Bayesian hierarchical quantile regression with application to characterizing the immune architecture of lung cancer

The successful development and implementation of precision immuno‐oncology therapies requires a deeper understanding of the immune architecture at a patient level. T‐cell receptor (TCR) repertoire sequencing is a relatively new technology that enables monitoring of T‐cells, a subset of immune cells that play a central role in modulating immune response. These immunologic relationships are complex and are governed by various distributional aspects of an individual patient's tumor profile. We propose Bayesian QUANTIle regression for hierarchical COvariates (QUANTICO) that allows simultaneous modeling of hierarchical relationships between multilevel covariates, conducts explicit variable selection, estimates quantile and patient‐specific coefficient effects, to induce individualized inference. We show QUANTICO outperforms existing approaches in multiple simulation scenarios. We demonstrate the utility of QUANTICO to investigate the effect of TCR variables on immune response in a cohort of lung cancer patients. At population level, our analyses reveal the mechanistic role of T‐cell proportion on the immune cell abundance, with tumor mutation burden as an important factor modulating this relationship. At a patient level, we find several outlier patients based on their quantile‐specific coefficient functions, who have higher mutational rates and different smoking history.