The paper proposes a variable selection method for pro-teomics. It aims at selecting, among a set of proteins, those (named biomarkers) which enable to discriminate between two groups of individuals (healthy and pathological). To this end, data is available for a cohort of individuals: the bio-logical state and a measurement of concentrations for a list of proteins. The proposed approach is based on a Bayesian hierarchical model for the dependencies between biological and instrumental variables. The optimal selection function minimizes the Bayesian risk, that is to say the selected set of variables maximizes the posterior probability. The two main contributions are: (1) we do not impose ad-hoc rela-tionships between the variables such as a ...