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Filters and wrappers are two prevailing approaches for gene selection in microarray data analysis. Filters make use of statistical properties of each gene to represent its discriminating power between different classes. The computation is fast but the predictions are inaccurate. Wrappers make use of a chosen classifier to select genes by maximizing classification accuracy, but the computation burden is formidable. Filters and wrappers have been combined in previous studies to maximize the classification accuracy for a chosen classifier with respect to a filtered set of genes. The drawback of this single-filter-single-wrapper (SFSW) approach is that the classification accuracy is dependent on the choice of specific filter and wrapper. In this paper, a multiple-filter-multiple-wrapper (MFMW) approach is proposed that makes use of multiple filters and multiple wrappers to improve the accuracy and robustness of the classification, and to identify potential biomarker genes. Experiments based on six benchmark data sets show that the MFMW approach outperforms SFSW models (generated by all combinations of filters and wrappers used in the corresponding MFMW model) in all cases and for all six data sets. Some of MFMW-selected genes have been confirmed to be biomarkers or contribute to the development of particular cancers by other studies.