Biostatistics (2020) 21, 3, pp.

499–517 DC
doi:10.1093/biostatistics/kxy067
Advance Access publication on December 26, 2018

Bayesian variable selection for multivariate

zero-inflated models: Application to
microbiome count data
KYU HA LEE∗
The Forsyth Institute, 245 First Street, Cambridge, MA 02142, USA and Department of Oral Health
Policy and Epidemiology, Harvard School of Dental Medicine, Boston, MA 02115, USA
klee@forsyth.org
BRENT A. COULL
Department of Biostatistics, Harvard T.H. Chan School of Public Health, 665 Huntington Avenue,
Boston, MA 02115, USA
ANNA-BARBARA MOSCICKI
Department of Pediatrics, David Geffen School of Medicine, University of California Los Angeles, Los
Angeles, CA 10833, USA
BRUCE J. PASTER
The Forsyth Institute, 245 First Street, Cambridge, MA 02142, USA and Department of Oral Medicine,
Infection, and Immunity, Harvard School of Dental Medicine, Boston, MA 02115, USA
JACQUELINE R. STARR
The Forsyth Institute, 245 First Street, Cambridge, MA 02142, USA and Department of Oral Health
Policy and Epidemiology, Harvard School of Dental Medicine, Boston, MA 02115, USA

S UMMARY
Microorganisms play critical roles in human health and disease. They live in diverse communities in
which they interact synergistically or antagonistically. Thus for estimating microbial associations with
clinical covariates, such as treatment effects, joint (multivariate) statistical models are preferred. Multi-
variate models allow one to estimate and exploit complex interdependencies among multiple taxa, yielding
more powerful tests of exposure or treatment effects than application of taxon-specific univariate anal-
yses. Analysis of microbial count data also requires special attention because data commonly exhibit
zero inflation, i.e., more zeros than expected from a standard count distribution. To meet these needs, we
developed a Bayesian variable selection model for multivariate count data with excess zeros that incorpo-
rates information on the covariance structure of the outcomes (counts for multiple taxa), while estimating
associations with the mean levels of these outcomes. Though there has been much work on zero-inflated
models for longitudinal data, little attention has been given to high-dimensional multivariate zero-inflated
data modeled via a general correlation structure. Through simulation, we compared performance of the

∗ To whom correspondence should be addressed.

© The Author 2018. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.
500 K. H. LEE AND OTHERS

proposed method to that of existing univariate approaches, for both the binary (“excess zero”) and count
parts of the model. When outcomes were correlated the proposed variable selection method maintained type
I error while boosting the ability to identify true associations in the binary component of the model. For the
count part of the model, in some scenarios the univariate method had higher power than the multivariate
approach. This higher power was at a cost of a highly inflated false discovery rate not observed with
the proposed multivariate method. We applied the approach to oral microbiome data from the Pediatric
HIV/AIDS Cohort Oral Health Study and identified five (of 44) species associated with HIV infection.

Keywords: Bayesian variable selection; Markov chain Monte Carlo; Microbiome sequencing data; Multivariate
analysis; Zero-inflated models.

1. I NTRODUCTION
The human microbiome plays a critical role in maintaining health and causing both acute and chronic
disease. Microbes live in communities in which multiple species establish synergistic and antagonistic
relationships (Pflughoeft and Versalovic, 2012). These interactions allow some species to thrive and
keep others in check. The complex biological dependencies among taxa demand statistical methods that
account for and exploit this interdependence. There are valid and powerful methods for jointly analyzing
microbiome sequence data as predictors of health outcomes, but there are fewer methodological options for
analyzing microbiome community data as a set of joint endpoints. We specifically address three challenges
that commonly arise in analysis of microbiome sequencing data as responses (dependent variables): excess
zeros, interdependence of the endpoints, and the need for outcome-specific covariate selection.
First, in most human microbiome studies, a large proportion of microbial taxa is absent in the majority
of subjects, leading to many more zero counts for each taxon than expected on the basis of a Poisson,
negative binomial, or Dirichlet-multinomial distribution (e.g., see Supplementary Material A available at
Biostatistics online.) (Chen and Li, 2013). Application of a conventional linear model that uses untrans-
formed or logarithmic-transformed counts is inappropriate for zero-inflated data (Loeys and others, 2012;
Xu and others, 2015). An intuitive approach to analyzing zero-inflated count data is to view the data as
arising from an underlying zero-inflated distribution, which is a mixture of a point mass at zero and a
count distribution, such as Poisson (Lambert, 1992).
Second, as mentioned above, microbiome sequencing data are typically multivariate (joint response)
count data sampled from communities of interdependent species. Naïve application of a univariate, taxon-
by-taxon approach implicitly assumes that counts of each taxon are uncorrelated. Although one could
control for the type I error in this approach, this generally results in loss of power (Breiman and Friedman,
1997; La Rosa and others, 2012). Multivariate non-parametric methods that compare bacterial community
composition between two groups are available (Mantel, 1967; Mantel and Valand, 1970; Anderson, 2001);
these are generally less powerful than regression methods and often do not quantify the magnitude of
group differences. One approach for joint modeling of multivariate microbial sequence count data is
Dirichlet-multinomial regression (Holmes and others, 2012; La Rosa and others, 2012; Chen and Li,
2013; Wadsworth and others, 2017). However, the Dirichlet-multinomial model imposes restrictions
that may misrepresent features of multivariate taxa count data distributions. For example, despite that
relationships among microbial species can be either positively or negatively correlated, the dependence
between Dirichlet variates are always negatively correlated (Aitchison and Ho, 1989; Li, 2015).
Multivariate zero-inflated regression models can address both excess zeros as well as interdependent
responses. Such methods that have been developed to date have been scaled to model only a small
number of interdependent count endpoints, which include bivariate (Arab and others, 2012; Fox, 2013)
and trivariate (Li and others, 1999) zero-inflated Poisson models. In some cases, existing methods have
incorporated a restrictive covariance structure among outcomes, which may not always be appropriate.
Specific examples of such restrictions include zero-inflated models for longitudinal data only with variance
 Bayesian variable selection for multivariate zero-inflated count data 501

