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Reconstruction of gene-gene interactions from large-scale data such as microarrays is a first step toward better understanding the mechanisms at work in the cell. Two main issues have to be managed in such a context: 1) choosing which measures have to be used to distinguish between direct and indirect interactions from high-dimensional microarray data and 2) constructing networks with a low proportion of false-positive edges. We present an efficient methodology for the reconstruction of gene interaction networks in a small-sample-size setting. The strength of independence of any two genes is measured, in such "high-dimensional network," by a regularized estimation of partial correlation based on Partial Least Squares Regression. We finally emphasize specific properties of the proposed method. To assess the sensitivity and specificity of the method, we carried out the reconstruction of networks from simulated data. We also tested PLS-based partial correlation network on static and dynamic real microarray data. An R implementation of the proposed algorithm is available from http://biodev.extra.cea.fr/plspcnetwork/.