeneChip HG_U133A) provided by the file HG_U133A_tag_Latin_Square.zip on the Affymetrix website. For some spiked-in probes, the dependence of the fluorescence intensity on the molar concentration was indeed linear, but deviations from linearity were also noted. The small sample size (<it>n </it>= 3) in this study and its sub-optimal design that uses a non-linear scale for the independent variable still leave room for speculations. A more rigorous metrological study is required to validate Assumption 1 governing the overall usefulness of modern high-density oligonucleotide microarray technology.</p>
               <p>Proceeding from Assumption 1, suppose that two probe sets compete for the same (common) transcript so that the first probe set binds to this transcript with probability <it>p</it>, and, given the transcript remains unbound, the second probe set binds to it with probability 1 - <it>p</it>. Denote the amount of the common transcripts (RNA molecules) by <it>&#957;</it>. The model considered by Okoniewski and Miller <abbrgrp><abbr bid="B1">1</abbr></abbrgrp> assumes that the signal intensities <it>Z</it><sub>1 </sub>and <it>Z</it><sub>2 </sub>for the two probe sets can be represented as <it>Z</it><sub>1 </sub>= <it>p</it><it>&#957;</it>, <it>Z</it><sub>2 </sub>= (1 - <it>p</it>)<it>&#957;</it>, which is why its simulation counterpart always displays a positive covariance. In mechanistic terms, these relationships imply that each probe set "knows" exactly what proportion of the random amount <it>&#957; </it>it must "catch" in the course of hybridization, thereby making this essentially deterministic model highly implausible.</p>
               <p>A more natural model can be constructed if one proceeds from a stochastic nature of cross-hybridization and represents the first probe set signal as</p>
               <p>
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                              <m:mstyle displaystyle="true">
                                 <m:munderover>
                                    <m:mo>&#8721;</m:mo>
                                    <m:mrow>
                                       <m:mi>j</m:mi>
                                       <m:mo>=</m:mo>
                                       <m:mn>1</m:mn>
                                    </m:mrow>
                                    <m:mi>&#957;</m:mi>
                                 </m:munderover>
                                 <m:mrow>
                                    <m:msub>
                                       <m:mi>&#958;</m:mi>
                                       <m:mi>j</m:mi>
                                    </m:msub>
                                 </m:mrow>
                              </m:mstyle>
                              <m:mo>,</m:mo>
                           </m:mrow>
                           <m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xI8qiVKYPFjYdHaVhbbf9v8qqaqFr0xc9vqFj0dXdbba91qpepeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=xc9adbaqaaeGacaGaaiaabeqaaeqabiWaaaGcbaGaemOwaO1aaSbaaSqaaiabigdaXaqabaGccqGH9aqpdaaeWbqaaGGaciab=57a4naaBaaaleaacqWGQbGAaeqaaaqaaiabdQgaQjabg2da9iabigdaXaqaaiab=17aUbqdcqGHris5aOGaeiilaWcaaa@3B04@</m:annotation>
                        </m:semantics>
                     </m:math>
                  </display-formula>
               </p>
               <p>where <it>&#958;</it><sub><it>j </it></sub>are independent and identically distributed (i.i.d.) indicator variables taking on values 1 and 0 with the probabilities <it>p </it>and 1 - <it>p</it>, respectively. For the second probe set we have</p>
               <p>
                  <display-formula>
                     <m:math name="1745-6150-2-28-i2" xmlns:m="http://www.w3.org/1998/Math/MathML">
                        <m:semantics>
                           <m:mrow>
                              <m:msub>
                                 <m:mi>Z</m:mi>
                                 <m:mn>2</m:mn>
                              </m:msub>
                              <m:mo>=</m:mo>
                              <m:mstyle displaystyle="true">
                                 <m:munderover>
                                    <m:mo>&#8721;</m:mo>
                                    <m:mrow>
                                       <m:mi>j</m:mi>
                                       <m:mo>=</m:mo>
                                       <m:mn>1</m:mn>
                                    </m:mrow>
                                    <m:mi>&#957;</m:mi>
                                 </m:munderover>
                                 <m:mrow>
                                    <m:mo stretchy="false">(</m:mo>
                                    <m:mn>1</m:mn>
                                    <m:mo>&#8722;</m:mo>
                                    <m:msub>
                                       <m:mi>&#958;</m:mi>
                                       <m:mi>j</m:mi>
                                    </m:msub>
                                    <m:mo stretchy="false">)</m:mo>
                                    <m:mo>.</m:mo>
                                 </m:mrow>
                              </m:mstyle>
                           </m:mrow>
                           <m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xI8qiVKYPFjYdHaVhbbf9v8qqaqFr0xc9vqFj0dXdbba91qpepeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=xc9adbaqaaeGacaGaaiaabeqaaeqabiWaaaGcbaGaemOwaO1aaSbaaSqaaiabikdaYaqabaGccqGH9aqpdaaeWbqaaiabcIcaOiabigdaXiabgkHiTGGaciab=57a4naaBaaaleaacqWGQbGAaeqaaOGaeiykaKIaeiOla4caleaacqWGQbGAcqGH9aqpcqaIXaqmaeaacqWF9oGBa0GaeyyeIuoaaaa@3EA4@</m:annotation>
                        </m:semantics>
                     </m:math>
                  </display-formula>
               </p>
               <p>The mutually dependent random variables (r.v.s) <it>Z</it><sub>1 </sub>and <it>Z</it><sub>2 </sub>satisfy the condition: <it>Z</it><sub>1 </sub>+ <it>Z</it><sub>2 </sub>= <it>&#957;</it>. It is easy to verify that the covariance between <it>Z</it><sub>1 </sub>and <it>Z</it><sub>2 </sub>can be of any sign under this model. Indeed,</p>
               <p>
                  <display-formula id="M1">
                     <m:math name="1745-6150-2-28-i3" xmlns:m="http://www.w3.org/1998/Math/MathML">
                        <m:semantics>
                           <m:mrow>
                              <m:mtable>
                                 <m:mtr>
                                    <m:mtd>
                                       <m:mrow>
                                          <m:mtext>Cov</m:mtext>
                                          <m:mo stretchy="false">(</m:mo>
                                          <m:msub>
                                             <m:mi>Z</m:mi>
                                             <m:mn>1</m:mn>
                                          </m:msub>
                                          <m:mo>,</m:mo>
                                          <m:msub>
                                             <m:mi>Z</m:mi>
                                             <m:mn>2</m:mn>
                                          </m:msub>
                                          <m:mo stretchy="false">)</m:mo>
                                          <m:mo>=</m:mo>
                                          <m:mi mathvariant="double-struck">E</m:mi>
                                          <m:mo>{</m:mo>
                                          <m:mstyle displaystyle="true">
                                             <m:munderover>
                                                <m:mo>&#8721;</m:mo>
                                                <m:mrow>
                                                   <m:mi>j</m:mi>
                                                   <m:mo>=</m:mo>
                                                   <m:mn>1</m:mn>
                                                </m:mrow>
                                                <m:mi>&#957;</m:mi>
                                             </m:munderover>
                                             <m:mrow>
                                                <m:msub>
                                                   <m:mi>&#958;</m:mi>
                                                   <m:mi>j</m:mi>
                                                </m:msub>
                                             </m:mrow>
                                          </m:mstyle>
                                          <m:mstyle displaystyle="true">
                                             <m:munderover>
                                                <m:mo>&#8721;</m:mo>
                                                <m:mrow>
                                                   <m:mi>k</m:mi>
                                                   <m:mo>=</m:mo>
                                                   <m:mn>1</m:mn>
                                                </m:mrow>
                                                <m:mi>&#957;</m:mi>
                                             </m:munderover>
                                             <m:mrow>
                                                <m:mo stretchy="false">(</m:mo>
                                                <m:mn>1</m:mn>
                                                <m:mo>&#8722;</m:mo>
                                                <m:msub>
                                                   <m:mi>&#958;</m:mi>
                                                   <m:mi>k</m:mi>
