Abstract
The nonparanormal graphical model has emerged as an important tool for modeling dependency structure between variables because it is flexible to non-Gaussian data while maintaining the good interpretability and computational convenience of Gaussian graphical models. In this paper, we consider the problem of detecting differential substructure between two nonparanormal graphical models with false discovery rate control. We construct a new statistic based on a truncated estimator of the unknown transformation functions, together with a bias-corrected sample covariance. Furthermore, we show that the new test statistic converges to the same distribution as its oracle counterpart does. Both synthetic data and real cancer genomic data are used to illustrate the promise of the new method. Our proposed testing framework is simple and scalable, facilitating its applications to large-scale data. The computational pipeline has been implemented in the R package DNetFinder, which is freely available through the Comprehensive R Archive Network.