Gene Set Enrichment Analysis (GSEA) is a computational method that determines whether an a priori defined set of genes shows statistically significant, concordant differences between two biological states (e.g. phenotypes).
The algorithm is described in the following paper and supplementary information:
Gene set enrichment analysis: A knowledge-based approach for interpreting genome-wide expression profiles.
Subramanian, A., Tamayo, P., Mootha, V. K., Mukherjee, S., Ebert, B. L., Gillette, M. A., Paulovich, A., Pomeroy, S. L., Golub, T. R., Lander, E. S. & Mesirov, J. P.
Proc. Natl. Acad. Sci. USA (2005) 102:15545-50. PDF
Supplementary Information for
Gene set enrichment analysis: A knowledge-based approach for interpreting genome-wide expression profiles.pdf
Examples from the GSEA paper are provided here.