ℓ 1-Penalized censored Gaussian graphical model

Graphical lasso is one of the most used estimators for inferring genetic networks. Despite its diffusion, there are several fields in applied research where the limits of detection of modern measurement technologies make the use of this estimator theoretically unfounded, even when the assumption of a multivariate Gaussian distribution is satisfied. Typical examples are data generated by polymerase chain reactions and flow cytometer. The combination of censoring and high-dimensionality make inference of the underlying genetic networks from these data very challenging. In this article, we propose an $\ell_1$-penalized Gaussian graphical model for censored data and derive two EM-like algorithms for inference. We evaluate the computational efficiency of the proposed algorithms by an extensive simulation study and show that, when censored data are available, our proposal is superior to existing competitors both in terms of network recovery and parameter estimation. We apply the proposed method to gene expression data generated by microfluidic Reverse Transcription quantitative Polymerase Chain Reaction technology in order to make inference on the regulatory mechanisms of blood development. A software implementation of our method is available on github (https://github.com/LuigiAugugliaro/cglasso).