components (with no covariance components) (Lee and others, 2006; Hall, 2000; Long and others, 2015),
models with dependence structures specific to spatial-temporal data (Earnest and others, 2007; Fernandes
and others, 2009; Wang and others, 2015a), and models including latent factors that can induce only
positive correlations among outcomes (Neelon and Chung, 2017).
A third impediment to developing and applying a multivariate analysis technique to microbiome data
is that due to having more than one endpoint, there is a large number of potential covariate-endpoint
associations to be modeled. It is well recognized that variable selection helps improve prediction accuracy
and reduce the cost of measurement and storage of future data. The need for variable selection techniques is
well appreciated for high-dimensional covariate data and may be less well known in the context of multiple
outcomes. Although there exist variable selection methods for multivariate normal (MVN) (Brown and
others, 1998; Lee and others, 2017) or multinomial responses (Wadsworth and others, 2017), we know
of no such technique applied to methods for multivariate zero-inflated outcomes.
We have developed multivariate zero-inflated regression models by relaxing requirements regarding the
covariance structure and incorporating a Bayesian variable selection approach. The proposed methods can
be used to identify zero-inflated count outcomes associated with a set of covariates while accounting for
the covariance structure of the outcomes. Since it is implausible that all outcomes are relevant to the same
subset of covariates, we enable the proposed model to perform outcome-specific variable selection, i.e., to
identify exposures or treatments associated with particular outcomes, in this case microbial taxa. Spike-
and-slab approaches have been widely used for Bayesian variable selection (George and McCulloch, 1993,
1997), including for multivariate linear regression problems (Brown and others, 1998; Lee and others,
2017). In this work, we extend the spike-and-slab approach to the context of multivariate zero-inflated data.
We use the newly developed model to analyze data from the Pediatric HIV/AIDS Cohort Oral Health
Study (PHACS). PHACS is an ongoing prospective cohort study at 15 US clinical sites, designed to assess
the health effects of HIV infection and antiretroviral therapy on youth perinatally infected with HIV
(PHIV) compared with exposed but uninfected (PHEU) youth (Alperen and others, 2014; Tassiopoulos
and others, 2016; Starr and others, 2018). The data analyzed were from a cross-sectional study focused on
oral health and the oral microbiome (Moscicki and others, 2016; Ryder and others, 2017). All participants
were exposed to HIV perinatally, the period when they became HIV infected if at all. Emerging from the
womb, it is likely that they began acquiring their oral microbiota at birth and should have had oral
microbiota similar to those of adults by 3 years of age (Mueller and others, 2015; Perez-Muñoz and
others, 2017). Thus, if there is a causal association, the oral bacterial sequences we measured at 10–22
years of age more likely resulted from perinatal HIV infection rather than the reverse. This is why we
treat taxa’s counts as endpoints and HIV as the exposure. The goals of this analysis are (i) to identify taxa
associated with HIV infection; and (ii) to estimate and test the association of HIV infection with counts
of the identified taxa.
The remainder of this article is organized as follows. Section 2 describes the proposed Bayesian
framework, including model formulation and specification of prior distributions. Section 3 describes
results from simulation studies conducted to compare the operating performance of the proposed variable
selection approach versus an existing univariate method. Section 4 describes results from the PHACS data
analysis. In Section 5, we further discuss the method and results.

2. M ETHODS
In this section, we describe the proposed multivariate zero-inflated model, present prior distributions for
model parameters and the variable selection strategy, discuss interpretation of the regression parameters,
and summarize the computational scheme and implementation (see Supplementary Material B available
at Biostatistics online. for a summary of model parameters and C for implementation details).
502 K. H. LEE AND OTHERS

2.1. Model formulations

Suppose that count outcomes Yij are observed for taxon j=1,…,q and subject i=1,…,n. We use an approach
that assumes that Yij follow a multivariate zero-inflated Poisson (MZIP) distribution, which is a mixture
of a Poisson distribution and point mass distribution at zero (I0 ):

Yij ∼ Poisson(λij ), if Uij = 1,

∼ I0 , if Uij = 0, (2.1)

where Uij is an unobservable indicator for the excess zeros for taxon j in subject i, and λij is the mean
of the Poisson distribution. The model implies that some zeros occur through a Poisson process whereas
others represent the impossibility for a given taxon to be observed in some subjects. In practice, regression
analysis based on the MZIP model proceeds by placing structure on λij and P[Uij = 1], specifically as a
function of the covariates and random effects. Toward this, let x i and z i be a vector of px and pz covariates
for the ith subject that will be considered in the model for λij and P[Uij = 1], respectively. With this
formulation it is not necessary for the presence and the count of a taxon to depend on the same set of
covariates.
For the count (Poisson) model part, we consider the following general modeling specification:

log(λij ) = β0j + x 
i β j + log(ξi ) + Vij , (2.2)

where β 0 =(β01 ,…,β0q ) are the outcome-specific intercepts and β j =(βj1 ,…,βjpx ) are the outcome-specific
vectors of fixed-effect regression parameters. The random effects V i = (Vi1 , . . . , Viq ) characterize the
unobserved characteristics that are associated with the mean count for taxon j in subject i and account for
within-subject correlations. The term log(ξi ) is included as an offset variable for settings in which one is
interested in the incidence density λij /ξi . For application to genetic sequence counts, setting ξi to the total
number of sequencing reads accounts for individual variation in sequencing depth.
To account for the dependency structure in the binary part of the model, we adopt a multivariate probit
model (Ashford and Sowden, 1970). Letting Uij =I (wij ≥ 0), with indicator function I (·) , we consider a
MVN distribution for the latent variable wi =(wi1 ,…,wiq ) , with location vector α 0 + A z i and variance-
covariance matrix R. Here, α 0 =(α01 ,…,α0q ) are the intercepts and A is the pz × q coefficient matrix whose
columns are α j =(αj1 , …,αjpz ) , j=1,· · · ,q. Then the probability density function of Uij is given by

wi |α 0 , A, R, z i ∼ MVNq (α 0 + A z i , R). (2.3)

R is restricted to be a correlation matrix to ensure identifiability of all model parameters (Chib and
Greenberg, 1998; Liu, 2001). R measures the dependence between Uij and Uij by using the correlations
among the elements of the vector wi . Let Y , w,  V , and φ denote the collections of Y i , wi , V i , and φi ,
respectively, across all subjects. Let B be the px × q coefficient matrix whose columnsβ j =(βj1 , …,βjpx ) ,
j=1,· · · ,q. Combining (2.1), (2.2), and (2.3), the augmented data likelihood function, as a function of the
unknown parameters ={α 0 , A, β 0 , B, V , R}, is:
   
n 
 q
exp yij log(λij ) − λij
L(Y , w|)
 = I (wij ≥ 0) + I (wij < 0)I (yij = 0)
i=1 j=1
yij !

n  
1 1
× (2π)−q/2 |R|− 2 exp − (wi − α 0 − A z i ) R−1 (wi − α 0 − A z i ) . (2.4)
i=1
2
 Bayesian variable selection for multivariate zero-inflated count data 503

2.2. Prior specification and covariance structure

We complete the Bayesian formulation of the proposed framework by specifying prior distributions for
the unknown parameters. To facilitate outcome-specific variable selection, we adopt spike-and-slab priors
for the regression parameters in both parts of the proposed model. Such a prior has been widely used
in the context of Bayesian stochastic search variable selection (George and McCulloch, 1993, 1997).
Specifically, we assign the following priors for β j and α j :

