These are some articles that show that increases in the dietary cholesterol intakes of animals can influence the animals' brain functions or behaviors or neurotransmission in the brain or cognitive functioning, etc. (some of these articles purport to show positive or beneficial effects of cholesterol intake) [Dufour et al., 2006: (http://www.ncbi.nlm.nih.gov/pubmed/16814755); Schreurs et al., 2007a: (http://www.ncbi.nlm.nih.gov/pubmed/17539481); Schreuers et al., 2007b: (http://www.ncbi.nlm.nih.gov/pubmed/18019398); Kanat et al., 2007: (http://www.ncbi.nlm.nih.gov/pubmed/17234355); Micale et al., 2008: (http://www.ncbi.nlm.nih.gov/pubmed/18222653); Li et al., 2008: (http://www.ncbi.nlm.nih.gov/pubmed/18972185); Pond, 2003: (http://www.ingentaconnect.com/content/tandf/gctb/2003/00000008/00000001/art00002); Pond et al., 2008: (http://jn.nutrition.org/cgi/content/full/138/2/282)(http://www.ncbi.nlm.nih.gov/pubmed/18203892); Boleman et al., 1998: (http://jn.nutrition.org/cgi/content/full/128/12/2498)(http://www.ncbi.nlm.nih.gov/pubmed/9868199)]. The article by Li et al. (2008) looks interesting and could conceivably relate to the inhibition of the proteasomal degradation of GTP cyclohydrolase I, in response to an increase in cellular cholesterol, but that's not a very thoroughly-developed hypothesis. I can't get the full text of that article, at the moment. Some of those articles used dietary copper supplementation that may be a confounding variable, and I haven't looked at the full texts of those articles by Schreuers et al. yet. The increases in dietary cholesterol could modify brain functioning without producing increases in the (supposedly-minimal) transport of cholesterol from the blood to the brain, as discussed below. This article [Ravnskov, 2003: (http://qjmed.oxfordjournals.org/cgi/content/full/96/12/927?ijkey=172mwKXqzgmtE&keytype=ref)(http://www.ncbi.nlm.nih.gov/pubmed/14631060)] discusses evidence that high total cholesterol levels are protective against infections or damage due to infections.
A general point I'd make is that it's important to try to distinguish among different factors, such as dietary cholesterol vs. de novo cholesterol formation in the liver or other tissues vs. the uptake of lipoprotein-bound cholesterol from the plasma to target tissues, that may be producing a given concentration of serum cholesterol. For example, high dietary cholesterol intakes can increase serum cholesterol but suppress cholesterol formation in the liver and reduce some concentrations of "postsqualene" sterols in the blood. Those effects could produce different effects on mitotic cells, such as lymphocytes, by reducing the availabilities of some of the intermediates in cholesterol biosynthesis (even the availabilities of "presqualene" intermediates). In contrast, a person who has high cholesterol levels and obtains no cholesterol from his or her diet may have higher levels of plasma cholesterol precursors, and this could increase lymphocyte proliferation during infections, etc. But the higher serum cholesterol might also increase the uptake of lipoprotein-bound cholesterol by cells in extrahepatic tissues and thereby suppress de novo cholesterol biosynthesis in the skin and other tissues. That effect would be similar, in the skin or other extrahepatic sites of de novo cholesterol formation, to the the effects of dietary cholesterol on cholesterol formation at extrahepatic sites, but the effects of dietary vs. endogenously-driven hypercholesterolemia (or elevations in cholesterol) would diverge in the liver, as discussed previously.
McNamara (2000) [McNamara, 2000: (http://www.ncbi.nlm.nih.gov/pubmed/11111098)] makes a compelling case that, when the data from association studies are examined by multivariate analysis, cholesterol intake is a surrogate marker for saturated fat intake and that saturated fat intake per se is responsible for the associations of high-fat diets with cardiovascular disease. This tells me that past a certain point, any supposed health benefits of omega-3-fatty-acid-containing eggs would be expected to be offset and ultimately negated by the effects of the excessive increase in fat intake from the eggs. Teunissen et al. (2003) [Teunissen et al., 2003: (http://arno.unimaas.nl/show.cgi?fid=4701)(http://www.ncbi.nlm.nih.gov/pubmed/12493560)] found that the serum concentrations of lathosterol and lanosterol were negatively correlated with cognitive functioning, and the authors attributed the elevations in those cholesterol precursors to higher rates of de novo cholesterol formation in the liver. Dietary cholesterol could conceivably decrease the levels of those or other plasma cholesterol precursors (by suppressing de novo cholesterol biosynthesis), but dietary cholesterol could also worsen atherosclerosis, past a certain point. In any case, these articles are interesting, but one would obviously want to talk with one's doctor before doing anything. Cholesterol metabolism is very complex, and it's difficult to predict, with any degree of certainty, the effects, on the brain, of any changes in cholesterol intake or transport.
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