We note that the prior we investigated in this work, i.e., the Strawderman-Berger prior on the local marker-specific shrinkage parameter, is only one of the possible choices within the class of continuous shrinkage priors, which includes the normal-gamma prior29,30, the normal-inverse-gaussian prior29, the generalized t (generalized double Pareto) prior31,32, and the normal-exponential-gamma prior33,34, among others. In addition, most frequentist regularization procedures, such as LASSO, elastic net and bridge regression, have a Bayesian counterpart that can be represented as global-local scale mixtures priors in combination with posterior mode inferences. Each of these priors uses a different continuous mixing density to produce a different marginal prior on the SNP effect sizes. These alternatives may perform equally well or better than the Strawderman-Berger prior for certain genetic architectures. However, we found that as long as the prior on the effect sizes places a sizable amount of mass around zero and has heavier-than-exponential tails, variation in the shape of the prior does not seem to have a large impact on prediction accuracy. Therefore, we believe that the primary gain of PRS-CS over existing methods
