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INPUT SPECIFICATION:
- Data: D = {(Y_i, A_i, M_i, X_i)}_{i=1}^n where:
- Y_i ∈ ℝ (continuous outcome)
- A_i ∈ {0,1} (binary treatment)
- M_i ∈ ℝ^d (d-dimensional mediator)
- X_i ∈ ℝ^p (p covariates)
- Parameters: θ ∈ Θ ⊆ ℝ^k (parameter space)
- Tolerance: ε > 0 (convergence criterion)
- Max iterations: T_max ∈ ℕ
OUTPUT SPECIFICATION:
- Estimate: θ̂ ∈ ℝ^k (point estimate)
- Variance: V̂ ∈ ℝ^{k×k} (covariance matrix)
- Convergence: boolean (did algorithm converge?)
- Iterations: t ∈ ℕ (iterations used)undefinedINPUT SPECIFICATION:
- Data: D = {(Y_i, A_i, M_i, X_i)}_{i=1}^n where:
- Y_i ∈ ℝ (continuous outcome)
- A_i ∈ {0,1} (binary treatment)
- M_i ∈ ℝ^d (d-dimensional mediator)
- X_i ∈ ℝ^p (p covariates)
- Parameters: θ ∈ Θ ⊆ ℝ^k (parameter space)
- Tolerance: ε > 0 (convergence criterion)
- Max iterations: T_max ∈ ℕ
OUTPUT SPECIFICATION:
- Estimate: θ̂ ∈ ℝ^k (point estimate)
- Variance: V̂ ∈ ℝ^{k×k} (covariance matrix)
- Convergence: boolean (did algorithm converge?)
- Iterations: t ∈ ℕ (iterations used)undefined
---
---| Criterion | Formula | Use Case |
|---|---|---|
| Absolute | $|\theta^{(t+1)} - \theta^{(t)}| < \varepsilon$ | Parameter convergence |
| Relative | $|\theta^{(t+1)} - \theta^{(t)}|/|\theta^{(t)}| < \varepsilon$ | Scale-invariant |
| Gradient | $|\nabla L(\theta^{(t)})| < \varepsilon$ | Optimization |
| Function | $|L(\theta^{(t+1)}) - L(\theta^{(t)})| < \varepsilon$ | Objective convergence |
| Cauchy | $\max_{i} | \theta_i^{(t+1)} - \theta_i^{(t)} |
| 准则 | 公式 | 适用场景 |
|---|---|---|
| 绝对收敛 | $|\theta^{(t+1)} - \theta^{(t)}| < \varepsilon$ | 参数收敛 |
| 相对收敛 | $|\theta^{(t+1)} - \theta^{(t)}|/|\theta^{(t)}| < \varepsilon$ | 尺度不变场景 |
| 梯度收敛 | $|\nabla L(\theta^{(t)})| < \varepsilon$ | 优化问题 |
| 目标函数收敛 | $|L(\theta^{(t+1)}) - L(\theta^{(t)})| < \varepsilon$ | 目标函数收敛判断 |
| 柯西收敛 | $\max_{i} | \theta_i^{(t+1)} - \theta_i^{(t)} |
undefinedundefined# Newton step: θ^(t+1) = θ^t - H^(-1) * g
# Time complexity: O(p^3) for matrix inversion
delta <- solve(H, g)
theta_new <- theta - delta
# Check convergence
conv <- check_convergence(theta_new, theta, gradient = g, tol = tol)
history[[t]] <- list(theta = theta, gradient_norm = sqrt(sum(g^2)))
if (conv$converged) {
return(list(
estimate = theta_new,
iterations = t,
converged = TRUE,
history = history
))
}