βj,k |γj,k , σβ,k

2
∼ γj,k Normal(0, vβ,j
2
σβ,k
2
) + (1 − γj,k )I0 and
αj,l |δj,l , σα,l
2
∼ δj,l Normal(0, vα,j
2
σα,l
2
) + (1 − δj,l )I0 , (2.5)

where γ k = (γ1,k , . . . , γq,k ) and δ l = (δ1,l , . . . , δq,l ) , for k = 1, . . . , px , l = 1, . . . , pz , are vectors

of binary latent variables indicating the membership of each regression parameter to one of the mixture
2 2
components in (2.5). vβ,j and vα,j are the hyperparameters to specify. The kth covariate is considered to
be associated with mean counts for the j-th outcome if the data support γj,k = 1 over γj,k = 0. A similar
interpretation holds for δj,k . We use independent Bernoulli hyperpriors for γj,k and δj,l with inclusion
probability ωβ,k and ωα,l , respectively.
As outlined in Section 2.1, the dependence among mean bacterial counts of multiple taxa is accounted for
by the distribution of random effects V i . Specifically, we structure this dependence through a hierarchical
Poisson-logNormal model (Aitchison and Ho, 1989; Fox, 2013), which corresponds to a MVN prior,
V i | V ∼ MVN(0, V ). We use an unstructured covariance pattern for V and R, thus imposing no
specific structure for the dependence among outcomes. Under the unstructured model, we adopt a conjugate
hyperprior, inverse-Wishart(0 , ρ0 ), for V . For R, we use π(R) ∝ |R|−(q+1)/2 , which is the prior for a
correlation matrix based on Jeffreys’ prior distribution for the variance-covariance matrix (Box and Tiao,
2011). In addition, we assign α 0 ∼ MVN(μα0 , σα20 R), where μα0 is the hyperparameter to be specified.
We discuss the desirable properties of the prior distributions for R and α 0 in Supplementary Material C
available at Biostatistics online (Chib and Greenberg, 1998; Liu and Sun, 2000). We assign MVN(μβ0 ,
σβ20 Iq ) for the intercepts β 0 , where μβ0 is the hyperparameter to be specified, and Iq is the q×q identity
matrix. Lastly, we use the conjugate hyperpriors inverse-Gamma(aβ,k , bβ,k ), inverse-Gamma(aα,l , bα,l ),
inverse-Gamma(aβ0 , bβ0 ) and inverse-Gamma(aα0 , bα0 ), for σβ,k 2
, σα,l
2
, σβ20 , and σα20 , respectively.

2.3. Induced marginal incident density ratio

Because the MZIP model is a mixture model, the regression parameters, βj,k , have latent interpretations:
βj,k represents the change in log mean count of taxon j associated with a one-unit increase in the covariate
k, in a susceptible sub-population (Preisser and others, 2012). The relationship between E[Yij |Vij ] and the
parameters from the proposed MZIP model is given by

E[Yij |Vij ] = λij P(Uij = 1) = exp β0j + x  

i β j + log(ξi ) + Vij  α0j + z i α j ,

where (·) is the cumulative distribution function of the standard normal distribution. For models with
log-links and normally distributed random effects such as the one we propose, it is straightforward to
marginalize the conditional expectation over the random effects distribution (Long and others, 2015).
Under a model with x i = z i , the ratio of means for a one-unit increase in covariate k is given by
 
E[Yij |xik = x + 1, x i,(−k) ] E E[Yij |xik = x + 1, x i,(−k) , Vij ]
IDR(x i,(−k) ) = =  
E[Yij |xik = x, x i,(−k) ] E E[Yij |xik = x, x i,(−k) , Vij ]
504 K. H. LEE AND OTHERS

βjk
 α0j + x 
i,(−k) α j,(−k) + (x + 1)αj,k
=e
, (2.6)
 α0j + x  i,(−k) α j,(−k) + xαj,k

where x i,(−k) and α j,(−k) are the vectors x i and α j , respectively, with the k-th element removed. Although we
obtain IDR(x i,(−k) ) by marginalizing E[Yij |Vij , Uij = 1] over the latent mixture distribution and the distri-
bution of random effect Vij , the quantity still depends on the values of other covariates x i,(−k) , which can be
addressed several ways (Preisser and others, 2012). For continuous covariates, one could obtain a covariate-
adjusted IDR(x̄ (−k) ) by either (i) inserting mean values of covariates x i,(−k) , or (ii) assuming specific covari-
ate distributions and marginalizing the quantity over these distributions. For discrete covariates, one could
(iii) empirically marginalize the IDR(x i,(−k) ) over the observed distribution of covariates, or (iv) present
multiple different values for the IDR(x i,(−k) ), one for each category defined by unique covariate profiles.
As has been well described, estimating the variance of measures such as the IDR(x i,(−k) ) in a frequentist
framework would require an extra statistical technique such as bootstrap resampling (Albert and others,
2014). An advantage of the Bayesian paradigm is that estimation of uncertainty for IDR(x i,(−k) ) follows
directly from the variance of its posterior distribution, estimated by evaluating its expression at each scan
of the Markov chain Monte Carlo (MCMC) scheme.

2.4. Markov chain Monte Carlo

We perform estimation and inference for the proposed model by using a Gibbs sampling algorithm to
generate samples from the posterior distribution. In the corresponding MCMC scheme, parameters are
updated either by exploiting conjugacies inherent in the model structure or by using a Metropolis–Hastings
step. However, MCMC is far from straightforward because the joint posterior distribution under the
proposed framework involves (i) the unobserved multivariate latent variables, wi ; (ii) the augmented
data likelihood function based upon the latent mixture distribution; (iii) spike-and-slab mixture priors
for the regression parameters; (iv) a high-dimensional parameter space due to the unstructured pattern
for V and R; and (v) restrictions on the correlation parameters in R. Therefore, we develop an efficient
MCMC sampling scheme based on a data augmentation algorithm (Tanner and Wong, 1987) in which the
computational challenge of high-dimensionality is avoided by iterating between an “imputation step,” in
which values of the unobserved latent variables wi are imputed and updated, and a “posterior step,” in which
the model parameters are updated. In the posterior step, we used a parameter expanded data augmentation
method (Liu, 2001) to update R for computational efficiency (see Supplementary Material C available at
Biostatistics online for detailed description of the proposed computation scheme). We have developed a
series of core functions in C to improve the computation speed, for which we provide the algorithm in
the mBvs package for R (https://cran.r-project.org/web/packages/mBvs). As an example of computational
time, it takes approximately 3 min to generate 10 000 MCMC scans on a 2.5 GHz Intel Core i7 MacBook
Pro for the analysis of the PHACS data (n=254, q=44, px =pz =2).

3. S IMULATION STUDIES
We evaluated the performance of the proposed method on simulated data. We generated data sets under
six scenarios with varying outcome correlation structures and association patterns between a covariate
and the vector of outcomes in the two model parts.

