The data-driven covariance matrix with largest mash weight is shown in Fig. 3 (34% weight). This covariance matrix captures several important features: (i) effects are positively correlated among all tissues; (ii) the brain tissues—and, to a lesser extent, testis and pituitary—are particularly strongly correlated with one another, and less correlated with other tissues; (iii) effects in whole blood tend to be less correlated with other tissues. Many other data-driven covariance matrices estimated by mash also have positive correlations among all tissues and/or highlight heterogeneity between brain tissues and other tissues, confirming these as common features of these data (Supplementary Fig. 2). Other components capture less prevalent patterns, such as effects that are appreciably stronger in one tissue (e.g., Supplementary Fig. 2b).