theta <- theta_newundefined# Newton step: θ^(t+1) = θ^t - H^(-1) * g
# Time complexity: O(p^3) for matrix inversion
delta <- solve(H, g)
theta_new <- theta - delta
# Check convergence
conv <- check_convergence(theta_new, theta, gradient = g, tol = tol)
history[[t]] <- list(theta = theta, gradient_norm = sqrt(sum(g^2)))
if (conv$converged) {
return(list(
estimate = theta_new,
iterations = t,
converged = TRUE,
history = history
))
}
theta <- theta_newundefined| Algorithm | Convergence Rate | Iterations to $\varepsilon$ |
|---|---|---|
| Gradient Descent | $O(1/t)$ | $O(1/\varepsilon)$ |
| Accelerated GD | $O(1/t^2)$ | $O(1/\sqrt{\varepsilon})$ |
| Newton-Raphson | Quadratic | $O(\log\log(1/\varepsilon))$ |
| EM Algorithm | Linear | $O(\log(1/\varepsilon))$ |
| Coordinate Descent | Linear | $O(p \cdot \log(1/\varepsilon))$ |
| 算法 | 收敛速率 | 达到$\varepsilon$所需迭代次数 |
|---|---|---|
| 梯度下降 | $O(1/t)$ | $O(1/\varepsilon)$ |
| 加速梯度下降 | $O(1/t^2)$ | $O(1/\sqrt{\varepsilon})$ |
| 牛顿-拉夫逊法 | 二次收敛 | $O(\log\log(1/\varepsilon))$ |
| EM算法 | 线性收敛 | $O(\log(1/\varepsilon))$ |
| 坐标下降法 | 线性收敛 | $O(p \cdot \log(1/\varepsilon))$ |
ALGORITHM: [Name]
INPUT: [List inputs with types]
OUTPUT: [List outputs with types]
1. [Initialize]
2. [Main loop or procedure]
2.1 [Sub-step]
2.2 [Sub-step]
3. [Return]ALGORITHM: [算法名称]
INPUT: [带类型的输入列表]
OUTPUT: [带类型的输出列表]
1. [初始化步骤]
2. [主循环或核心流程]
2.1 [子步骤]
2.2 [子步骤]
3. [返回结果]ALGORITHM: Augmented IPW for Mediation
INPUT:
- Data (Y, A, M, X) of size n
- Propensity model specification
- Outcome model specification
- Mediator model specification
OUTPUT:
- Point estimate ψ̂
- Standard error SE(ψ̂)
- 95% confidence interval
1. ESTIMATE NUISANCE FUNCTIONS
1.1 Fit propensity score: π̂(x) = P̂(A=1|X=x)
1.2 Fit mediator density: f̂(m|a,x)
1.3 Fit outcome regression: μ̂(a,m,x) = Ê[Y|A=a,M=m,X=x]
2. COMPUTE PSEUDO-OUTCOMES
For i = 1 to n:
2.1 Compute IPW weight: w_i = A_i/π̂(X_i) + (1-A_i)/(1-π̂(X_i))
2.2 Compute outcome prediction: μ̂_i = μ̂(A_i, M_i, X_i)
2.3 Compute augmentation term
2.4 φ_i = w_i(Y_i - μ̂_i) + [integration term]
3. ESTIMATE AND INFERENCE
3.1 ψ̂ = n⁻¹ Σᵢ φ_i
3.2 SE = √(n⁻¹ Σᵢ (φ_i - ψ̂)²)
3.3 CI = [ψ̂ - 1.96·SE, ψ̂ + 1.96·SE]
4. RETURN (ψ̂, SE, CI)ALGORITHM: 中介分析增强逆概率加权法(Augmented IPW for Mediation)
INPUT:
- 规模为n的数据集(Y, A, M, X)
- 倾向得分模型规格
- 结果模型规格
- 中介变量模型规格
OUTPUT:
- 点估计值ψ̂
- 标准误SE(ψ̂)
