High Dimensional Bayesian Mediation Analysis

Perform mediation analysis in the presence of high-dimensional mediators based on the potential outcome framework. Bayesian Mediation Analysis (BAMA), developed by Song et al (2018) , relies on two Bayesian sparse linear mixed models to simultaneously analyze a relatively large number of mediators for a continuous exposure and outcome assuming a small number of mediators are truly active. This sparsity assumption also allows the extension of univariate mediator analysis by casting the identification of active mediators as a variable selection problem and applying Bayesian methods with continuous shrinkage priors on the effects.