Microarray expression profiling appears particularly promising for a deeper understanding of cancer biology and to identify molecular signatures supporting the histological classification schemes of neoplastic specimens. However, molecular diagnostics based on microarray data presents major challenges due to the overwhelming number of variables and the complex, multiclass nature of tumor samples. Thus, the development of marker selection methods, that allow the identification of those genes that are most likely to confer high classification accuracy of multiple tumor types, and of multiclass classification schemes is of paramount importance.