                                                </m:msub>
                                                <m:mo stretchy="false">)</m:mo>
                                                <m:mo>}</m:mo>
                                             </m:mrow>
                                          </m:mstyle>
                                          <m:mo>&#8722;</m:mo>
                                          <m:mi mathvariant="double-struck">E</m:mi>
                                          <m:mo>{</m:mo>
                                          <m:mstyle displaystyle="true">
                                             <m:munderover>
                                                <m:mo>&#8721;</m:mo>
                                                <m:mrow>
                                                   <m:mi>j</m:mi>
                                                   <m:mo>=</m:mo>
                                                   <m:mn>1</m:mn>
                                                </m:mrow>
                                                <m:mi>&#957;</m:mi>
                                             </m:munderover>
                                             <m:mrow>
                                                <m:msub>
                                                   <m:mi>&#958;</m:mi>
                                                   <m:mi>j</m:mi>
                                                </m:msub>
                                                <m:mo>}</m:mo>
                                             </m:mrow>
                                          </m:mstyle>
                                          <m:mi mathvariant="double-struck">E</m:mi>
                                          <m:mo>{</m:mo>
                                          <m:mstyle displaystyle="true">
                                             <m:munderover>
                                                <m:mo>&#8721;</m:mo>
                                                <m:mrow>
                                                   <m:mi>k</m:mi>
                                                   <m:mo>=</m:mo>
                                                   <m:mn>1</m:mn>
                                                </m:mrow>
                                                <m:mi>&#957;</m:mi>
                                             </m:munderover>
                                             <m:mrow>
                                                <m:mo stretchy="false">(</m:mo>
                                                <m:mn>1</m:mn>
                                                <m:mo>&#8722;</m:mo>
                                                <m:msub>
                                                   <m:mi>&#958;</m:mi>
                                                   <m:mi>k</m:mi>
                                                </m:msub>
                                                <m:mo stretchy="false">)</m:mo>
                                                <m:mo>}</m:mo>
                                             </m:mrow>
                                          </m:mstyle>
                                          <m:mo>=</m:mo>
                                       </m:mrow>
                                    </m:mtd>
                                 </m:mtr>
                                 <m:mtr>
                                    <m:mtd>
                                       <m:mrow>
                                          <m:mi>p</m:mi>
                                          <m:mo stretchy="false">(</m:mo>
                                          <m:mn>1</m:mn>
                                          <m:mo>&#8722;</m:mo>
                                          <m:mi>p</m:mi>
                                          <m:mo stretchy="false">)</m:mo>
                                          <m:mi mathvariant="double-struck">E</m:mi>
                                          <m:mo>{</m:mo>
                                          <m:mi>&#957;</m:mi>
                                          <m:mo stretchy="false">(</m:mo>
                                          <m:mi>&#957;</m:mi>
                                          <m:mo>&#8722;</m:mo>
                                          <m:mn>1</m:mn>
                                          <m:mo stretchy="false">)</m:mo>
                                          <m:mo>}</m:mo>
                                          <m:mo>&#8722;</m:mo>
                                          <m:mi>p</m:mi>
                                          <m:mo stretchy="false">(</m:mo>
                                          <m:mn>1</m:mn>
                                          <m:mo>&#8722;</m:mo>
                                          <m:mi>p</m:mi>
                                          <m:mo stretchy="false">)</m:mo>
                                          <m:msup>
                                             <m:mrow>
                                                <m:mo stretchy="false">(</m:mo>
                                                <m:mi mathvariant="double-struck">E</m:mi>
                                                <m:mo>{</m:mo>
                                                <m:mi>&#957;</m:mi>
                                                <m:mo>}</m:mo>
                                                <m:mo stretchy="false">)</m:mo>
                                             </m:mrow>
                                             <m:mn>2</m:mn>
                                          </m:msup>
                                          <m:mo>=</m:mo>
                                          <m:mi>p</m:mi>
                                          <m:mo stretchy="false">(</m:mo>
                                          <m:mn>1</m:mn>
                                          <m:mo>&#8722;</m:mo>
                                          <m:mi>p</m:mi>
                                          <m:mo stretchy="false">)</m:mo>
                                          <m:mo stretchy="false">(</m:mo>
                                          <m:mtext>Var</m:mtext>
                                          <m:mo>{</m:mo>
                                          <m:mi>&#957;</m:mi>
                                          <m:mo>}</m:mo>
                                          <m:mo>&#8722;</m:mo>
                                          <m:mi mathvariant="double-struck">E</m:mi>
                                          <m:mo>{</m:mo>
                                          <m:mi>&#957;</m:mi>
                                          <m:mo>}</m:mo>
                                          <m:mo stretchy="false">)</m:mo>
                                          <m:mo>,</m:mo>
                                       </m:mrow>
                                    </m:mtd>
                                 </m:mtr>
                              </m:mtable>
                           </m:mrow>
                           <m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xI8qiVKYPFjYdHaVhbbf9v8qqaqFr0xc9vqFj0dXdbba91qpepeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=xc9adbaqaaeGacaGaaiaabeqaaeqabiWaaaGcbaqbaeqabiqaaaqaaiabboeadjabb+gaVjabbAha2jabcIcaOiabdQfaAnaaBaaaleaacqaIXaqmaeqaaOGaeiilaWIaemOwaO1aaSbaaSqaaiabikdaYaqabaGccqGGPaqkcqGH9aqptuuDJXwAK1uy0HMmaeHbfv3ySLgzG0uy0HgiuD3BaGabaiab=ri8fjabcUha7naaqahabaacciGae4NVdG3aaSbaaSqaaiabdQgaQbqabaaabaGaemOAaOMaeyypa0JaeGymaedabaGae4xVd4ganiabggHiLdGcdaaeWbqaaiabcIcaOiabigdaXiabgkHiTiab+57a4naaBaaaleaacqWGRbWAaeqaaOGaeiykaKIaeiyFa0haleaacqWGRbWAcqGH9aqpcqaIXaqmaeaacqGF9oGBa0GaeyyeIuoakiabgkHiTiab=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ri8fjabcUha7jab+17aUjabc2ha9jabcMcaPiabcYcaSaaaaaa@C37D@</m:annotation>
                        </m:semantics>
                     </m:math>
                  </display-formula>
               </p>
               <p>so that the sign of Cov (<it>Z</it><sub>1</sub>, <it>Z</it><sub>2</sub>) depends on the relationship between Var{<it>&#957;</it>} and <inline-formula><m:math name="1745-6150-2-28-i4" xmlns:m="http://www.w3.org/1998/Math/MathML"><m:semantics><m:mi mathvariant="double-struck">E</m:mi><m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xH8viVGI8Gi=hEeeu0xXdbba9frFj0xb9qqpG0dXdb9aspeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=xc9adbaqaaeGacaGaaiaabeqaaeqabiWaaaGcbaWefv3ySLgznfgDOjdaryqr1ngBPrginfgDObcv39gaiqaacqWFecFraaa@37B3@</m:annotation></m:semantics></m:math></inline-formula>{<it>&#957;</it>}, both parameters being unobservable, of course. In particular, Cov (<it>Z</it><sub>1</sub>, <it>Z</it><sub>2</sub>) = 0 if <it>&#957; </it>has a Poisson distribution. We find it very interesting that the sign of correlation is entirely determined by probabilistic characteristics of the common transcript and not by its affinity to the competing probe sets, the latter being quantified by the probability <it>p</it>.</p>
               <p>We agree with Dr. Gaile that one can easily derive the correlation coefficient between <it>Z</it><sub>1 </sub>and <it>Z</it><sub>2 </sub>by the same straightforward argument. However, we resort to another derivation based on the notion of probability generating function (p.g.f.), which is instructive to obtain the needed results in Section 2.2.2. Introduce the p.g.f. of the random variable (r.v.) <it>&#957;</it>:</p>
               <p>
                  <display-formula>
                     <m:math name="1745-6150-2-28-i5" xmlns:m="http://www.w3.org/1998/Math/MathML">
                        <m:semantics>
