scholarly journals Bayesian variable selection using partially observed categorical prior information in fine‐mapping association studies

Author(s):  
Abdulaziz A. Alenazi ◽  
Angela Cox ◽  
Miguel Juarez ◽  
Wei‐Yu Lin ◽  
Kevin Walters
2019 ◽  
Vol 5 (1) ◽  
Author(s):  
Benazir Rowe ◽  
Xiangning Chen ◽  
Zuoheng Wang ◽  
Jingchun Chen ◽  
Amei Amei

AbstractGenome-wide association studies (GWAS) have identified over 100 loci associated with schizophrenia. Most of these studies test genetic variants for association one at a time. In this study, we performed GWAS of the molecular genetics of schizophrenia (MGS) dataset with 5334 subjects using multivariate Bayesian variable selection (BVS) method Posterior Inference via Model Averaging and Subset Selection (piMASS) and compared our results with the previous univariate analysis of the MGS dataset. We showed that piMASS can improve the power of detecting schizophrenia-associated SNPs, potentially leading to new discoveries from existing data without increasing the sample size. We tested SNPs in groups to allow for local additive effects and used permutation test to determine statistical significance in order to compare our results with univariate method. The previous univariate analysis of the MGS dataset revealed no genome-wide significant loci. Using the same dataset, we identified a single region that exceeded the genome-wide significance. The result was replicated using an independent Swedish Schizophrenia Case–Control Study (SSCCS) dataset. Based on the SZGR 2.0 database we found 63 SNPs from the best performing regions that are mapped to 27 genes known to be associated with schizophrenia. Overall, we demonstrated that piMASS could discover association signals that otherwise would need a much larger sample size. Our study has important implication that reanalyzing published datasets with BVS methods like piMASS might have more power to discover new risk variants for many diseases without new sample collection, ascertainment, and genotyping.


Author(s):  
Dimitrios P. Louzis

AbstractThis study proposes methods for estimating Bayesian vector autoregressions (VARs) with a (semi-) automatic variable selection and an informative prior on the unconditional mean or steady-state of the system. We show that extant Gibbs sampling methods for Bayesian variable selection can be efficiently extended to incorporate prior beliefs on the steady-state of the economy. Empirical analysis, based on three major US macroeconomic time series, indicates that the out-of-sample forecasting accuracy of a VAR model is considerably improved when it combines both variable selection and steady-state prior information.


2019 ◽  
Author(s):  
Sierra Bainter ◽  
Thomas Granville McCauley ◽  
Tor D Wager ◽  
Elizabeth Reynolds Losin

In this paper we address the problem of selecting important predictors from some larger set of candidate predictors. Standard techniques are limited by lack of power and high false positive rates. A Bayesian variable selection approach used widely in biostatistics, stochastic search variable selection, can be used instead to combat these issues by accounting for uncertainty in the other predictors of the model. In this paper we present Bayesian variable selection to aid researchers facing this common scenario, along with an online application (https://ssvsforpsych.shinyapps.io/ssvsforpsych/) to perform the analysis and visualize the results. Using an application to predict pain ratings, we demonstrate how this approach quickly identifies reliable predictors, even when the set of possible predictors is larger than the sample size. This technique is widely applicable to research questions that may be relatively data-rich, but with limited information or theory to guide variable selection.


2020 ◽  
Vol 21 (1) ◽  
Author(s):  
Matthew D. Koslovsky ◽  
Marina Vannucci

An amendment to this paper has been published and can be accessed via the original article.


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