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Statistical Fine-Mapping and Credible Sets · Tutorial 722 of 795

Fine-Mapping a Weak or Null Signal

You will learn to compare weak association evidence with an explicit null model and report both unconditional and conditional posterior probabilities without overstating what the data establish.

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What You'll Learn

  • Define a null configuration and compare its evidence with causal configurations.
  • Calculate posterior probabilities from prior model probabilities and Bayes factors.
  • Distinguish unconditional inclusion probabilities from probabilities conditional on a non-null signal.
  • Interpret Bayes factors near one as weak evidence rather than proof of no effect.
  • Check how prior probability of a signal influences conclusions when evidence is weak.
  • Recognize common reporting and modeling failures in weak-signal fine-mapping.

Why Weak Signals Need an Explicit Null Model

Fine-mapping is often presented as a task of distributing posterior probability among candidate variants. That distribution can be misleading if the analysis presumes that at least one candidate is causal. When the association evidence is weak, the data may not support that presumption: a model in which no variant in the region is causal may remain plausible, or even receive most of the posterior probability.

The key is to keep two questions separate. First, do the data support a causal signal in the region rather than no signal? Second, conditional on a signal being present, which variant or configuration is most supported? A high probability for one variant among causal alternatives does not by itself answer the first question.

Definition: Let \(M_0\) denote the null model in which none of the variants in the region is causal. Let \(M_j\) denote a model in which variant \(j\) is causal, and let \(BF_j\) be its Bayes factor relative to \(M_0\): \(BF_j=P(D\mid M_j)/P(D\mid M_0)\), where \(D\) denotes the observed data. A Bayes factor above 1 favors \(M_j\) over \(M_0\); a Bayes factor below 1 favors \(M_0\) over \(M_j\). The posterior probability of a model depends on both its prior probability and its data evidence.

For clarity, the first calculations below use a model set containing \(M_0\) and one-causal-variant models \(M_1,\ldots,M_m\). These models are mutually exclusive and exhaustive within that simplified model set. The same calculation applies to a richer set of causal configurations, including configurations with multiple causal variants, provided the null configuration is included and the model probabilities are properly defined.

Posterior Probabilities With a Null Configuration

Write \(\pi_0=P(M_0)\) for the prior probability of no causal variant and \(\pi_j=P(M_j)\) for the prior probability of model \(M_j\). The prior probabilities sum to 1. Expressing every model's marginal likelihood relative to the null gives posterior model probabilities by Bayes' rule:

$$ P(M_0\mid D)=\frac{\pi_0}{\pi_0+\sum_{j=1}^{m}\pi_j BF_j}, \qquad P(M_j\mid D)=\frac{\pi_j BF_j}{\pi_0+\sum_{k=1}^{m}\pi_k BF_k}. $$

The denominator is the prior-weighted evidence across all models, with the null model's Bayes factor equal to 1 relative to itself. The unconditional posterior inclusion probability for variant \(j\), in this one-causal-variant model set, is \(P(M_j\mid D)\). The probability that any candidate is causal is \(1-P(M_0\mid D)\).

A different quantity is the probability that variant \(j\) is causal conditional on at least one candidate being causal. In this one-causal-variant setting it is:

$$ P(M_j\mid D,M\ne M_0) =\frac{\pi_j BF_j}{\sum_{k=1}^{m}\pi_k BF_k}. $$

This conditional probability renormalizes away the posterior mass on the null. It describes relative support among non-null models; it does not measure how strongly the data support any causal model over the null. In a multi-causal configuration model, the same principle applies: the unconditional inclusion probability for a variant sums posterior probabilities over all configurations containing that variant, while a conditional inclusion probability additionally conditions on the chosen non-null event.

A Bayes Factor for a Weak Summary Statistic

A simple normal approximation shows why weak association statistics often provide little evidence for a causal effect. Suppose an estimated effect \(b\), with known standard error \(s\), has sampling distribution \(b\mid\beta\sim N(\beta,s^2)\). Under the null, \(\beta=0\). Under the alternative, assign the effect prior \(\beta\sim N(0,W)\), where \(W>0\) is the prior variance. This is a model for one candidate variant; the effect scale and prior must be appropriate to the analysis.

Integrating over the effect prior gives \(b\mid M_1\sim N(0,s^2+W)\), whereas \(b\mid M_0\sim N(0,s^2)\). The ratio of these two normal densities is the Bayes factor for the alternative against the null. Defining \(z=b/s\) and \(r=W/(W+s^2)\), direct division of the densities yields:

$$ BF_{10} =\sqrt{\frac{s^2}{s^2+W}} \exp\left\{\frac{b^2}{2}\left(\frac{1}{s^2}-\frac{1}{s^2+W}\right)\right\} =\sqrt{1-r}\exp\left(\frac{r z^2}{2}\right). $$

This calculation assumes the stated normal sampling model, the specified normal effect prior, and a standard error that is treated as known. A value of \(BF_{10}\) near 1 means the observed estimate has similar marginal likelihood under the alternative and null. It is not a declaration that the effect is exactly zero.