                           <m:mrow>
                              <m:msub>
                                 <m:mtext mathvariant="script">P</m:mtext>
                                 <m:mi>&#957;</m:mi>
                              </m:msub>
                              <m:mo stretchy="false">(</m:mo>
                              <m:mi>u</m:mi>
                              <m:mo stretchy="false">)</m:mo>
                              <m:mo>=</m:mo>
                              <m:mi mathvariant="double-struck">E</m:mi>
                              <m:msup>
                                 <m:mi>u</m:mi>
                                 <m:mi>&#957;</m:mi>
                              </m:msup>
                              <m:mo>.</m:mo>
                           </m:mrow>
                           <m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xI8qiVKYPFjYdHaVhbbf9v8qqaqFr0xc9vqFj0dXdbba91qpepeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=xc9adbaqaaeGacaGaaiaabeqaaeqabiWaaaGcbaGaeeiuaa1aaSbaaSqaaGGaciab=17aUbqabaGccqGGOaakcqWG1bqDcqGGPaqkcqGH9aqptuuDJXwAK1uy0HMmaeHbfv3ySLgzG0uy0HgiuD3BaGabaiab+ri8fjabdwha1naaCaaaleqabaGae8xVd4gaaOGaeiOla4caaa@4388@</m:annotation>
                        </m:semantics>
                     </m:math>
                  </display-formula>
               </p>
               <p>Then the Laplace transform <it>f</it>(<it>s, t</it>) of the joint distribution of the vector (<it>Z</it><sub>1</sub>, <it>Z</it><sub>2</sub>) assumes the form</p>
               <p>
                  <display-formula id="M2">
                     <m:math name="1745-6150-2-28-i6" xmlns:m="http://www.w3.org/1998/Math/MathML">
                        <m:semantics>
                           <m:mrow>
                              <m:mi>f</m:mi>
                              <m:mo stretchy="false">(</m:mo>
                              <m:mi>s</m:mi>
                              <m:mo>,</m:mo>
                              <m:mi>t</m:mi>
                              <m:mo stretchy="false">)</m:mo>
                              <m:mo>=</m:mo>
                              <m:mi mathvariant="double-struck">E</m:mi>
                              <m:mo>{</m:mo>
                              <m:msup>
                                 <m:mi>e</m:mi>
                                 <m:mrow>
                                    <m:mo>&#8722;</m:mo>
                                    <m:mi>s</m:mi>
                                    <m:msub>
                                       <m:mi>Z</m:mi>
                                       <m:mn>1</m:mn>
                                    </m:msub>
                                    <m:mo>&#8722;</m:mo>
                                    <m:mi>t</m:mi>
                                    <m:msub>
                                       <m:mi>Z</m:mi>
                                       <m:mn>2</m:mn>
                                    </m:msub>
                                 </m:mrow>
                              </m:msup>
                              <m:mo>}</m:mo>
                              <m:mo>=</m:mo>
                              <m:mi mathvariant="double-struck">E</m:mi>
                              <m:mo>{</m:mo>
                              <m:msup>
                                 <m:mi>e</m:mi>
                                 <m:mrow>
                                    <m:mo>&#8722;</m:mo>
                                    <m:mi>s</m:mi>
                                    <m:mstyle displaystyle="true">
                                       <m:msubsup>
                                          <m:mo>&#8721;</m:mo>
                                          <m:mrow>
                                             <m:mi>j</m:mi>
                                             <m:mo>=</m:mo>
                                             <m:mn>1</m:mn>
                                          </m:mrow>
                                          <m:mi>&#957;</m:mi>
                                       </m:msubsup>
                                       <m:mrow>
                                          <m:msub>
                                             <m:mi>&#958;</m:mi>
                                             <m:mi>j</m:mi>
                                          </m:msub>
                                          <m:mo>&#8722;</m:mo>
                                          <m:mi>t</m:mi>
                                       </m:mrow>
                                    </m:mstyle>
                                    <m:mstyle displaystyle="true">
                                       <m:msubsup>
                                          <m:mo>&#8721;</m:mo>
                                          <m:mrow>
                                             <m:mi>j</m:mi>
                                             <m:mo>=</m:mo>
                                             <m:mn>1</m:mn>
                                          </m:mrow>
                                          <m:mi>&#957;</m:mi>
                                       </m:msubsup>
                                       <m:mrow>
                                          <m:mo stretchy="false">(</m:mo>
                                          <m:mn>1</m:mn>
                                          <m:mo>&#8722;</m:mo>
                                          <m:msub>
                                             <m:mi>&#958;</m:mi>
                                             <m:mi>j</m:mi>
                                          </m:msub>
                                          <m:mo stretchy="false">)</m:mo>
                                       </m:mrow>
                                    </m:mstyle>
                                 </m:mrow>
                              </m:msup>
                              <m:mo>}</m:mo>
                              <m:mo>=</m:mo>
                              <m:msub>
                                 <m:mtext mathvariant="script">P</m:mtext>
                                 <m:mi>&#957;</m:mi>
                              </m:msub>
                              <m:mo stretchy="false">(</m:mo>
                              <m:mi>p</m:mi>
                              <m:msup>
                                 <m:mi>e</m:mi>
                                 <m:mrow>
                                    <m:mo>&#8722;</m:mo>
                                    <m:mi>s</m:mi>
                                 </m:mrow>
                              </m:msup>
                              <m:mo>+</m:mo>
                              <m:mo stretchy="false">(</m:mo>
                              <m:mn>1</m:mn>
                              <m:mo>&#8722;</m:mo>
                              <m:mi>p</m:mi>
                              <m:mo stretchy="false">)</m:mo>
                              <m:msup>
                                 <m:mi>e</m:mi>
                                 <m:mrow>
                                    <m:mo>&#8722;</m:mo>
                                    <m:mi>t</m:mi>
                                 </m:mrow>
                              </m:msup>
                              <m:mo stretchy="false">)</m:mo>
                              <m:mo>.</m:mo>
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               <p>Differentiating log <it>f</it>(<it>s, t</it>) twice (with respect to both <it>s </it>and <it>t</it>), one can derive the covariance between <it>Z</it><sub>1 </sub>and <it>Z</it><sub>2</sub>. The variance of <it>Z</it><sub>1 </sub>can be obtained by differentiating log <it>f</it>(<it>s, t</it>) twice with respect to <it>s</it>. In like manner, one obtains the variance of <it>Z</it><sub>2 </sub>by differentiating log <it>f</it>(<it>s, t</it>) twice with respect to <it>t</it>. This leads to the following formula for the correlation coefficient between <it>Z</it><sub>1 </sub>and <it>Z</it><sub>2</sub>:</p>
               <p>
                  <display-formula id="M3">
                     <graphic file="1745-6150-2-28-i7.gif"/>
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               <p>Introducing the notation <it>&#954; </it>= Var{<it>&#957;</it>}/<inline-formula><m:math name="1745-6150-2-28-i4" xmlns:m="http://www.w3.org/1998/Math/MathML"><m:semantics><m:mi mathvariant="double-struck">E</m:mi><m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xH8viVGI8Gi=hEeeu0xXdbba9frFj0xb9qqpG0dXdb9aspeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=xc9adbaqaaeGacaGaaiaabeqaaeqabiWaaaGcbaWefv3ySLgznfgDOjdaryqr1ngBPrginfgDObcv39gaiqaacqWFecFraaa@37B3@</m:annotation></m:semantics></m:math></inline-formula>{<it>&#957;</it>} and taking into account that</p>
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                                    <m:mtd>
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                                             <m:mi>&#957;</m:mi>
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                                          <m:mo stretchy="false">(</m:mo>
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               <p>formula (3) assumes the form:</p>
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               <p>Figure <figr fid="F3">3</figr> shows the behavior of Corr(<it>Z</it><sub>1</sub>, <it>Z</it><sub>2</sub>) as a function of <it>p </it>for different values of the parameter <it>k</it>. We thank Dr. Gaile for this figure that illustrates the parametric family given by formula (4). The right-hand side of (4) attains a maximum at <it>p </it>= 0.5 and consequently</p>
