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In this work, we present a thorough review of these important recent methodological advances in high-dimensional mediation analysis. Specifically, we describe in detail more than ten high-dimensional mediation methods, focusing on their motivations, basic modeling ideas, specific modeling assumptions, practical successes, methodological limitations, as well as future directions. We hope our review will serve as a useful guidance for statisticians and computational biologists who develop methods of high-dimensional mediation analysis as