“…While there have been numerous extensions of mediation analysis to account for multiple mediators (see, e.g., Chén et al, 2017; Song et al, 2018; Zhao & Luo, 2022, among many others), there have been very few works studying multivariate exposures, or both multivariate exposures and mediators. Recently, Aung et al (2020), Long, Irajizad, Doecke, Do, and Ha (2020), and Zhang (2021) proposed new approaches for mediation analysis of multivariate exposures and mediators. In particular, Zhang (2021) developed two regularization procedures and applied them to a mouse f2 dataset for diabetes, taking SNP genotypes as the exposures, islet gene expressions as the mediators, and insulin level as the outcome.…”