3.1. Set-up and data generation

We generated samples of size n = 300 with q = 20 outcomes and px = pz = 1 covariate under the
proposed model given in (2.1), (2.2), and (2.3). The covariate was generated from Normal(0, 2) and the
intercepts set to α 0 = 1q and β 0 = 5 · 1q . In Scenarios I–III and VI, we varied the scale and sign of the
 Bayesian variable selection for multivariate zero-inflated count data 505

association between the covariate and outcomes in the two model parts by setting B = A =[0.05, 0.10,
0.15, 0.20, 0.25, −0.05, −0.10, −0.15, −0.20, −0.25, 0 10 ]. In Scenario IV, the covariate was associated
with outcomes in only one of the two model parts: B =[0.05, 0.10, 0.15, 0.20, 0.25, 0 15 ] and A =[05 , 0.05,
0.10, 0.15, 0.20, 0.25, 010 ]. We considered the null case in Scenario V by setting all elements of B and A
to zero. We set each variance-covariance matrix V in the count part of the model and R in the binary part
of the model to a correlation matrix with an exchangeable structure with correlation c1 within the block
of the first ten outcomes, an exchangeable structure with correlation c2 within the block of the second 10
outcomes, and a common cross-block correlation of c3 for pairs of outcomes from different blocks. In
Scenarios I, IV, and V, the outcomes associated with the covariate were highly correlated and outcomes
unassociated with the covariate only moderately correlated, (c1 , c2 , c3 )=(0.70, 0.30, 0.20). In Scenario
II, the outcomes associated with the covariate were moderately correlated and the remaining outcomes
weakly correlated, (c1 , c2 , c3 )=(0.40, 0.05, 0.10). In Scenario III, the outcomes associated with the covariate
were weakly correlated and those unassociated with the covariate highly correlated, (c1 , c2 , c3 )=(0.20,
0.70, 0.30). In Scenario VI, each outcome is assumed to follow a univariate zero-inflated Poisson (UZIP)
distribution, indicating (c1 , c2 , c3 )=(0, 0, 0) (independence), and diag( V )=diag(R)=0 (no overdispersion).

3.2. Analyses and specification of hyperparameters

We fit the proposed MZIP model to 600 simulated data sets, 100 under each of the six scenarios. For
comparison purposes in each data set, we also implemented UZIP regression with and without the lasso
penalty by using the pscl (Zeileis and others, 2008) and mpath (Wang and others, 2015b) R packages,
respectively. As outlined in Section 2.2, the proposed Bayesian framework requires the specification of
several hyperparameters. For the intercepts β 0 and α 0 and their variance components σα20 and σβ20 , we
assigned non-informative priors by setting (μβ0 , aβ0 , bβ0 )=(μα0 , aα0 , bα0 )=(0q , 0.7, 0.7). For the regression
parameters, β and α, and their variance components, σα2 and σβ2 , the hyperparameters (vβ,j , aβ,k , bβ,k )=(vα,j ,
aα,l , bα,l ), k = 1, . . . , px , l = 1, . . . , pz , were set to (10, 0.7, 0.7) to make the corresponding priors fairly
non-informative. The hyperparameters ωβ,k = ωα,l were set to either 0.1 or 0.5, implying 0.1 or 0.5 a
priori probability, respectively, of each covariate to be selected as associated with each outcome. Finally,
we set (0 , ρ0 ) = (ψIq , q + ψ + 1) with ψ = 3, corresponding to a prior distribution of V centered at Iq
and with variance of the diagonal elements equal to 2.0. We ran each MCMC chain for 1 million iterations
with the first half taken as burn-in.
For the proposed Bayesian MZIP model, we perform variable selection based on the marginal posterior
distribution of variable selection indicators, γj,1 and δj,1 . Here, we applied a marginal posterior probability
cutoff of 0.5. Between the two univariate approaches implemented, in initial simulation studies the penal-
ized UZIP model tended to select the covariate for all outcomes in both model parts when the outcomes
were correlated. For this reason, and because it would be one typical practice, for the UZIP regression
analyses we performed variable selection by applying 95% confidence intervals with a false discovery
rate (FDR)-controlling procedure (Benjamini and Hochberg, 1995) to account for multiple comparisons.
We assessed performance of the variable selection feature of the model by calculating four quantities
based on the true positives (TP; the number of outcomes associated with the covariate and selected into
the model) and false positives (FP; the number of outcomes unrelated to the covariate and mistakenly
selected into the model), where τ is the number of outcomes that are truly associated with the covariate:
the true positive rate, TPR=TP/τ , the false positive rate, FPR=FP/(20 − τ ), the positive predictive value,
PPV=TP/(TP+FP), and the negative predictive value, NPV=(20 − τ − FP)/(20 − TP − FP).

3.3. Results
We focus the presentation of results in this section on the MZIP model with ωβ,1 =ωα,1 =0.1. This is to
demonstrate the improvement gained by the proposed multivariate approach over an analogous univariate
506 K. H. LEE AND OTHERS

Table 1. Four operating characteristics∗ (%) and the number of outcomes selected to be associated with
the covariate (qsel ) for the univariate zero-inflated Poisson (UZIP)† and the proposed multivariate zero-
inflated Poisson (MZIP)‡ models across six simulation scenarios described in Section 3.1. The number of
outcomes generated (q) and the number of outcomes that are truly associated with the covariate (τ ) for
each scenario are presented under the corresponding scenario number