               <fig id="F3">
                  <title>
                     <p>Figure 3</p>
                  </title>
                  <caption>
                     <p>The behavior of Corr(<it>Z</it><sub>1</sub>, <it>Z</it><sub>2</sub>) as a function of <it>p </it>for different values of the parameter <it>k</it></p>
                  </caption>
                  <text>
                     <p>The behavior of Corr(<it>Z</it><sub>1</sub>, <it>Z</it><sub>2</sub>)as a function of <it>p </it>for different values of the parameter <it>k</it>. This figure was provided by Dr. Gaile in his review.</p>
                  </text>
                  <graphic file="1745-6150-2-28-3"/>
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               <p>For example, if the model is valid for a particular pair (<it>Z</it><sub>1</sub>, <it>Z</it><sub>2</sub>) and Corr(<it>Z</it><sub>1</sub>, <it>Z</it><sub>2</sub>) &#8805; 0.9, then it follows from inequality (5) that Var{<it>&#957;</it>} &#8805; 19 <inline-formula><m:math name="1745-6150-2-28-i4" xmlns:m="http://www.w3.org/1998/Math/MathML"><m:semantics><m:mi mathvariant="double-struck">E</m:mi><m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xH8viVGI8Gi=hEeeu0xXdbba9frFj0xb9qqpG0dXdb9aspeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=xc9adbaqaaeGacaGaaiaabeqaaeqabiWaaaGcbaWefv3ySLgznfgDOjdaryqr1ngBPrginfgDObcv39gaiqaacqWFecFraaa@37B3@</m:annotation></m:semantics></m:math></inline-formula>{<it>&#957;</it>}. In Data Set 1, 53.6% of bad probe sets and 39.4% of good probe sets satisfy this condition. However, this does not mean that the process of cross-hybridization plays a substantial role in the correlation structure of microarray data for the following reasons:</p>
               <p>1. Inequality (5) provides a necessary but not a sufficient condition for the correlation Corr(<it>Z</it><sub>1</sub>, <it>Z</it><sub>2</sub>) to exceed a certain level.</p>
               <p>2. Condition (5) applies only to those isolated gene pairs where the total amount of the target transcript is eventually bound to one of the two probe sets and no other transcripts can contribute to their ultimate expression measures (recall Section 2.1).</p>
               <p>While the above model, designed for a single pair of probe sets competing for the same transcript, is instructive to study general regularities in the process of cross-hybridization, it is obviously of limited utility in studying probable causes of the observed long-range correlation that extends over thousands of genes. A more general model of the non-specific binding process for arbitrary pairs formed from multiple probe sets is considered in the next section.</p>
            </sec>
            <sec>
               <st>
                  <p>2.2.2. Multiple probe sets</p>
               </st>
               <p>In Section 2.2.1, we confirmed that the process of cross-hybridization can induce spurious positive correlations within certain families of probe sets whose potential for multiple targeting is suggested by the analysis of transcript sequences. At the same time, our analysis of Section 2.1 shows that the overall correlation structure of gene expression data cannot be driven by the minority of non-overlapping pairs of such problematic probe sets. The analysis of transcript sequences and homologies, however, is only suggestive and we have to consider the case where the event of non-specific binding is admissible for virtually all probe sets, even if its probability for each of them is low. Presented below is a simplistic model that attempts to describe the process of massive cross-hybridization involving all probe sets.</p>
               <p>Suppose there exists a large pool of common RNA molecules that have the ability to bind to any of the <it>k </it>probe sets under consideration. Under the proposed model, each probe set binds first to its own highly specific transcript without any competition with other probe sets (i.e., with probability 1) and then it binds to a portion of the common transcript in the competitive fashion. More specifically, each molecule of the common transcript is bound to the <it>j</it>th probe set with probability <it>p</it><sub><it>j </it></sub>&#8805; 0, <it>j </it>= 1,...,<it>k</it>, and the probabilities <it>p</it><sub><it>j </it></sub>satisfy the condition: <inline-formula><m:math name="1745-6150-2-28-i11" xmlns:m="http://www.w3.org/1998/Math/MathML"><m:semantics><m:mrow><m:mstyle displaystyle="true"><m:msubsup><m:mo>&#8721;</m:mo><m:mrow><m:mi>j</m:mi><m:mo>=</m:mo><m:mn>1</m:mn></m:mrow><m:mi>k</m:mi></m:msubsup><m:mrow><m:msub><m:mi>p</m:mi><m:mi>j</m:mi></m:msub><m:mo>=</m:mo><m:mn>1</m:mn></m:mrow></m:mstyle></m:mrow><m:annotation encoding="MathType-MTEF">
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               <p>Denote the amount of a specific transcript bound to the <it>j</it>th probe set with probability 1 by <it>X</it><sub><it>j</it></sub>. To make our model identifiable, we need additionally the following basic assumption: </p>
               <p><it>Assumption 2</it>. The r.v.s <it>X</it><sub><it>j</it></sub>, <it>j </it>= 1,...,<it>k</it>, are mutually independent.</p>
               <p>Assumption 2 is not intended for a realistic description of gene expression signals but rather as a reference for measuring cross-hybridization effects. Recall that Question 2 posed at the end of Section 2.1 explicitly refers to this assumption. Therefore, the results that follow should be interpreted under a hypothetical scenario attributing all of the observable correlation to the competition between multiple probe sets for the above-postulated common transcript.</p>
               <p>Assuming the same mechanism of competition for the common transcript, and invoking the same independence assumptions as in Section 2.2.1, we write</p>
               <p>
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                           </m:mrow>
                           <m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xI8qiVKYPFjYdHaVhbbf9v8qqaqFr0xc9vqFj0dXdbba91qpepeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=xc9adbaqaaeGacaGaaiaabeqaaeqabiWaaaGcbaqbaeqabeGaaaqaaiabdQfaAnaaBaaaleaacqWGQbGAaeqaaOGaeyypa0JaemiwaG1aaSbaaSqaaiabdQgaQbqabaGccqGHRaWkdaaeWbqaaGGaciab=v7aLnaaDaaaleaacqWGSbaBaeaacqWGQbGAaaaabaGaemiBaWMaeyypa0JaeGymaedabaGae8xVd4ganiabggHiLdGccqGGSaalaeaacqWGQbGAcqGH9aqpcqaIXaqmcqGGSaalcqGGUaGlcqGGUaGlcqGGUaGlcqGGSaalcqWGRbWAcqGGSaalaaaaaa@4A74@</m:annotation>
                        </m:semantics>
                     </m:math>
                  </display-formula>
               </p>
               <p>where <it>Z</it><sub><it>j </it></sub>is the total RNA amount bound to the <it>j</it>th probe set, <inline-formula><m:math name="1745-6150-2-28-i13" xmlns:m="http://www.w3.org/1998/Math/MathML"><m:semantics><m:mrow><m:msubsup><m:mi>&#949;</m:mi><m:mi>l</m:mi><m:mi>j</m:mi></m:msubsup></m:mrow><m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xH8viVGI8Gi=hEeeu0xXdbba9frFj0xb9qqpG0dXdb9aspeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=xc9adbaqaaeGacaGaaiaabeqaaeqabiWaaaGcbaacciGae8xTdu2aa0baaSqaaiabdYgaSbqaaiabdQgaQbaaaaa@306C@</m:annotation></m:semantics></m:math></inline-formula> are indicators taking on a value of 1 with probability <it>p</it><sub><it>j </it></sub>and of 0 with probability 1 - <it>p</it><sub><it>j</it></sub>, <inline-formula><m:math name="1745-6150-2-28-i14" xmlns:m="http://www.w3.org/1998/Math/MathML"><m:semantics><m:mrow><m:mstyle displaystyle="true"><m:msubsup><m:mo>&#8721;</m:mo><m:mrow><m:mi>j</m:mi><m:mo>=</m:mo><m:mn>1</m:mn></m:mrow><m:mi>k</m:mi></m:msubsup><m:mrow><m:msubsup><m:mi>&#949;</m:mi><m:mi>l</m:mi><m:mi>j</m:mi></m:msubsup></m:mrow></m:mstyle><m:mo>=</m:mo><m:mn>1</m:mn></m:mrow><m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xH8viVGI8Gi=hEeeu0xXdbba9frFj0xb9qqpG0dXdb9aspeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=xc9adbaqaaeGacaGaaiaabeqaaeqabiWaaaGcbaWaaabmaeaaiiGacqWF1oqzdaqhaaWcbaGaemiBaWgabaGaemOAaOgaaaqaaiabdQgaQjabg2da9iabigdaXaqaaiabdUgaRbqdcqGHris5aOGaeyypa0JaeGymaedaaa@3915@</m:annotation></m:semantics></m:math></inline-formula>, and the random vectors <inline-formula><m:math name="1745-6150-2-28-i15" xmlns:m="http://www.w3.org/1998/Math/MathML"><m:semantics><m:mrow><m:mo stretchy="false">(</m:mo><m:msubsup><m:mi>&#949;</m:mi><m:mrow><m:msub><m:mi>l</m:mi><m:mn>1</m:mn></m:msub></m:mrow><m:mn>1</m:mn></m:msubsup><m:mo>,</m:mo><m:mn>...</m:mn><m:mo>,</m:mo><m:msubsup><m:mi>&#949;</m:mi><m:mrow><m:msub><m:mi>l</m:mi><m:mn>1</m:mn></m:msub></m:mrow><m:mi>k</m:mi></m:msubsup><m:mo stretchy="false">)</m:mo></m:mrow><m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xH8viVGI8Gi=hEeeu0xXdbba9frFj0xb9qqpG0dXdb9aspeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=xc9adbaqaaeGacaGaaiaabeqaaeqabiWaaaGcbaGaeiikaGccciGae8xTdu2aa0baaSqaaiabdYgaSnaaBaaameaacqaIXaqmaeqaaaWcbaGaeGymaedaaOGaeiilaWIaeiOla4IaeiOla4IaeiOla4IaeiilaWIae8xTdu2aa0baaSqaaiabdYgaSnaaBaaameaacqaIXaqmaeqaaaWcbaGaem4AaSgaaOGaeiykaKcaaa@3D10@</m:annotation></m:semantics></m:math></inline-formula> and <inline-formula><m:math name="1745-6150-2-28-i16" xmlns:m="http://www.w3.org/1998/Math/MathML"><m:semantics><m:mrow><m:mo stretchy="false">(</m:mo><m:msubsup><m:mi>&#949;</m:mi><m:mrow><m:msub><m:mi>l</m:mi><m:mn>2</m:mn></m:msub></m:mrow><m:mn>1</m:mn></m:msubsup><m:mo>,</m:mo><m:mn>...</m:mn><m:mo>,</m:mo><m:msubsup><m:mi>&#949;</m:mi><m:mrow><m:msub><m:mi>l</m:mi><m:mn>2</m:mn></m:msub></m:mrow><m:mi>k</m:mi></m:msubsup><m:mo stretchy="false">)</m:mo></m:mrow><m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xH8viVGI8Gi=hEeeu0xXdbba9frFj0xb9qqpG0dXdb9aspeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=xc9adbaqaaeGacaGaaiaabeqaaeqabiWaaaGcbaGaeiikaGccciGae8xTdu2aa0baaSqaaiabdYgaSnaaBaaameaacqaIYaGmaeqaaaWcbaGaeGymaedaaOGaeiilaWIaeiOla4IaeiOla4IaeiOla4IaeiilaWIae8xTdu2aa0baaSqaaiabdYgaSnaaBaaameaacqaIYaGmaeqaaaWcbaGaem4AaSgaaOGaeiykaKcaaa@3D14@</m:annotation></m:semantics></m:math></inline-formula> are independent for <it>l</it><sub>1 </sub>&#8800; <it>l</it><sub>2</sub>. The r.v. <it>&#957; </it>represents the total number of molecules of the common transcript available for the competition between different probe sets. To convert the quantity <it>Z</it><sub><it>j </it></sub>into the corresponding expression intensity in accordance with Assumption 1, one needs to account for the fact that the specific and common transcripts may vary in size (mass). Without any loss of generality, this can easily be accomplished if the unit of measurement of the variables <it>X</it><sub><it>j </it></sub>is taken to be the molecular weight of the common transcript.</p>