Worked Example: A Weak Statistic and a Small Prior Probability of a Signal

Suppose a candidate variant has \(z=0.70\), and the chosen effect prior gives \(r=0.20\). Assume a prior probability of \(0.10\) for the causal model and \(0.90\) for the null. Calculate the Bayes factor and posterior probabilities.

Using the normal-prior formula, \(BF_{10}=\sqrt{1-0.20}\exp(0.20(0.70)^2/2)\). The exponent is \(0.20(0.49)/2=0.0490\), so \(BF_{10}=\sqrt{0.80}\exp(0.0490)\approx 0.8944(1.0502)=0.9393\). The data therefore favor the null slightly in this comparison, but the Bayes factor is close to 1 and the evidence is weak.

The prior-weighted denominator is \(0.90+0.10(0.9393)=0.99393\). Thus \(P(M_1\mid D)=0.10(0.9393)/0.99393\approx 0.09450\), and \(P(M_0\mid D)=0.90/0.99393\approx 0.9055\).

The posterior probability of a causal model is about 9.45%, not zero. Most posterior probability remains on the null, largely because the prior probability of a signal was 10% and the data supplied little evidence to change it. This is a statement under the stated model and prior, not a conclusion that the biological effect cannot exist.

Worked Comparison Across Candidate Variants

With multiple candidates, weak evidence can still produce a ranking among them. That ranking must be reported alongside the posterior mass assigned to the null. The next example uses Bayes factors directly, so it does not require estimating them from association statistics.

Worked Example: Including the Null in a Three-Variant Analysis

Consider three candidate variants with prior probability \(0.20\) that exactly one is causal and prior probability \(0.80\) that none is causal. Conditional on a causal variant being present, assign each candidate prior probability \(1/3\). Suppose their Bayes factors against the null are \(0.8\), \(1.1\), and \(1.4\). Calculate the posterior probabilities.

The unconditional prior probability of each causal model is \(0.20(1/3)=0.06667\). The prior-weighted evidence denominator is \(0.80+0.06667(0.8+1.1+1.4)=0.80+0.20(1.10)=1.020\). The posterior probability of no causal variant is \(0.80/1.020=0.7843\).

For variant 1, the unconditional posterior probability is \(0.20(1/3)(0.8)/1.020=0.0522876\), or \(0.0523\). For variant 2 it is \(0.20(1/3)(1.1)/1.020=0.0718954\), or \(0.0719\). For variant 3 it is \(0.20(1/3)(1.4)/1.020=0.0915033\), or \(0.0915\). These three probabilities sum to \(0.2157\) up to rounding; together with the null posterior of \(0.7843\), they sum to 1.

Conditional on a causal variant being present, the posterior probabilities are \(0.8/3.3=0.2424\), \(1.1/3.3=0.3333\), and \(1.4/3.3=0.4242\). Thus variant 3 ranks highest among causal alternatives. But its unconditional posterior probability is only \(0.0915\), and the posterior probability of any causal candidate is \(1-0.7843=0.2157\). Reporting only the conditional ranking would conceal the substantial posterior probability on the null.

What Weak Evidence Can and Cannot Establish

A Bayes factor near 1 has a direct interpretation: the data do not materially change the prior odds between the compared models. For a single non-null model, posterior odds equal prior odds multiplied by the Bayes factor. For a collection of causal models, the total non-null evidence is the prior-weighted average of their Bayes factors, conditional on the non-null prior. Consequently, when these Bayes factors are all close to 1, the posterior probability of a signal may be driven mainly by the prior probability assigned to a signal.

This is not a defect in Bayes' rule, but it is a reason to state the prior and the model set. Fine-mapping results can appear decisive if the analysis assigns prior probability zero to the null: in that case the posterior must allocate all probability among causal alternatives, regardless of how weak their evidence is. Conversely, an explicit null with a high prior can retain high posterior probability unless the data provide evidence against it.

The null model is also relative to the analysis. “No causal variant” means no causal variant among the candidates and under the specified model and data assumptions. It does not rule out an unobserved causal variant, a variant outside the analyzed region, model misspecification, or a non-genetic explanation. The posterior answers a comparison among the models that were actually included.

