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Chunk #17 — 2 Model — 2.3 Marginal likelihood for γ — 2.3.2 Reducing the complexity from O(m3) to O(k3) — Option 1

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FINEMAP: efficient variable selection using summary data from genome-wide association studies.
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yes

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This derivation differs from the one used by CAVIARBF that is similar to our option 2 below. It also differs from PAINTOR that fixes λ based on the observed z-scores and performs once a Cholesky decomposition of the whole m × m SNP correlation matrix that is used repeatedly in each likelihood evaluation. Note that option 1 cannot be used in case of collinearity among the SNPs, because the correlation matrix R is not invertible if two SNPs are perfectly correlated and is unstable with nearly perfectly correlated SNPs.