               <p>Recalling the definition of the p.g.f. <inline-formula><m:math name="1745-6150-2-28-i17" xmlns:m="http://www.w3.org/1998/Math/MathML"><m:semantics><m:mtext mathvariant="script">P</m:mtext><m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xH8viVGI8Gi=hEeeu0xXdbba9frFj0xb9qqpG0dXdb9aspeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=xc9adbaqaaeGacaGaaiaabeqaaeqabiWaaaGcbaGaeeiuaafaaa@2CFA@</m:annotation></m:semantics></m:math></inline-formula> (Section 2.2.1), the joint characteristic function <it>g </it>of the random vector <it>Z</it><sub>1 </sub>,...,<it>Z</it><sub><it>k </it></sub>can be represented as</p>
               <p>
                  <display-formula id="M7">
                     <m:math name="1745-6150-2-28-i18" xmlns:m="http://www.w3.org/1998/Math/MathML">
                        <m:semantics>
                           <m:mrow>
                              <m:mi>g</m:mi>
                              <m:mo stretchy="false">(</m:mo>
                              <m:msub>
                                 <m:mi>t</m:mi>
                                 <m:mn>1</m:mn>
                              </m:msub>
                              <m:mo>,</m:mo>
                              <m:mn>...</m:mn>
                              <m:mo>,</m:mo>
                              <m:msub>
                                 <m:mi>t</m:mi>
                                 <m:mi>k</m:mi>
                              </m:msub>
                              <m:mo stretchy="false">)</m:mo>
                              <m:mo>=</m:mo>
                              <m:mstyle displaystyle="true">
                                 <m:munderover>
                                    <m:mo>&#8719;</m:mo>
                                    <m:mrow>
                                       <m:mi>j</m:mi>
                                       <m:mo>=</m:mo>
                                       <m:mn>1</m:mn>
                                    </m:mrow>
                                    <m:mi>k</m:mi>
                                 </m:munderover>
                                 <m:mrow>
                                    <m:msub>
                                       <m:mi>g</m:mi>
                                       <m:mi>j</m:mi>
                                    </m:msub>
                                    <m:mo stretchy="false">(</m:mo>
                                    <m:msub>
                                       <m:mi>t</m:mi>
                                       <m:mi>j</m:mi>
                                    </m:msub>
                                    <m:mo stretchy="false">)</m:mo>
                                 </m:mrow>
                              </m:mstyle>
                              <m:mtext mathvariant="script">P</m:mtext>
                              <m:mo stretchy="false">(</m:mo>
                              <m:mstyle displaystyle="true">
                                 <m:munderover>
                                    <m:mo>&#8721;</m:mo>
                                    <m:mrow>
                                       <m:mi>j</m:mi>
                                       <m:mo>=</m:mo>
                                       <m:mn>1</m:mn>
                                    </m:mrow>
                                    <m:mi>k</m:mi>
                                 </m:munderover>
                                 <m:mrow>
                                    <m:msub>
                                       <m:mi>p</m:mi>
                                       <m:mi>j</m:mi>
                                    </m:msub>
                                    <m:msup>
                                       <m:mi>e</m:mi>
                                       <m:mrow>
                                          <m:mi>i</m:mi>
                                          <m:msub>
                                             <m:mi>t</m:mi>
                                             <m:mi>j</m:mi>
                                          </m:msub>
                                       </m:mrow>
                                    </m:msup>
                                    <m:mo stretchy="false">)</m:mo>
                                 </m:mrow>
                              </m:mstyle>
                              <m:mo>,</m:mo>
                           </m:mrow>
                           <m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xI8qiVKYPFjYdHaVhbbf9v8qqaqFr0xc9vqFj0dXdbba91qpepeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=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@5C59@</m:annotation>
                        </m:semantics>
                     </m:math>
                  </display-formula>
               </p>
               <p>where <it>g</it><sub><it>j </it></sub>is the marginal characteristic function of <it>X</it><sub><it>j</it></sub>, <it>j </it>= 1,...,<it>k</it>. The covariance between two r.v.s equals a minus mixed second order log-derivative of their characteristic function evaluated at zero. From expression (7), we have</p>
               <p>
                  <display-formula id="M8">
                     <m:math name="1745-6150-2-28-i19" xmlns:m="http://www.w3.org/1998/Math/MathML">
                        <m:semantics>
                           <m:mrow>
                              <m:mtext>Cov</m:mtext>
                              <m:mo stretchy="false">(</m:mo>
                              <m:msub>
                                 <m:mi>Z</m:mi>
                                 <m:mi>r</m:mi>
                              </m:msub>
                              <m:mo>,</m:mo>
                              <m:msub>
                                 <m:mi>Z</m:mi>
                                 <m:mi>s</m:mi>
                              </m:msub>
                              <m:mo stretchy="false">)</m:mo>
                              <m:mo>=</m:mo>
                              <m:mo stretchy="false">(</m:mo>
                              <m:msubsup>
                                 <m:mi>&#963;</m:mi>
                                 <m:mi>&#957;</m:mi>
                                 <m:mn>2</m:mn>
                              </m:msubsup>
                              <m:mo>&#8722;</m:mo>
                              <m:mi mathvariant="double-struck">E</m:mi>
                              <m:mi>&#957;</m:mi>
                              <m:mo stretchy="false">)</m:mo>
                              <m:msub>
                                 <m:mi>p</m:mi>
                                 <m:mi>r</m:mi>
                              </m:msub>
                              <m:msub>
                                 <m:mi>p</m:mi>
                                 <m:mi>s</m:mi>
                              </m:msub>
                           </m:mrow>
                           <m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xI8qiVKYPFjYdHaVhbbf9v8qqaqFr0xc9vqFj0dXdbba91qpepeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=xc9adbaqaaeGacaGaaiaabeqaaeqabiWaaaGcbaGaee4qamKaee4Ba8MaeeODayNaeiikaGIaemOwaO1aaSbaaSqaaiabdkhaYbqabaGccqGGSaalcqWGAbGwdaWgaaWcbaGaem4CamhabeaakiabcMcaPiabg2da9iabcIcaOGGaciab=n8aZnaaDaaaleaacqWF9oGBaeaacqaIYaGmaaGccqGHsisltuuDJXwAK1uy0HMmaeHbfv3ySLgzG0uy0HgiuD3BaGabaiab+ri8fjab=17aUjabcMcaPiabdchaWnaaBaaaleaacqWGYbGCaeqaaOGaemiCaa3aaSbaaSqaaiabdohaZbqabaaaaa@5447@</m:annotation>
                        </m:semantics>
                     </m:math>
                  </display-formula>
               </p>
               <p>for <it>r </it>= 1,...,<it>k</it>, <it>s </it>= 1,...,<it>k</it>, <it>r </it>&#8800; = <it>s</it>. Here <inline-formula><m:math name="1745-6150-2-28-i20" xmlns:m="http://www.w3.org/1998/Math/MathML"><m:semantics><m:mrow><m:msubsup><m:mi>&#963;</m:mi><m:mi>&#957;</m:mi><m:mn>2</m:mn></m:msubsup></m:mrow><m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xH8viVGI8Gi=hEeeu0xXdbba9frFj0xb9qqpG0dXdb9aspeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=xc9adbaqaaeGacaGaaiaabeqaaeqabiWaaaGcbaacciGae83Wdm3aa0baaSqaaiab=17aUbqaaiabikdaYaaaaaa@306F@</m:annotation></m:semantics></m:math></inline-formula> is the variance of the r.v. <it>&#957;</it>. Using the condition</p>
               <p>
                  <display-formula>
                     <m:math name="1745-6150-2-28-i21" xmlns:m="http://www.w3.org/1998/Math/MathML">
                        <m:semantics>
                           <m:mrow>
                              <m:mstyle displaystyle="true">
