The 'un-shrunk' partial correlation in Gaussian graphical models

In systems biology, it is important to reconstruct regulatory networks from quantitative molecular profiles. Gaussian graphical models (GGMs) are one of the most popular methods to this end. A GGM consists of nodes (representing the transcripts, metabolites or proteins) inter-connected by edges (reflecting their partial correlations). Learning the edges from quantitative molecular profiles is statistically challenging, as there are usually fewer samples than nodes ('high dimensional problem'). Shrinkage methods address this issue by learning a regularized GGM. However, it remains open to study how the shrinkage affects the final result and its interpretation.

We show that the shrinkage biases the partial correlation in a non-linear way. This bias does not only change the magnitudes of the partial correlations but also affects their order. Furthermore, it makes networks obtained from different experiments incomparable and hinders their biological interpretation. We propose a method, referred to as 'un-shrinking' the partial correlation, which corrects for this non-linear bias. Unlike traditional methods, which use a fixed shrinkage value, the new approach provides partial correlations that are closer to the actual (population) values and that are easier to interpret. This is demonstrated on two gene expression datasets from Escherichia coli and Mus musculus.

GGMs are popular undirected graphical models based on partial correlations. The application of GGMs to reconstruct regulatory networks is commonly performed using shrinkage to overcome the 'high-dimensional problem'. Besides it advantages, we have identified that the shrinkage introduces a non-linear bias in the partial correlations. Ignoring this type of effects caused by the shrinkage can obscure the interpretation of the network, and impede the validation of earlier reported results.