Worked Example: How the Prior Changes a Weak-Signal Conclusion

Use the three Bayes factors \(0.8,1.1,1.4\) from the previous calculation, keep the prior distribution uniform among the three candidates conditional on a signal, and change the prior probability of any signal from \(0.20\) to \(0.05\). Find the posterior probability of any signal and the unconditional probability for variant 3.

The prior probability of the null is now \(0.95\), and each causal model has prior probability \(0.05/3\). The evidence denominator is \(0.95+(0.05/3)(0.8+1.1+1.4)=0.95+0.05(1.10)=1.005\). The posterior probability of any signal is \(0.055/1.005=0.05473\); equivalently, the null posterior is \(0.95/1.005=0.9453\).

Variant 3's unconditional posterior probability is \((0.05/3)(1.4)/1.005=0.02333/1.005\approx 0.02322\). Its conditional probability among non-null models remains \(1.4/3.3=0.4242\), because the relative priors among those three models and their Bayes factors have not changed. The conditional ranking is identical, while the absolute posterior support for a signal and for variant 3 is much smaller.

This comparison illustrates why a conditional fine-mapping distribution cannot substitute for evidence about whether a signal exists. It also shows why results should be interpreted in light of the prior probability of a signal, especially when Bayes factors are modest.

Diagnostics, Alternatives, and Common Pitfalls

Before interpreting a weak-signal result, check that the comparison is internally consistent. Bayes factors must use the same null reference and the same data for the models being compared. The prior probabilities must sum to 1 across the model set, and the null must have positive prior probability if the analysis is intended to assess whether a signal exists. In a configuration analysis, verify that the null configuration is actually included rather than inferred from a set of causal configurations alone.

  • Check the scale of the conclusion. Report posterior probability of any signal and unconditional variant inclusion probabilities, not only a ranking conditional on a signal.
  • Inspect weak-evidence behavior. Bayes factors close to 1 should usually leave posterior odds near the prior odds. A dramatic posterior change calls for checking the arithmetic, priors, and model definitions.
  • Check the candidate set and assumptions. The null is only as meaningful as the alternatives considered. Unmodeled variants, an unsuitable effect prior, or inaccurate LD and summary statistics can undermine the stated model comparison.
  • Do not equate a weak association statistic with evidence of no effect. Weak evidence may reflect limited information, a small effect, or the chosen prior as well as a true null.

An alternative is to report fine-mapping probabilities only conditional on at least one causal variant. This is useful when the scientific question is explicitly “which variant, assuming a signal exists?” It is not an adequate substitute when the goal is to assess whether the region contains a signal. A thresholded association test answers a different question and does not, by itself, provide posterior probabilities over causal configurations. Neither approach should be presented as interchangeable with an explicit Bayesian comparison to the null.

Common mistake: “Variant 3 has the largest conditional posterior, so the data establish that it is causal.” This reasoning confuses a relative ranking among non-null alternatives with absolute evidence for a causal signal. The correction is to state both quantities: in the three-variant example, variant 3 has conditional probability \(0.4242\), but unconditional probability \(0.0915\), while the null has probability \(0.7843\).

Key takeaway: When evidence is weak, an explicit null model makes uncertainty about signal existence visible. Report the posterior probability of the null or of any signal, and distinguish unconditional inclusion probabilities from probabilities conditional on a signal being present.

Check Your Understanding

Work through the questions, then compare your reasoning with the solutions.

  1. A null model has prior probability \(0.70\), an alternative has prior probability \(0.30\), and the alternative's Bayes factor against the null is \(0.95\). What is the posterior probability of the alternative?
  2. Three mutually exclusive causal models have prior probability \(0.10/3\) each, the null has prior probability \(0.90\), and their Bayes factors are \(0.5,1.0,2.0\). Calculate the null posterior and the three unconditional causal-model posteriors.
  3. In the preceding question, why is the conditional posterior probability of the third variant not the same as its unconditional posterior probability?
  4. If every causal model has Bayes factor 1 against the null, what happens to posterior model probabilities relative to prior model probabilities?

Solutions. 1. The denominator is \(0.70+0.30(0.95)=0.985\). The alternative posterior is \(0.30(0.95)/0.985=0.2893\). 2. The denominator is \(0.90+(0.10/3)(0.5+1.0+2.0)=1.0167\). The null posterior is \(0.90/1.0167=0.8852\). The causal-model posteriors are \((0.10/3)(0.5)/1.0167=0.01639\), \((0.10/3)(1.0)/1.0167=0.03279\), and \((0.10/3)(2.0)/1.0167=0.06557\). 3. The conditional probability divides the third model's posterior mass by the total posterior mass on all causal models, removing the null mass; the unconditional probability retains that null mass in the denominator. 4. Each model's posterior is proportional to its prior multiplied by 1, so posterior probabilities equal prior probabilities: the data do not shift the model odds.

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