                                 <m:munderover>
                                    <m:mo>&#8721;</m:mo>
                                    <m:mrow>
                                       <m:mi>r</m:mi>
                                       <m:mo>=</m:mo>
                                       <m:mn>1</m:mn>
                                    </m:mrow>
                                    <m:mi>k</m:mi>
                                 </m:munderover>
                                 <m:mrow>
                                    <m:mstyle displaystyle="true">
                                       <m:munderover>
                                          <m:mo>&#8721;</m:mo>
                                          <m:mrow>
                                             <m:mi>s</m:mi>
                                             <m:mo>=</m:mo>
                                             <m:mn>1</m:mn>
                                          </m:mrow>
                                          <m:mi>k</m:mi>
                                       </m:munderover>
                                       <m:mrow>
                                          <m:msub>
                                             <m:mi>p</m:mi>
                                             <m:mi>r</m:mi>
                                          </m:msub>
                                          <m:msub>
                                             <m:mi>p</m:mi>
                                             <m:mi>s</m:mi>
                                          </m:msub>
                                          <m:mo>=</m:mo>
                                          <m:mn>1</m:mn>
                                       </m:mrow>
                                    </m:mstyle>
                                 </m:mrow>
                              </m:mstyle>
                              <m:mo>,</m:mo>
                           </m:mrow>
                           <m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xI8qiVKYPFjYdHaVhbbf9v8qqaqFr0xc9vqFj0dXdbba91qpepeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=xc9adbaqaaeGacaGaaiaabeqaaeqabiWaaaGcbaWaaabCaeaadaaeWbqaaiabdchaWnaaBaaaleaacqWGYbGCaeqaaOGaemiCaa3aaSbaaSqaaiabdohaZbqabaGccqGH9aqpcqaIXaqmaSqaaiabdohaZjabg2da9iabigdaXaqaaiabdUgaRbqdcqGHris5aaWcbaGaemOCaiNaeyypa0JaeGymaedabaGaem4AaSganiabggHiLdGccqGGSaalaaa@4325@</m:annotation>
                        </m:semantics>
                     </m:math>
                  </display-formula>
               </p>
               <p>from (8) we obtain the formula</p>
               <p>
                  <display-formula id="M9">
                     <m:math name="1745-6150-2-28-i22" xmlns:m="http://www.w3.org/1998/Math/MathML">
                        <m:semantics>
                           <m:mrow>
                              <m:mo stretchy="false">(</m:mo>
                              <m:msubsup>
                                 <m:mi>&#963;</m:mi>
                                 <m:mi>&#957;</m:mi>
                                 <m:mn>2</m:mn>
                              </m:msubsup>
                              <m:mo>&#8722;</m:mo>
                              <m:mi mathvariant="double-struck">E</m:mi>
                              <m:mi>&#957;</m:mi>
                              <m:mo stretchy="false">)</m:mo>
                              <m:mo stretchy="false">(</m:mo>
                              <m:mn>1</m:mn>
                              <m:mo>&#8722;</m:mo>
                              <m:mstyle displaystyle="true">
                                 <m:munderover>
                                    <m:mo>&#8721;</m:mo>
                                    <m:mrow>
                                       <m:mi>j</m:mi>
                                       <m:mo>=</m:mo>
                                       <m:mn>1</m:mn>
                                    </m:mrow>
                                    <m:mi>k</m:mi>
                                 </m:munderover>
                                 <m:mrow>
                                    <m:msubsup>
                                       <m:mi>p</m:mi>
                                       <m:mi>j</m:mi>
                                       <m:mn>2</m:mn>
                                    </m:msubsup>
                                 </m:mrow>
                              </m:mstyle>
                              <m:mo stretchy="false">)</m:mo>
                              <m:mo>=</m:mo>
                              <m:mstyle displaystyle="true">
                                 <m:munder>
                                    <m:mo>&#8721;</m:mo>
                                    <m:mrow>
                                       <m:mi>r</m:mi>
                                       <m:mo>&#8800;</m:mo>
                                       <m:mi>s</m:mi>
                                    </m:mrow>
                                 </m:munder>
                                 <m:mrow>
                                    <m:mtext>Cov</m:mtext>
                                    <m:mo stretchy="false">(</m:mo>
                                    <m:msub>
                                       <m:mi>Z</m:mi>
                                       <m:mi>r</m:mi>
                                    </m:msub>
                                    <m:mo>,</m:mo>
                                    <m:msub>
                                       <m:mi>Z</m:mi>
                                       <m:mi>s</m:mi>
                                    </m:msub>
                                    <m:mo stretchy="false">)</m:mo>
                                 </m:mrow>
                              </m:mstyle>
                              <m:mo>.</m:mo>
                           </m:mrow>
                           <m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xI8qiVKYPFjYdHaVhbbf9v8qqaqFr0xc9vqFj0dXdbba91qpepeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=xc9adbaqaaeGacaGaaiaabeqaaeqabiWaaaGcbaGaeiikaGccciGae83Wdm3aa0baaSqaaiab=17aUbqaaiabikdaYaaakiabgkHiTmrr1ngBPrwtHrhAYaqeguuDJXwAKbstHrhAGq1DVbaceaGae4hHWxKae8xVd4MaeiykaKIaeiikaGIaeGymaeJaeyOeI0YaaabCaeaacqWGWbaCdaqhaaWcbaGaemOAaOgabaGaeGOmaidaaaqaaiabdQgaQjabg2da9iabigdaXaqaaiabdUgaRbqdcqGHris5aOGaeiykaKIaeyypa0ZaaabuaeaacqqGdbWqcqqGVbWBcqqG2bGDcqGGOaakcqWGAbGwdaWgaaWcbaGaemOCaihabeaakiabcYcaSiabdQfaAnaaBaaaleaacqWGZbWCaeqaaOGaeiykaKcaleaacqWGYbGCcqGHGjsUcqWGZbWCaeqaniabggHiLdGccqGGUaGlaaa@6452@</m:annotation>
                        </m:semantics>
                     </m:math>
                  </display-formula>
               </p>
               <p>Note that the right-hand side of formula (9) can be estimated from observed expression measures. Minimizing <inline-formula><m:math name="1745-6150-2-28-i23" xmlns:m="http://www.w3.org/1998/Math/MathML"><m:semantics><m:mrow><m:mstyle displaystyle="true"><m:msubsup><m:mo>&#8721;</m:mo><m:mrow><m:mi>j</m:mi><m:mo>=</m:mo><m:mn>1</m:mn></m:mrow><m:mi>k</m:mi></m:msubsup><m:mrow><m:msubsup><m:mi>p</m:mi><m:mi>j</m:mi><m:mn>2</m:mn></m:msubsup></m:mrow></m:mstyle></m:mrow><m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xH8viVGI8Gi=hEeeu0xXdbba9frFj0xb9qqpG0dXdb9aspeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=xc9adbaqaaeGacaGaaiaabeqaaeqabiWaaaGcbaWaaabmaeaacqWGWbaCdaqhaaWcbaGaemOAaOgabaGaeGOmaidaaaqaaiabdQgaQjabg2da9iabigdaXaqaaiabdUgaRbqdcqGHris5aaaa@3661@</m:annotation></m:semantics></m:math></inline-formula> with respect to <it>p</it><sub><it>j </it></sub>under the constraint <inline-formula><m:math name="1745-6150-2-28-i24" xmlns:m="http://www.w3.org/1998/Math/MathML"><m:semantics><m:mrow><m:mstyle displaystyle="true"><m:msubsup><m:mo>&#8721;</m:mo><m:mrow><m:mi>j</m:mi><m:mo>=</m:mo><m:mn>1</m:mn></m:mrow><m:mi>k</m:mi></m:msubsup><m:mrow><m:msub><m:mi>p</m:mi><m:mi>j</m:mi></m:msub><m:mo>=</m:mo><m:mn>1</m:mn></m:mrow></m:mstyle></m:mrow><m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xH8viVGI8Gi=hEeeu0xXdbba9frFj0xb9qqpG0dXdb9aspeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=xc9adbaqaaeGacaGaaiaabeqaaeqabiWaaaGcbaWaaabmaeaacqWGWbaCdaWgaaWcbaGaemOAaOgabeaakiabg2da9iabigdaXaWcbaGaemOAaOMaeyypa0JaeGymaedabaGaem4AaSganiabggHiLdaaaa@3779@</m:annotation></m:semantics></m:math></inline-formula>, we have</p>
               <p>
                  <display-formula id="M10">
                     <m:math name="1745-6150-2-28-i25" xmlns:m="http://www.w3.org/1998/Math/MathML">
                        <m:semantics>
                           <m:mrow>
                              <m:msubsup>
                                 <m:mi>&#963;</m:mi>
                                 <m:mi>&#957;</m:mi>
                                 <m:mn>2</m:mn>
                              </m:msubsup>
                              <m:mo>&#8722;</m:mo>
                              <m:mi mathvariant="double-struck">E</m:mi>
                              <m:mi>&#957;</m:mi>
                              <m:mo>&#8805;</m:mo>
                              <m:mfrac>
                                 <m:mi>k</m:mi>
                                 <m:mrow>
                                    <m:mi>k</m:mi>
                                    <m:mo>&#8722;</m:mo>
                                    <m:mn>1</m:mn>
                                 </m:mrow>
                              </m:mfrac>
                              <m:mstyle displaystyle="true">
                                 <m:munder>
                                    <m:mo>&#8721;</m:mo>
                                    <m:mrow>
