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January 22, 2026Stat0 citations

An Empirical Bayes Algorithm for Variable Selection With Applications in Genetic Fine‐Mapping

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QDQishi DongXWXuanwu WangXGXingbo Guan

Key Points

  • The aim is to identify causal variants in genetic studies by improving variable selection through a Bayesian framework.
  • Developed a variational EM algorithm for Bayesian variable selection.
  • Utilized empirical Bayes to determine prior inclusion probabilities for features.
  • Implemented an E-step for closed-form updates on effects and noise precision.
  • Maximized the marginal data likelihood in the M-step for SNP inclusion priors.
  • Achieved automatic exclusion of irrelevant SNPs as their weights approached zero.
  • Demonstrated geometric decay of null inclusion weights across iterations.
  • Consistently recovered effect sizes with posterior mass concentrating on true models.
  • Showed competitive performance in simulations regarding accurate posterior inclusion probabilities.

Abstract

ABSTRACT Identifying causal variants within genome‐wide association study loci is challenging due to linkage disequilibrium, multi‐signal architectures, and the need for calibrated uncertainty at a large scale. We formulate fine‐mapping as Bayesian variable selection with binary inclusion indicators and propose a variational EM algorithm that learns feature‐specific prior inclusion probabilities via empirical Bayes (EmpBVS). Our E‐step delivers closed‐form updates for the variational Gaussian factor on effects and the noise precision, while the M‐step updates per‐SNP inclusion priors by maximizing the lower bound of marginal data likelihood. Irrelevant SNPs are shrunk out automatically as their weights contract to zero, yielding threshold‐free selection. We establish a computational sparsity result showing geometric decay of null inclusion weights across iterations, and statistical consistency, where posterior mass concentrates on the true model and variational means consistently recover effect sizes. Simulations and comparative experiments demonstrate accurate posterior inclusion probabilities and credible sets with competitive runtime. Our framework thus preserves automatic relevance learning while providing discrete selections and rigorous guarantees tailored to genetic fine‐mapping.

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Cite This Study

Dong et al. (2026) studied this question.

synapsesocial.com/papers/6971bd6a642b1836717e2242https://doi.org/10.1002/sta4.70142
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