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Major depressive disorder emerges from the complex interactions of biological systems that span across genes and molecules through cells, circuits, networks, and behavior. Establishing how neurobiological processes coalesce to contribute to the onset and maintenance of depression requires a multi-scale approach, encompassing measures of brain structure and function as well as genetic and cell-specific genomic data. Here, we examined anatomical (cortical thickness) and functional (functional variability, global brain connectivity) correlates of depression and negative affect across three population-imaging datasets: UK Biobank, Genome Superstruct Project, and ENIGMA (combined N≥23,723). Integrative analyses incorporated measures of cortical gene expression, post-mortem patient transcriptional data, depression GWAS, and single-cell transcription. Neuroimaging correlates of depression and negative affect were consistent across the three independent datasets. Linking ex-vivo gene downregulation with in-vivo neuroimaging, we found that genomic correlates of depression-linked neuroimaging phenotypes tracked gene downregulation in post-mortem cortical tissue samples of patients with depression. Integrated analysis of single-cell and Allen Human Brain Atlas expression data implicated somatostatin interneurons and astrocytes as consistent cell associates of depression, through both in-vivo imaging and ex-vivo cortical gene dysregulation. Providing converging evidence for these observations, GWAS derived polygenic risk for depression was enriched for genes expressed in interneurons, but not glia. Underscoring the …