                                       <m:mi>r</m:mi>
                                       <m:mo>&#8800;</m:mo>
                                       <m:mi>s</m:mi>
                                    </m:mrow>
                                 </m:munder>
                                 <m:mrow>
                                    <m:mtext>Cov</m:mtext>
                                 </m:mrow>
                              </m:mstyle>
                              <m:mo stretchy="false">(</m:mo>
                              <m:msub>
                                 <m:mi>Z</m:mi>
                                 <m:mi>r</m:mi>
                              </m:msub>
                              <m:mo>,</m:mo>
                              <m:msub>
                                 <m:mi>Z</m:mi>
                                 <m:mi>s</m:mi>
                              </m:msub>
                              <m:mo stretchy="false">)</m:mo>
                              <m:mo>&#8805;</m:mo>
                              <m:mstyle displaystyle="true">
                                 <m:munder>
                                    <m:mo>&#8721;</m:mo>
                                    <m:mrow>
                                       <m:mi>r</m:mi>
                                       <m:mo>&#8800;</m:mo>
                                       <m:mi>s</m:mi>
                                    </m:mrow>
                                 </m:munder>
                                 <m:mrow>
                                    <m:mtext>Cov</m:mtext>
                                    <m:mo stretchy="false">(</m:mo>
                                    <m:msub>
                                       <m:mi>Z</m:mi>
                                       <m:mi>r</m:mi>
                                    </m:msub>
                                    <m:mo>,</m:mo>
                                    <m:msub>
                                       <m:mi>Z</m:mi>
                                       <m:mi>s</m:mi>
                                    </m:msub>
                                    <m:mo stretchy="false">)</m:mo>
                                 </m:mrow>
                              </m:mstyle>
                              <m:mo>=</m:mo>
                              <m:mi>&#947;</m:mi>
                              <m:mo>.</m:mo>
                           </m:mrow>
                           <m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xI8qiVKYPFjYdHaVhbbf9v8qqaqFr0xc9vqFj0dXdbba91qpepeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=xc9adbaqaaeGacaGaaiaabeqaaeqabiWaaaGcbaacciGae83Wdm3aa0baaSqaaiab=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@7111@</m:annotation>
                        </m:semantics>
                     </m:math>
                  </display-formula>
               </p>
               <p>The latter inequality allows us to estimate a lower bound for <inline-formula><m:math name="1745-6150-2-28-i26" xmlns:m="http://www.w3.org/1998/Math/MathML"><m:semantics><m:mrow><m:msubsup><m:mi>&#963;</m:mi><m:mi>&#957;</m:mi><m:mn>2</m:mn></m:msubsup><m:mo>&#8722;</m:mo><m:mi mathvariant="double-struck">E</m:mi><m:mi>&#957;</m:mi></m:mrow><m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xH8viVGI8Gi=hEeeu0xXdbba9frFj0xb9qqpG0dXdb9aspeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=xc9adbaqaaeGacaGaaiaabeqaaeqabiWaaaGcbaacciGae83Wdm3aa0baaSqaaiab=17aUbqaaiabikdaYaaakiabgkHiTmrr1ngBPrwtHrhAYaqeguuDJXwAKbstHrhAGq1DVbaceaGae4hHWxKae8xVd4gaaa@3EF8@</m:annotation></m:semantics></m:math></inline-formula>.</p>
               <p>To use inequality (10), one needs to compute covariances for all gene pairs. For the GeneChip HG_U133A, this means conducting such computations for all pairs formed from 12340 genes, which is computationally prohibitive. For this reason, we used the St. Jude Hospital Children's Research Hospital Database produced with U95 arrays <abbrgrp><abbr bid="B17">17</abbr></abbrgrp>. Specifically, we used a subset of data that reports expression levels of <it>k </it>= 7084 genes in <it>n </it>= 79 patients with childhood leukemia (TELL type). In this data set, probe sets with dubious definitions <abbrgrp><abbr bid="B18">18</abbr></abbrgrp> were removed using the custom CDF file from <abbrgrp><abbr bid="B19">19</abbr></abbrgrp>, which gives reason for us to believe that our analysis refers predominantly to "good" probe sets. The estimated value of the lower bound <it>&#947; </it>in inequality (10) for these probe sets is <inline-formula><m:math name="1745-6150-2-28-i27" xmlns:m="http://www.w3.org/1998/Math/MathML"><m:semantics><m:mover accent="true"><m:mi>&#947;</m:mi><m:mo>^</m:mo></m:mover><m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xH8viVGI8Gi=hEeeu0xXdbba9frFj0xb9qqpG0dXdb9aspeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=xc9adbaqaaeGacaGaaiaabeqaaeqabiWaaaGcbaacciGaf83SdCMbaKaaaaa@2D91@</m:annotation></m:semantics></m:math></inline-formula> = 8.74 &#215; 10<sup>11</sup>.</p>
               <p>There are two ways of interpreting the estimate <inline-formula><m:math name="1745-6150-2-28-i27" xmlns:m="http://www.w3.org/1998/Math/MathML"><m:semantics><m:mover accent="true"><m:mi>&#947;</m:mi><m:mo>^</m:mo></m:mover><m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xH8viVGI8Gi=hEeeu0xXdbba9frFj0xb9qqpG0dXdb9aspeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=xc9adbaqaaeGacaGaaiaabeqaaeqabiWaaaGcbaacciGaf83SdCMbaKaaaaa@2D91@</m:annotation></m:semantics></m:math></inline-formula> resulted from our analysis. First, we proceed from the obvious inequality: <inline-formula><m:math name="1745-6150-2-28-i28" xmlns:m="http://www.w3.org/1998/Math/MathML"><m:semantics><m:mrow><m:msubsup><m:mi>&#963;</m:mi><m:mi>&#957;</m:mi><m:mn>2</m:mn></m:msubsup><m:mo>></m:mo><m:mn>8.74</m:mn><m:mo>&#215;</m:mo><m:msup><m:mrow><m:mn>10</m:mn></m:mrow><m:mrow><m:mn>11</m:mn></m:mrow></m:msup></m:mrow><m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xH8viVGI8Gi=hEeeu0xXdbba9frFj0xb9qqpG0dXdb9aspeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=xc9adbaqaaeGacaGaaiaabeqaaeqabiWaaaGcbaacciGae83Wdm3aa0baaSqaaiab=17aUbqaaiabikdaYaaakiabg6da+iabiIda4iabc6caUiabiEda3iabisda0iabgEna0kabigdaXiabicdaWmaaCaaaleqabaGaeGymaeJaeGymaedaaaaa@3B57@</m:annotation></m:semantics></m:math></inline-formula>. The average (across genes) variance of gene expression levels in this data set is 3.5 &#215; 10<sup>4</sup>, which is at least seven orders of magnitude lower than that of the common transcript given by the above inequality. This huge variance of <it>&#957; </it>seems quite implausible if the common transcript is thought of as being produced by one of the typical protein-encoding genes such as those that are measured by the standard microarray technology. Second, we can gain some insight into the magnitude of the mean value of <it>&#957;</it>. Introducing the notation <it>&#956; </it>= <inline-formula><m:math name="1745-6150-2-28-i4" xmlns:m="http://www.w3.org/1998/Math/MathML"><m:semantics><m:mi mathvariant="double-struck">E</m:mi><m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xH8viVGI8Gi=hEeeu0xXdbba9frFj0xb9qqpG0dXdb9aspeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=xc9adbaqaaeGacaGaaiaabeqaaeqabiWaaaGcbaWefv3ySLgznfgDOjdaryqr1ngBPrginfgDObcv39gaiqaacqWFecFraaa@37B3@</m:annotation></m:semantics></m:math></inline-formula><it>&#957;</it>, we represent inequality (11) in the form</p>
               <p>
                  <display-formula id="M11">
                     <m:math name="1745-6150-2-28-i29" xmlns:m="http://www.w3.org/1998/Math/MathML">
                        <m:semantics>
                           <m:mrow>
                              <m:msubsup>
                                 <m:mi>v</m:mi>
                                 <m:mi>&#957;</m:mi>
                                 <m:mn>2</m:mn>
                              </m:msubsup>
                              <m:msup>
                                 <m:mi>&#956;</m:mi>
                                 <m:mn>2</m:mn>
                              </m:msup>
                              <m:mo>&#8722;</m:mo>
                              <m:mi>&#956;</m:mi>
                              <m:mo>&#8805;</m:mo>
                              <m:mfrac>
                                 <m:mi>k</m:mi>
                                 <m:mrow>
                                    <m:mi>k</m:mi>
                                    <m:mo>&#8722;</m:mo>
                                    <m:mn>1</m:mn>
                                 </m:mrow>
                              </m:mfrac>
                              <m:mstyle displaystyle="true">
                                 <m:munder>
                                    <m:mo>&#8721;</m:mo>
                                    <m:mrow>
                                       <m:mi>r</m:mi>
                                       <m:mo>&#8800;</m:mo>
                                       <m:mi>s</m:mi>
                                    </m:mrow>
                                 </m:munder>
                                 <m:mrow>
                                    <m:mtext>Cov</m:mtext>
                                    <m:mo stretchy="false">(</m:mo>
                                    <m:msub>
                                       <m:mi>Z</m:mi>
                                       <m:mi>r</m:mi>
                                    </m:msub>
                                    <m:mo>,</m:mo>
                                    <m:msub>
                                       <m:mi>Z</m:mi>