UZIP MZIP
(ωα = ωβ = 0.1) (ωα = ωβ = 0.5)
Scenario Binary Count Binary Count Binary Count
(q, τ ) Mean (SD) Mean (SD) Mean (SD) Mean (SD) Mean (SD) Mean (SD)
TPR 54.3 (9.7) 99.1 (2.9) 67.4 (8.4) 82.5 (5.5) 78.4 (8.1) 87.4 (5.5)
FPR 0.1 (1.0) 86.0 (11.1) 0.3 (1.8) 0.8 (2.8) 4.6 (6.5) 3.1 (5.5)
I PPV 99.8 (1.7) 53.7 (3.4) 99.6 (2.4) 99.1 (3.0) 95.0 (6.8) 96.9 (5.3)
(20, 10) NPV 68.9 (4.7) 94.4 (17.0) 75.6 (4.9) 85.2 (4.2) 81.9 (5.6) 88.7 (4.4)
qsel 5.4 (1.0) 18.5 (1.2) 6.8 (0.8) 8.3 (0.6) 8.3 (1.1) 9.1 (0.8)
TPR 53.7 (9.9) 99.3 (2.6) 60.8 (9.6) 75.2 (8.0) 73.0 (8.8) 84.1 (7.0)
FPR 0.4 (1.9) 87.1 (10.0) 0.5 (2.1) 0.6 (2.4) 4.0 (5.8) 2.7 (5.1)
II PPV 99.5 (2.8) 53.4 (2.9) 99.4 (2.8) 99.3 (2.8) 95.3 (6.7) 97.2 (5.4)
(20, 10) NPV 68.6 (4.6) 96.4 (14.2) 72.1 (4.9) 80.4 (5.3) 78.4 (5.6) 86.2 (5.5)
qsel 5.4 (1.0) 18.6 (1.1) 6.1 (1.0) 7.6 (0.8) 7.7 (1.1) 8.7 (0.8)
TPR 56.0 (10.2) 99.1 (2.8) 60.0 (10.0) 73.5 (8.3) 74.3 (9.2) 82.6 (7.9)
FPR 0.2 (1.5) 88.7 (11.1) 0.2 (1.5) 0.1 (1.0) 3.9 (5.8) 1.8 (4.1)
III PPV 99.6 (2.5) 53.0 (3.3) 99.6 (2.4) 99.9 (1.2) 95.2 (7.1) 98.1 (4.3)
(20, 10) NPV 69.8 (5.0) 92.3 (23.2) 71.7 (5.1) 79.4 (5.2) 79.2 (6.3) 85.4 (5.9)
qsel 5.6 (1.0) 18.8 (1.2) 6.0 (1.0) 7.4 (0.8) 7.8 (0.9) 8.4 (1.0)
TPR 56.8 (16.3) 98.8 (4.8) 63.0 (17.4) 82.6 (11.2) 79.0 (15.1) 88.6 (10.7)
FPR 0.1 (0.7) 86.8 (8.6) 0.4 (1.6) 0.3 (1.3) 3.3 (4.6) 2.5 (4.2)
IV PPV 99.8 (2.0) 27.6 (2.5) 98.5 (6.0) 99.3 (3.6) 90.3 (12.8) 93.3 (10.8)
(20, 5) NPV 87.6 (4.2) 95.9 (17.1) 89.2 (4.6) 94.6 (3.4) 93.4 (4.5) 96.3 (3.4)
qsel 2.9 (0.8) 18.0 (1.3) 3.2 (0.9) 4.2 (0.6) 4.5 (1.0) 4.8 (0.8)
TPR — — — — — — — — — — — —
FPR 0.1 (0.5) 86.8 (8.5) 0.1 (0.7) 0.1 (0.7) 1.9 (3.4) 1.1 (2.3)
V§ PPV — — — — — — — — — — — —
(20, 0) NPV 100.0 (0.0) 100.0 (0.0) 100.0 (0.0) 100.0 (0.0) 100.0 (0.0) 100.0 (0.0)
qsel 0.0 (0.1) 17.4 (1.7) 0.0 (0.1) 0.0 (0.1) 0.4 (0.7) 0.2 (0.5)
TPR 58.1 (10.7) 100.0 (0.0) 57.7 (10.8) 100.0 (0.0) 72.2 (9.6) 100.0 (0.0)
FPR 0.0 (0.0) 0.0 (0.0) 0.1 (1.2) 0.0 (0.0) 4.7 (6.3) 0.1 (1.1)
VI PPV 100.0 (0.0) 100.0 (0.0) 99.8 (1.9) 100.0 (0.0) 94.4 (7.3) 99.9 (1.0)
(20, 10) NPV 70.9 (5.5) 100.0 (0.0) 70.6 (5.4) 100.0 (0.0) 77.8 (6.1) 100.0 (0.0)
qsel 5.8 (1.1) 10.0 (0.0) 5.8 (1.1) 10.0 (0.0) 7.7 (1.1) 10.0 (0.1)

Note: Throughout the mean and standard deviation (SD) values are based on results from 100 simulated datasets.
∗ TPR=TP/τ , FPR=FP/(20 − τ ), PPV=TP/(TP+FP), NPV=(20 − τ − FP)/(20 − TP+FP), where TP is the number of outcomes

associated with the covariate and selected into the model, FP is the number of outcomes unrelated to the covariate and mistakenly
selected into the model.
† For variable selection in UZIP analyses, we used 95% confidence intervals with a false discovery rate controlling procedure.
‡ For variable selection in MZIP models, we applied a marginal posterior probability cutoff of 0.5 for both γ and δ. The hyperpa-

rameters ωα =ωβ are set to either 0.1 or 0.5

§ Since there is no outcomes that are truly associated with the covariate in Scenario V, TPR and PPV are not presented.
 Bayesian variable selection for multivariate zero-inflated count data 507

method, while implementing the fairest comparison to the univariate method. When the values of the
overall prior inclusion probabilities (ωβ,1 and ωα,1 ) increased from 0.1 to 0.5, the MZIP model tended to
select one to two more variables on average, yielding higher TPR and NPV but also a bit higher FPR and
lower PPV in both parts of the model (Table 1). When the outcome variables were uncorrelated (Scenario
VI), the variable selection capability for the MZIP model with ωβ,1 =ωα,1 =0.1 was almost the same as that
of UZIP model.
Across scenarios in which the outcomes were correlated (I–III), the binary part of the MZIP model was
more sensitive than in the UZIP approach (Table 1), for example, with TPR = 61% versus 54% in Scenario
II, respectively. The TPR in UZIP models was insensitive to the strength of correlation among outcomes,
whereas the MZIP TPR increased to 67% in Scenario I, in which there was a stronger correlation among
outcomes associated with the covariate. Both the UZIP and the MZIP methods successfully identified
the covariate associations for the four outcomes with the largest effect sizes (|αj,1 | ≥ 0.20; Table 2).
However, the MZIP model performed much better at detecting smaller-magnitude associations: when
|αj,1 | = 0.10 (outcomes 2 and 7), associations were correctly included in 40% and 20% of MZIP and
UZIP models, respectively; the corresponding inclusion rates were 95% and 60% when |αj,1 | = 0.15
(outcomes 3 and 8).
The multivariate approach yielded much more substantial improvement for the count part of model
when outcomes were correlated (Table 1). Even controlling the FDR, the univariate approach generally
exhibited inflated type I error, as high as 86% across Scenarios I–V. In contrast, across all scenarios
the MZIP model had a low probability of false discovery (FPR < 1%) while also exhibiting high TPR
that ranged from 73% to 83% in Scenarios I–IV. The relatively poor performance of the UZIP method
is not due to bias, since the estimated association for outcomes unassociated with the covariate (βj,1 ,
j=11,…,20) were very close to zero (Table 2). However, the medians of the asymptotic standard errors
(SE) for β̂j,1 were 20 times smaller than the empirical standard deviations of β̂j,1 (rang between 0.036 and
0.054) (Table 2), was also observed in Scenarios II–V (Supplementary Material D available at Biostatis-
tics online). Thus, the univariate approach appears to perform poorly in estimation of the SE for count
model parameters when outcomes are correlated. Consequently, the estimated confidence intervals are
too narrow.
In the null case (Scenario V), both approaches successfully excluded the covariate for all outcomes for
the binary part of the model even when outcomes were strongly correlated; the UZIP model exhibited a
high false discovery rate (87%) for the count part of the model.
We ran extensive additional simulations to explore other factors (detailed in Table E.1 and E.2 in
Supplementary Material E available at Biostatistics online), including a larger number of outcomes (q =
50), a lower signal density (4∼5%), a smaller sample size (n = 150) and negative correlations. Briefly, the
results were similar to those described above, with the MZIP performing much better for variable selection
and the UZIP exhibiting inflated type I error. We also compared the proposed MZIP to a univariate non-
parametric method, the Wilcoxon rank sum test. Although type I error was well controlled in the univariate
non-parametric method, substantially higher power was achieved by the MZIP.
To summarize, compared with the univariate approach, the proposed multivariate method improved
upon the UZIP’s performance for the binary part of the model by maintaining type I error while boosting
the ability to identify true associations under the simulated settings. For the count part of the model,
there were some scenarios in which the power of UZIP was higher than with the MZIP approach. This
higher power of UZIP was at a cost of a highly inflated false discovery rate, whereas the MZIP FPR was
< 1%. Performance of the MZIP model was enhanced by increasing the prior inclusion probabilities,
ωβ,k = ωα,l = 0.5. The TPR then exceeded 80% in all non-null scenarios and FPR remained < 4% across
all scenarios.
508 K. H. LEE AND OTHERS

