One important application of gene expression microarray data is classification of samples into categories, such as the type of tumor. The use of microarrays allows simultaneous monitoring of thousands of genes expressions per sample. This ability to measure gene expression en masse has resulted in data with the number of variables p(genes) far exceeding the number of samples N. Standard statistical methodologies in classification and prediction do not work well or even at all when N < p. Modification of existing statistical methodologies or development of new methodologies is needed for the analysis of microarray data.