                                       <m:mi>s</m:mi>
                                    </m:msub>
                                    <m:mo stretchy="false">)</m:mo>
                                    <m:mo>&#8805;</m:mo>
                                    <m:mstyle displaystyle="true">
                                       <m:munder>
                                          <m:mo>&#8721;</m:mo>
                                          <m:mrow>
                                             <m:mi>r</m:mi>
                                             <m:mo>&#8800;</m:mo>
                                             <m:mi>s</m:mi>
                                          </m:mrow>
                                       </m:munder>
                                       <m:mrow>
                                          <m:mtext>Cov</m:mtext>
                                          <m:mo stretchy="false">(</m:mo>
                                          <m:msub>
                                             <m:mi>Z</m:mi>
                                             <m:mi>r</m:mi>
                                          </m:msub>
                                          <m:mo>,</m:mo>
                                          <m:msub>
                                             <m:mi>Z</m:mi>
                                             <m:mi>s</m:mi>
                                          </m:msub>
                                          <m:mo stretchy="false">)</m:mo>
                                       </m:mrow>
                                    </m:mstyle>
                                 </m:mrow>
                              </m:mstyle>
                              <m:mo>,</m:mo>
                           </m:mrow>
                           <m:annotation encoding="MathType-MTEF">
 MathType@MTEF@5@5@+=feaafiart1ev1aaatCvAUfKttLearuWrP9MDH5MBPbIqV92AaeXatLxBI9gBaebbnrfifHhDYfgasaacPC6xNi=xI8qiVKYPFjYdHaVhbbf9v8qqaqFr0xc9vqFj0dXdbba91qpepeI8k8fiI+fsY=rqGqVepae9pg0db9vqaiVgFr0xfr=xfr=xc9adbaqaaeGacaGaaiaabeqaaeqabiWaaaGcbaGaemODay3aa0baaSqaaGGaciab=17aUbqaaiabikdaYaaakiab=X7aTnaaCaaaleqabaGaeGOmaidaaOGaeyOeI0Iae8hVd0MaeyyzImBcfa4aaSaaaeaacqWGRbWAaeaacqWGRbWAcqGHsislcqaIXaqmaaWaaabuaeaacqqGdbWqcqqGVbWBcqqG2bGDcqGGOaakcqWGAbGwdaWgaaqaaiabdkhaYbqabaGaeiilaWIaemOwaO1aaSbaaeaacqWGZbWCaeqaaiabcMcaPiabgwMiZoaaqafabaGaee4qamKaee4Ba8MaeeODayNaeiikaGIaemOwaO1aaSbaaeaacqWGYbGCaeqaaiabcYcaSiabdQfaAnaaBaaabaGaem4CamhabeaacqGGPaqkaeaacqWGYbGCcqGHGjsUcqWGZbWCaeqacqGHris5aaqaaiabdkhaYjabgcMi5kabdohaZbqabiabggHiLdGaeiilaWcaaa@6515@</m:annotation>
                        </m:semantics>
                     </m:math>
                  </display-formula>
               </p>
               <p>where <it>v </it>= <it>&#963;</it><sub><it>&#957;</it></sub>/<it>&#956; </it>is the variation coefficient of the r.v. <it>&#957;</it>. Figure <figr fid="F4">4</figr> displays the histogram of variation coefficients in the TELL data. The histogram is extremely narrow, indicating that the variation coefficient is effectively constant across genes. The same fact was documented by Wu and Irizarry <abbrgrp><abbr bid="B20">20</abbr></abbrgrp>. In the TELL data set, the mean variation coefficient is equal to 0.235. Using this value as an estimate of <it>v </it>and solving the quadratic inequality (11) with respect to <it>&#956;</it>, we have <it>&#956; </it>> 3.98 &#215; 10<sup>6</sup>. This lower bound for <it>&#956; </it>is quite close to the mean total expression, i.e., the sum of the mean values of all gene expressions, the latter being equal to 4.22 &#215; 10<sup>6</sup>.</p>
               <fig id="F4">
                  <title>
                     <p>Figure 4</p>
                  </title>
                  <caption>
                     <p>Variation coefficients for gene expression levels in the TELL data set</p>
                  </caption>
                  <text>
                     <p>Variation coefficients for gene expression levels in the TELL data set.</p>
                  </text>
                  <graphic file="1745-6150-2-28-4"/>
               </fig>
               <p>The unrealistically huge mean and variance of the hypothetical common transcript targeted by multiple probe sets make it very unlikely that a massive cross-hybridization manifests itself at the probe set level. Put another way, if such a putative transcript exists and induces the observed long-range correlation between gene expression signals by binding to multiple probe sets, it cannot be a typical protein-encoding transcript, irrespective of whether its affinity to the probe sets is high or low. Nor can the random technical noise cause this kind of correlation between gene expression levels as follows from our analysis of the MAQC data <abbrgrp><abbr bid="B2">2</abbr></abbrgrp>. This leads us to conclude that the observed correlation structure of microarray data is of a biological nature. There are several conceivable biological causes of correlations between gene expression signals such as regulatory processes engaged in gene function, composite cellular make-up of tissues, and latent heterogeneity of subjects. We see no way to estimate their contributions from microarray data because of identifiability problems.</p>
               <p><it>Remark 2</it>. Regulatory interactions between genes participating in biochemical pathways or networks may (or may not) cause only a short-range correlation or the so-called clumpy dependence <abbrgrp><abbr bid="B21">21</abbr></abbrgrp>. Superimposed on this causal dependence are the effects caused by different species of noncoding RNA implicated in regulation of large sets of genes. The global term "noncoding RNA" (ncRNA) refers to a large class of transcripts that do not encode a protein product. An important subclass of functional ncRNAs is represented by microRNAs (miRNAs). These small, typically 21-25nt long, transcripts have been subject of intense studies in recent years. Using either miRNA transfection into cultured cells <abbrgrp><abbr bid="B22">22</abbr></abbrgrp> or miRNA antagonists <it>in vivo </it><abbrgrp><abbr bid="B23">23</abbr></abbrgrp>, it has been shown that a particular miRNA may affect hundreds of genes by interfering with their transcripts. This is a large-scale effect but it is still doubtful whether the observed long-range correlation between gene expression levels, involving thousands of genes, can be exhaustively explained by this mechanism. The two major modes of miRNA action are mRNA cleavage and translational inhibition. In the latter case, all untranslated mRNAs are eventually fated to degradation as well. While there is some similarity between such effects and those of cross-hybridization (binding to a common transcript), they call for a different stochastic model that would allow for the cognate mRNA degradation. Nevertheless, it is interesting to see whether the expression levels of miRNA are subject to a much higher variation than those mRNAs presented in Figure <figr fid="F4">4</figr>. Figure <figr fid="F5">5</figr> displays variation coefficients of expression levels for different miRNA in SKBr3 breast cancer cells (untreated controls, <it>n </it>= 38) produced by spotted oligonucleotide microarrays. The data were retrieved from the Gene Expression Omnibus Database (see <abbrgrp><abbr bid="B24">24</abbr></abbrgrp>, GSE3798). It is clear that some classes of miRNA are much more variable than any of the protein-coding mRNAs in Figure <figr fid="F4">4</figr>, despite the fact that the inter-sample variability is generally expected to be lower <it>in vitro </it>than <it>in vivo</it>. This suggests that, when trying to explain the nature of long-range correlations in gene expression data involving gigantic sets of genes, one should look more closely at the "dark matter" of ncRNAs and confounding effects caused by heterogeneity of biological tissues or/and subjects <abbrgrp><abbr bid="B13">13</abbr><abbr bid="B14">14</abbr><abbr bid="B25">25</abbr></abbrgrp> rather than at technical flaws of microarray technology.</p>
               <fig id="F5">
                  <title>
                     <p>Figure 5</p>
                  </title>
                  <caption>
                     <p>Variation coefficients for expression levels of miRNAs in SKBr3 breast cancer cells</p>
                  </caption>
                  <text>
                     <p>Variation coefficients for expression levels of miRNAs in SKBr3 breast cancer cells.</p>
                  </text>
                  <graphic file="1745-6150-2-28-5"/>
               </fig>
               <p>The above characteristics of the putative common transcript were obtained from a set of 7084 genes. It is conceivable that numerous genes outside of this set may also contribute to the effect of cross-hybridization even if they are not physically present on the array. The question arises as to whether our estimates can be extrapolated to the whole totality of genes. There is no definitive answer to this question. On the one hand, if the covariances between gene expression levels are expected to be predominantly positive, the right hand sides of inequalities (11) and (12) may only increase when additional pairs are formed from the complementary genes. In this special sense, the estimates given by inequalities (10) and (11) are conservative. It is also important that they are independent of specific values of <it>p</it><sub><it>j</it></sub>. On the other hand, it cannot be entirely ruled out that a heretofore unknown gene (probe set) with the above-described peculiar features or a formidable number of negatively correlated gene