Table 2. Estimated regression parameters and inclusion probabilities for the univariate zero-inflated
Poisson (UZIP)† ,∗ and the proposed multivariate zero-inflated Poisson (MZIP)‡ models for Scenario
I
UZIP MZIP†
Binary Count Binary Count
True αj,1 βj,1 αj,1 |δj,1 = 1 δj,1 βj,1 |γj,1 = 1 γj,1
j αj,1 , βj,1 Est (SE) mα,j Est (SE) mβ,j PM (SD) PM PM (SD) PM
1 0.05 0.05 (0.04) 0.02 0.042 (0.002) 0.95 0.06 (0.04) 0.04 0.03 (0.02) 0.03
2 0.10 0.11 (0.04) 0.14 0.088 (0.002) 1.00 0.11 (0.04) 0.43 0.09 (0.02) 1.00
3 0.15 0.15 (0.05) 0.63 0.142 (0.002) 1.00 0.15 (0.04) 0.95 0.15 (0.02) 1.00
4 0.20 0.20 (0.05) 0.91 0.191 (0.002) 1.00 0.20 (0.04) 1.00 0.19 (0.02) 1.00
5 0.25 0.25 (0.05) 0.99 0.233 (0.002) 1.00 0.24 (0.04) 1.00 0.24 (0.02) 1.00
6 −0.05 −0.04 (0.04) 0.01 −0.046 (0.002) 0.97 −0.06 (0.04) 0.04 −0.06 (0.02) 0.23
7 −0.10 −0.11 (0.04) 0.25 −0.104 (0.002) 0.99 −0.11 (0.04) 0.36 −0.11 (0.02) 1.00
8 −0.15 −0.14 (0.05) 0.55 −0.143 (0.002) 1.00 −0.15 (0.04) 0.95 −0.15 (0.02) 1.00
9 −0.20 −0.20 (0.05) 0.95 −0.194 (0.002) 1.00 −0.20 (0.04) 1.00 −0.20 (0.02) 1.00
10 −0.25 −0.25 (0.05) 0.99 −0.251 (0.002) 1.00 −0.24 (0.04) 1.00 −0.25 (0.02) 1.00
11 0.00 −0.01 (0.04) 0.00 0.001 (0.002) 0.82 −0.01 (0.04) 0.01 0.00 (0.01) 0.00
12 0.00 0.02 (0.04) 0.00 0.001 (0.002) 0.84 0.02 (0.04) 0.02 0.00 (0.01) 0.00
13 0.00 −0.01 (0.04) 0.00 −0.004 (0.002) 0.89 −0.00 (0.04) 0.01 −0.00 (0.01) 0.00
14 0.00 −0.00 (0.04) 0.00 −0.002 (0.002) 0.82 −0.00 (0.04) 0.01 −0.00 (0.01) 0.00
15 0.00 0.00 (0.04) 0.00 −0.000 (0.002) 0.93 −0.00 (0.04) 0.01 −0.00 (0.01) 0.01
16 0.00 −0.00 (0.04) 0.00 −0.004 (0.002) 0.80 −0.00 (0.04) 0.01 −0.00 (0.01) 0.00
17 0.00 0.00 (0.04) 0.00 −0.005 (0.002) 0.85 0.00 (0.04) 0.01 −0.00 (0.01) 0.00
18 0.00 0.01 (0.04) 0.00 0.007 (0.002) 0.96 0.00 (0.04) 0.01 −0.00 (0.01) 0.00
19 0.00 0.00 (0.04) 0.01 −0.003 (0.002) 0.85 −0.00 (0.04) 0.01 0.00 (0.01) 0.00
20 0.00 −0.01 (0.04) 0.00 0.002 (0.002) 0.83 −0.00 (0.04) 0.01 −0.00 (0.01) 0.00

Note: Throughout values are based on results from 100 simulated datasets.
∗ The medians of the maximum likelihood estimate (Est) and SE of α and β , the proportion that the covariate
j,1 j,1
is selected for the jth outcome (mα,j , mβ,j ) are calculated.
† The empirical standard deviations of Est(β ) range between 0.036 and 0.054. (not presented in the table)
j,1
‡ The medians of the posterior means (PM) and posterior standard deviation (SD) of α
j,1 and βj,1 (conditioning on δj,1 = 1 and
γj,1 = 1, respectively), the medians of the posterior means of δj,1 and γj,1 (marginal posterior probability of inclusion) are computed.
The hyper-parameters ωα = ωβ are set to 0.1.

4. Application to pediatric HIV/AIDS cohort study data

The proposed MZIP method was originally motivated by research into whether caries-associated bacteria
differ in PHIV and PHEU youth (Moscicki and others, 2016; Ryder and others, 2017). The 254 subjects
were age 10–22 years at the time of an oral health examination done from September 2012 to January 2014.
Subgingival dental plaque samples were collected at two preselected sites and excluded if participants
had antibiotic exposure in the previous 3 months. DNA was isolated from plaque specimens and 16S
rDNA sequenced (Caporaso and others, 2011; Gomes and others, 2015). The sequencing reads were
trimmed, filtered, and grouped using the DADA2 pipeline, and reads matched to the curated Human Oral
Microbiome Database (99.9% of reads matched to the species or genus level) (Dewhirst and others, 2010).
Each subject had a count (number of sequencing reads) for each taxon identified in the study.
 Bayesian variable selection for multivariate zero-inflated count data 509

4.1. Analysis details and prior specifications

We focused our analysis on q = 44 taxa: 14 known caries-associated species (Aas and others, 2008) and
any additional species that were highly correlated with them in this dataset (Figure 1a). HIV infection status
(xi1 =zi1 ; 0, uninfected; 1, infected) was the covariate of primary interest, with adjustment for participants’
age (xi2 =zi2 ) without performing variable selection on it (i.e., it was “forced” into the model). To account
for sequencing depth variation across samples, the total number of sequencing reads was included as an
offset in the count model.
We fit the proposed MZIP model and the UZIP model to PHACS data. For the Bayesian MZIP approach,
we set the hyperparameters, (μβ0 , μα0 , aβ0 , bβ0 , aα0 , bα0 , vβ,j , vα,j , aβ,k , bβ,k , aα,l , bα,l , 0 , ρ0 ), to the same
values as in Section 3. Since performance of the MZIP was improved when the prior inclusion probabilities
were increased from 0.1 to 0.5 in the simulation studies, we set ωβ,k = ωα,l =0.5. We ran two independent
MCMC chains for 2 million iterations, each with the first half taken as burn-in. We assessed convergence
of the MCMC sampler by plotting traces of the MCMC scans for each parameter. A visual assessment of
convergence to the stationary distribution was carried out by overlaying plots for the two MCMC chains.
We also calculated the posterior median with 95% credible intervals for the marginal IDR for MZIP
(described in Section 2.3). We age-adjusted the estimate by using the mean value, 16 years.

