Genome-wide association studies (GWAS) interrogate common genetic variation across the entire human genome in an unbiased manner and hold promise in identifying genetic variants with moderate or weak effect sizes. However, conventional testing procedures, which are mostly P-value based, ignore the dependency and therefore suffer from loss of efficiency. The goal of this article is to exploit the dependency information among adjacent single nucleotide polymorphisms (SNPs) to improve the screening efficiency in GWAS.