https://github.com/computorg/published-202510-durand-fast

Paper about a new and fast algorithm to compute a curve of confidence upper bounds for the False Discovery Proportion using a reference family with a forest structure
https://github.com/computorg/published-202510-durand-fast

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Paper about a new and fast algorithm to compute a curve of confidence upper bounds for the False Discovery Proportion using a reference family with a forest structure

• Host: GitHub
• URL: https://github.com/computorg/published-202510-durand-fast
• Owner: computorg
• Created: 2024-06-26T13:26:02.000Z (about 2 years ago)
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• Last Pushed: 2026-07-01T09:28:55.000Z (7 days ago)
• Last Synced: 2026-07-01T11:09:16.378Z (7 days ago)
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• Homepage: https://computo-journal.org/published-202510-durand-fast/
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README

          
# Fast confidence bounds for the false discovery proportion over a path of hypotheses

Guillermo Durand

2025-10-09

### Citation

Guillermo Durand (October 2025). Fast confidence bounds for the false discovery proportion over a path of hypotheses. Computo.

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### Authors’ affiliations

- [Guillermo Durand](https://durandg12.github.io/) (Université Paris-Saclay, CNRS, Inria, Laboratoire de Mathématiques d’Orsay, 91405, Orsay, France)

### Abstract

This paper presents a new algorithm (and an additional trick) that

allows to compute fastly an entire curve of post hoc bounds for the

False Discovery Proportion when the underlying bound

$V_{\mathfrak{R}}^{\ast}$ construction is based on a reference family

$\mathfrak{R}$ with a forest structure à la Durand et al. (2020). By an

entire curve, we mean the values

$V_{\mathfrak{R}}^{\ast}(S_1),\dotsc,V_{\mathfrak{R}}^{\ast}(S_m)$

computed on a path of increasing selection sets

$S_1\subsetneq\dotsb\subsetneq S_m$, $|S_t|=t$. The new algorithm

leverages the fact that going from $S_t$ to $S_{t+1}$ is done by adding

only one hypothesis. Compared to a more naive approach, the new

algorithm has a complexity in $O(|\mathcal K|m)$ instead of

$O(|\mathcal K|m^2)$, where $|\mathcal K|$ is the cardinality of the

family.





Durand, Guillermo, Gilles Blanchard, Pierre Neuvial, and Etienne

Roquain. 2020. “Post Hoc False Positive Control for Structured

Hypotheses.” *Scand. J. Stat.* 47 (4): 1114–48.

.