4.2. Results
With a marginal posterior probability cutoff of 0.5, the MZIP method identified three species (Fusobac-
terium periodonticum, Lachnoanaerobaculum orale, and Veillonella genus NOI) for which counts were
associated with HIV infection among “susceptible” individuals, and it selected two species (Actinomyces
graevenitzii and Leptotrichia sp oral taxon 215) for which the probability of participants being susceptible
to these two species was associated with HIV infection (Figure 2). In contrast, the frequentist UZIP anal-
ysis with 95% confidence intervals identified 39 species whose levels were associated with HIV infection
in the susceptible population, including the three associations identified by MZIP. The UZIP analysis
identified no species for which the probability of being “susceptible” to that species was associated with
HIV infection. Based on the methods’ relative performance in the simulation study, it is plausible that
the UZIP’s lack of accounting for outcomes’ correlation patterns, which are complex (Figure 1a), grossly
inflated the type I error rate in the count model and may also have decreased sensitivity of the zero model.
Indeed, comparing the estimated associations between HIV infection and the five taxa selected based
on the MZIP model (Table 3), the uncertainty associated with the count part of UZIP model was much
smaller than that generated by the MZIP method. As with the simulation, this may have accounted for
the detection of 39 associations, many of which are presumably false positive associations. Because of
how we calculated the IDR estimate, it has an age-specific interpretation. For example, 16-year-old youth,
PHIV youth had 34% (95% credible interval 2%, 47%) and 48% (95% credible interval 14%, 76%) lower
abundance of F. periodonticum and L. orale species, respectively, compared with PHEU youth.
The proposed MZIP model captures within-subject dependence among multiple outcomes via two
correlation components, R and V . The dependence patterns arising from the empirical correlations
appear to reflect, strongly, the correlation structure predicted by the binary component of the proposed
MZIP (Figure 1). This implies that in these data, the presence of taxa is more structured than their counts.
This result is not attributable to smoothing of the empirical correlation from having added one to every
count, because the results were not sensitive to changes of this value to 0.5, 0.1, and 0.01. The model also
provides an opportunity to quantify and compare the contribution of zero inflation versus other sources of
overdispersion to microbiome taxon abundance (see Supplementary Material F available at Biostatistics
online for posterior estimates of Vj,j and α0,j ).
510 K. H. LEE AND OTHERS

(a) Observed

−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1

(b) Binary part, R (c) Count part, RV

−1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1 −1 −0.8 −0.6 −0.4 −0.2 0 0.2 0.4 0.6 0.8 1

Fig. 1. Observed and estimated correlations among counts of 44 microbial species in the Pediatrics HIV/AIDS Cohort
Study (PHACS): (a) empirical correlations calculated by cor(log(y + 1)); (b) Posterior median of R; (c) Posterior
median of RV , calculated based on posterior samples of V from the proposed multivariate zero-inflated Poisson
(MZIP) model fit.
 Bayesian variable selection for multivariate zero-inflated count data 511

Binary part
VeillonellaceaeG1 sp oral taxon 150 Count part
Veillonella sp oral taxon 780
Veillonella rogosae
Veillonella parvula
Veillonella genus NOI
Veillonella atypica
Streptococcus sobrinus
Streptococcus mutans
Stomatobaculum sp oral taxon 097
Stomatobaculum longum
Shuttleworthia satelles
Selenomonas sp oral taxon 136
Scardovia wiggsiae
Prevotella salivae
Prevotella oris
Prevotella melaninogenica
Prevotella histicola
Prevotella denticola
Oribacterium sinus
Oribacterium parvum
Megasphaera micronuciformis
Leptotrichia wadei
Leptotrichia sp oral taxon 215
Leptotrichia hongkongensis
Lactobacillus salivarius
Lactobacillus genus NOI
Lachnoanaerobaculum orale
Kingella oralis
Haemophilus sputorum
Haemophilus parainfluenzae
Haemophilus genus NOI
Granulicatella elegans
Gemella genus NOI
Fusobacterium periodonticum
Cryptobacterium curtum
Campylobacter concisus
Bifidobacterium dentium
Atopobium rimae
Atopobium parvulum
Alloprevotella sp oral taxon 473
Actinomyces sp oral taxon 448
Actinomyces lingnaeNVP
Actinomyces graevenitzii
Actinomyces genus NOI

0.0 0.5 1.0

Inclusion probability

Fig. 2. Analysis of Pediatric HIV/AIDS Cohort Study (PHACS) data: marginal posterior inclusion probabilities for
the HIV status covariate in relation to excess zeros and counts of 44 microbial species as estimated via the proposed
multivariate zero-inflated Poisson (MZIP) model. We adjust for participants age, a potential confounder, but do not
perform variable selection on it. “NOI” stands for “not otherwise identified.”
512 K. H. LEE AND OTHERS

Table 3. Estimated regression parameters and inclusion probabilities for the five species identified as
associated with HIV infection by using a multivariate zero-inflated Poisson (MZIP)∗ and the univariate
zero-inflated Poisson (UZIP)† models

Binary Count
IDR‡
αj,1 |δj,1 = 1 βj,1 |γj,1 = 1
IP IP
PM (95% CI) PM (95% CI) PM (95% CI)
Actinomyces graevenitzi −0.39 (−0.67 to −0.09) 0.54 0.25 (−0.22 to 0.72) 0.11 0.96 (0.57–1.08)

Fusobacterium periodonticum 0.16 (−0.60 to 0.48) 0.07 −0.43 (−0.66 to −0.14) 0.93 0.66 (0.53–0.98)

MZIP Lachnoanaerobaculum orale 0.10 (−0.17 to 0.33) 0.03 −0.67 (−1.15 to −0.25) 0.95 0.52 (0.24–0.86)

Leptotrichia sp oral taxon 215 −0.44 (−0.75 to −0.17) 0.63 −0.04 (−0.19 to 0.20) 0.02 0.86 (0.74–1.00)

Veillonella genus NOI§ −0.04 (−0.60 to 0.45) 0.05 −0.37 (−0.60 to −0.12) 0.88 0.71 (0.57–1.00)

αj,l βj,k
Est (95% CIF ) Est (95% CIF )
Actinomyces graevenitzi −0.27 (−0.89 to 0.35) −0.46 (−0.69 to −0.23)

Fusobacterium periodonticum −0.08 (−0.93 to 0.77) −0.80 (−0.84 to −0.75)

UZIP Lachnoanaerobaculum orale 0.31 (−0.38 to 0.99) −2.58 (−2.79 to −2.36)

Leptotrichia sp oral taxon 215 −0.41 (−1.04 to 0.21) −0.26 (−0.41 to−0.11)

Veillonella genus NOI 0.20 (−1.02 to 1.41) −0.24 (−0.27 to −0.21)

∗ In the MZIP model, the posterior median (PM) and 95% credible interval (CI) of regression parameters and incidence density ratio
(IDR) are computed.
† In the UZIP model, the maximum likelihood estimates (Est) and 95% confidence intervals (CI ) of regression parameters are
F
computed.
‡ Adjusted for individuals with age of 16 years.
§ Not otherwise identified.

