Multi-class cancer classification using multinomial probit regression with Bayesian gene selection.

We consider the problems of multi-class cancer classification from gene expression data. After discussing the multinomial probit regression model with Bayesian gene selection, we propose two Bayesian gene selection schemes: one employs different strongest genes for different probit regressions; the other employs the same strongest genes for all regressions. Some fast implementation issues for Bayesian gene selection are discussed, including preselection of the strongest genes and recursive computation of the estimation errors using QR decomposition. The proposed gene selection techniques are applied to analyse real breast cancer data, small round blue-cell tumours, the national cancer institute's anti-cancer drug-screen data and acute leukaemia data. Compared with existing multi-class cancer classifications, our proposed methods can find which genes are the most important genes affecting which kind of cancer. Also, the strongest genes selected using our methods are consistent with the biological significance. The recognition accuracies are very high using our proposed methods.