2008 Volume 2008 Issue DMSM-A801 Pages 05-
Statistical modeling based on vector autoregressive model has been considered as a promising tool to reconstruct large-scale gene networks from time course microarray data. However, it remains a challenging problem due to the small sample size and the high-dimensionality of time course microarray data. We present a novel regression-based modeling strategy with a new class of regularization, called recursive elastic net. Numerical simulations and real data analysis show that the proposed method outperforms other traditional methods.