In epidemiological research, causal models incorporating potential mediators along a pathway are crucial for understanding how exposures influence health outcomes. This work is motivated by integrated epidemiological and blood biomarker studies, investigating the relationship between long-term adherence to a Mediterranean diet and cardiometabolic health, with plasma metabolomes as potential mediators. Analyzing causal mediation in such high-dimensional omics data presents substantial challenges, including complex dependencies among mediators and the need for advanced regularization or Bayesian techniques to ensure stable and interpretable estimation and selection of indirect effects. To this end, we propose a novel Bayesian framework for identifying active pathways and estimating indirect effects in the presence of high-dimensional multivariate mediators. Our approach adopts a multivariate stochastic search variable selection method, tailored for such complex mediation scenarios. Central to our method is the introduction of a set of priors for the selection: a Markov random field prior and sequential subsetting Bernoulli priors. The first prior's Markov property leverages the inherent correlations among mediators, thereby increasing power to detect mediated effects. The sequential subsetting aspect of the second prior encourages the simultaneous selection of relevant mediators and their corresponding indirect effects from the two model parts, providing a more coherent and efficient variable selection framework, specific to mediation analysis. Comprehensive simulation studies demonstrate that the proposed method provides superior power in detecting active mediating pathways. We further illustrate the practical utility of the method through its application to metabolome data from two cohort studies, highlighting its effectiveness in real data setting.
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