Note: Inclusion probability (IP) greater than 0.5 is highlighted in bold.

5. D ISCUSSION
We have described the development of a new Bayesian variable selection method that addresses challenges
arising in the analysis of microbiome sequencing data: excess zero counts and high-dimensional outcomes
with a complex association structure. Applying the proposed multivariate approach led to the identification
of two species for which the probability of being susceptible to those species was associated with HIV
infection; these associations did not meet FDR thresholds when the existing univariate approach was
applied. In addition, based on the estimated induced marginalized IDR under the proposed model, another
two species were less abundant in HIV-infected youth aged 16 years compared with PHEU youth of the
same age.
One might question how realistic are these analyses when they are adjusted for only one confounder,
age. Some reassurance might be provided from the observation that in univariate analyses that included
 Bayesian variable selection for multivariate zero-inflated count data 513

additional confounders (e.g., sex, race, and dental visit in previous year as a marker of oral hygiene),
inference was not greatly altered compared with models including only HIV status and age. We are
continuing to study performance in a range of datasets, including more complete confounder adjustment.
We are also working to scale up the proposed method in the number of endpoints, as discussed further
below, and also in the number of covariates, both of which are required for integrated omics analyses.
The simulation study demonstrated superior performance of the proposed MZIP approach over the
existing UZIP method when outcomes were correlated. The sample size was small enough that asymp-
totic assumptions under the frequentist-based UZIP model did not hold. This affected estimation of the
asymptotic variance of the regression parameters for the count model, which was not a limitation for the
proposed multivariate Bayesian approach. This difference in performance is primarily because (i) for small
data settings, estimation is generally more stable with Bayesian approaches, which exploit information
from both the observed data likelihood and prior distribution; and (ii) the MZIP method uses information
not only on the mean model but also from the structure of covariance among outcomes.
We used a multivariate probit model for the binary part of the MZIP mixture model. An alternative
is to assume a multivariate logistic distribution for wi (O’Brien and Dunson, 2004), for which posterior
computation can be facilitated based on a data augmentation algorithm (Albert and Chib, 1993). However,
initial numerical studies using the latter approach resulted in prohibitively slow mixing of the MCMC
algorithms due to sparseness of data, even for data with q = 10 and assuming an unstructured covariance
pattern. This is because the multivariate logistic model specification requires the estimation of n more
latent parameters than does the multivariate probit model. Thus, the multivariate probit model in the MZIP
proved to be much more computationally tractable.
We have presented the model in its most general form that allows the importance of each covariate,
as well as the correlation structure among the multivariate outcomes, to vary across the binary and the
count components of the model. This gives the user maximal flexibility and provides evidence on how
a covariate is associated with each response, i.e., with more zeros or higher counts. The question arises
whether the complexity of the model is necessary or whether simpler models should suffice. Analysis of
the motivating data suggests that different correlation structures were needed in this case. It is difficult
to provide a general answer to this question until we have had more opportunity to apply it a range of
datasets and compare results with those obtained in simpler models. One would not be able to make this
comparison if the most general model is not available as a basis for comparison.Yet, simpler models might
well be useful in other datasets.
Thus, the software implementation of the proposed approach offers more parsimonious versions of the
model, simplified by imposing additional restrictions regarding the model parameters. For example, the
two model parts can be forced to have one common variable selection indicator by setting γj,k = δj,l . In
practice, such a restriction might facilitate implementation by providing a single vector of variable selection
indicators, i.e., one list as to which species are associated with each covariate. A different assumption is
that both model parts share the same covariance pattern (R = RV ), which will greatly reduce the number of
parameters to be estimated and thus the computational complexity in the MCMC algorithm, especially for
data with large q. In our initial analysis, fitting this restricted model to the PHACS data yielded unreliable
estimates of R, because the assumption that R = RV is violated in these data (Figure 1). Again, the restricted
model may serve well in other datasets. Therefore, we made available the algorithms to implement both
types of simpler MZIP models as options in the mBvs package.
There are several ways the proposed framework could be extended. First, marginalized zero-inflated
models have recently been developed so that inference can be made on the marginal mean of the sampled
population via a set of unified regression coefficients (Long and others, 2015; Tabb and others, 2016). The
unified regression coefficients have better interpretability, as the marginalized models do not require the
additional steps described in Section 2.3 to address the dependence of parameter values on x i,(−k) . In some
applications, it may be more appropriate to interpret the two sets of regression coefficients separately, yet
514 K. H. LEE AND OTHERS

there also may be other applications for which interpretability of regression parameters would be enhanced
by adopting a marginalized model within the proposed multivariate Bayesian variable selection method.
Marginalization may also provide more stable model fitting. Second, although we focused data analysis
on a preselected subset of species in the application, often microbiologists’ goal is to perform whole-
community oral microbiome analysis, which generally involves several hundred taxa. We are currently
working to address the computational issues arising from an even higher-dimensional parameter space.
Because the complexity mainly results from the flexible unstructured covariance model, we propose
to scale up the proposed MZIP method by adopting alternative correlation structures that can flexibly
accommodate potentially complicated patterns among hundreds of taxa. A final possibility is to study
the interaction between the marginal posterior probability cutoff and the prior inclusion probability in
controlling the FDR at the desired level under the proposed model.
In conclusion, the proposed framework gives researchers valid and powerful statistical tools to overcome
major methodological barriers in microbiome sequencing data analysis. Beyond the study of the human
microbiome, the methods, software, and guidance from simulation studies in this work will be useful in
any field requiring analysis of multivariate zero-inflated count data.

6. S OFTWARE
R-package mBvs contains codes to implement proposed Bayesian framework described in the article. The
package is currently available in CRAN (https://cran.r-project.org/web/packages/mBvs).

7. S UPPLEMENTARY MATERIAL
Supplementary material is available online at http://biostatistics.oxfordjournals.org.

A CKNOWLEDGMENTS
The authors thank the associate editor and four anonymous reviewers for their constructive comments
and suggestions. Portions of this research were conducted on the O2 High Performance Compute Cluster,
supported by the Research Computing Group, at Harvard Medical School. Conflict of Interest: None
declared.

F UNDING
National Institutes of Health (P01CA134294, P30ES000002, U01HD052104, U01HD052102,
R21DE026872, and R03DE027486).

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[Received October 27, 2017; revised September 6, 2018; accepted for publication September 9, 2018]