Linkage analysis has provided valuable insights to the GWAS studies, particularly in revealing that SNPs in linkage disequilibrium (LD) can jointly influence disease phenotypes. However, the potential of LD network data has often been overlooked or underutilized in the literature. In this paper, we propose a locally adaptive structure learning algorithm (LASLA) that provides a principled and generic framework for incorporating network data or multiple samples of auxiliary data from related source domains; possibly in different dimensions/structures and from diverse populations. LASLA employs a $p$-value weighting approach, utilizing structural insights to assign data-driven weights to individual test points. Theoretical analysis shows that LASLA can asymptotically control FDR with independent or weakly dependent primary statistics, and achieve higher power when the network data is informative. Efficiency again of LASLA is illustrated through various synthetic experiments and an application to T2D-associated SNP identification.

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