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Chunk #29 — 3 Shotgun stochastic search — 3.1 Computational implementation

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FINEMAP: efficient variable selection using summary data from genome-wide association studies.
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Computing p∗(γ|y,X) requires a Cholesky decomposition with complexity O(k3) that is fast when K<<m. Importantly, each unnormalized posterior probability remains fixed throughout the algorithm. This means that we can use a hash table (std::unordered_map in C ++) to avoid recomputing p∗(γ|y,X) when already-evaluated configurations appear in another neighborhood. Inserting to and retrieving from the hash table requires constant time on average. Hash table lookups reduce the dominant computational cost of the algorithm: exploring the vast space of causal configurations. This renders SSS computational efficient because it traverses the space of causal configurations by moving back and forth to configurations with high posterior probability and overlapping neighborhoods.