Copy number alterations (CNAs) associated with cancer are known to contribute to genomic instability and gene deregulation. Integrating CNAs with gene expression helps to elucidate the mechanisms by which CNAs act and to identify the transcriptional downstream targets of CNAs. Such analyses can help to sort functional driver events from the many accompanying passenger alterations. However, the way CNAs affect gene expression can vary in different cellular contexts, for example between different subtypes of the same cancer. Thus, it is important to develop computational approaches capable of inferring differential connectivity of regulatory networks in different cellular contexts.