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Multiple sclerosis is a complex autoimmune disease that causes neuronal demyelination and debilitating physical and cognitive symptoms. Epigenetic factors can mediate genetic and environmental effects on disease risk. Here we profiled blood-based DNA methylation in 583 MS cases and 643 healthy controls representing 3 independent study groups. An epigenome-wide association study was performed, incorporating statistical deconvolution to identify immune cell-specific signals, which were validated in purified cell subsets. First, we elucidated the mediation effects of methylation at the HLA risk locus. Second, we identified methylation differences in MS that occur independently of known genetic risk loci and show that these differences more strongly differentiate disease than HLA genotype and the polygenic risk score. Finally, we show that methylation differences in MS occur predominantly in B cells and monocytes and indicate the involvement of cell-specific biological pathways. Overall, this study comprehensively characterizes the immune cell specific epigenetic architecture of MS.