- 95%置信区间
1. 估计干扰函数
1.1 拟合倾向得分:π̂(x) = P̂(A=1|X=x)
1.2 拟合中介变量密度:f̂(m|a,x)
1.3 拟合结果回归:μ̂(a,m,x) = Ê[Y|A=a,M=m,X=x]
2. 计算伪结果
对于i = 1到n:
2.1 计算IPW权重:w_i = A_i/π̂(X_i) + (1-A_i)/(1-π̂(X_i))
2.2 计算结果预测值:μ̂_i = μ̂(A_i, M_i, X_i)
2.3 计算增强项
2.4 φ_i = w_i(Y_i - μ̂_i) + [积分项]
3. 估计与推断
3.1 ψ̂ = n⁻¹ Σᵢ φ_i
3.2 SE = √(n⁻¹ Σᵢ (φ_i - ψ̂)²)
3.3 CI = [ψ̂ - 1.96·SE, ψ̂ + 1.96·SE]
4. 返回(ψ̂, SE, CI)| Complexity | Name | Example | Operations at n=1000 |
|---|---|---|---|
| $O(1)$ | Constant | Array access | 1 |
| $O(\log n)$ | Logarithmic | Binary search | ~10 |
| $O(n)$ | Linear | Single loop | 1,000 |
| $O(n \log n)$ | Linearithmic | Merge sort, FFT | ~10,000 |
| $O(n^2)$ | Quadratic | Nested loops | 1,000,000 |
| $O(n^3)$ | Cubic | Matrix multiplication | 1,000,000,000 |
| $O(2^n)$ | Exponential | Subset enumeration | ~10^301 |
| 复杂度 | 名称 | 示例 | n=1000时的操作次数 |
|---|---|---|---|
| $O(1)$ | 常数复杂度 | 数组访问 | 1 |
| $O(\log n)$ | 对数复杂度 | 二分查找 | ~10 |
| $O(n)$ | 线性复杂度 | 单循环遍历 | 1,000 |
| $O(n \log n)$ | 线性对数复杂度 | 归并排序、FFT | ~10,000 |
| $O(n^2)$ | 二次复杂度 | 嵌套循环 | 1,000,000 |
| $O(n^3)$ | 三次复杂度 | 矩阵乘法 | 1,000,000,000 |
| $O(2^n)$ | 指数复杂度 | 子集枚举 | ~10^301 |
undefinedundefinedundefinedundefined| Algorithm | Time | Space |
|---|---|---|
| OLS | O(np² + p³) | O(np) |
| Logistic (Newton) | O(np² + p³) per iter | O(np) |
| Bootstrap (B reps) | O(B × base) | O(n) |
| MCMC (T iters) | O(T × per_iter) | O(n + T) |
| Cross-validation (K) | O(K × base) | O(n) |
| Random forest | O(n log n × B × p) | O(n × B) |
| 算法 | 时间复杂度 | 空间复杂度 |
|---|---|---|
| 普通最小二乘(OLS) | O(np² + p³) | O(np) |
| 逻辑回归(牛顿法) | 每次迭代O(np² + p³) | O(np) |
| 自助法(B次重复) | O(B × 基础算法复杂度) | O(n) |
| 马尔可夫链蒙特卡洛(T次迭代) | O(T × 每次迭代复杂度) | O(n + T) |
| 交叉验证(K折) | O(K × 基础算法复杂度) | O(n) |
| 随机森林 | O(n log n × B × p) | O(n × B) |
TIME COMPLEXITY:
- Initialization: O(...)
- Per iteration: O(...)
- Total (T iterations): O(...)
- Convergence typically in T = O(...) iterations
SPACE COMPLEXITY:
- Data storage: O(n × p)
- Working memory: O(...)
- Output: O(...)时间复杂度:
- 初始化:O(...)
- 每次迭代:O(...)
- 总复杂度(T次迭代):O(...)
- 通常收敛所需迭代次数T = O(...)
空间复杂度:
- 数据存储:O(n × p)
- 工作内存:O(...)
- 输出结果:O(...)CONVERGENCE:
- Type: [Linear/Superlinear/Quadratic]
- Rate: [Expression]
- Conditions: [What must hold]
- Stopping criterion: [When to stop]
- Typical iterations: [Order of magnitude]收敛性:
- 类型:[线性/超线性/二次]
- 速率:[表达式]
- 条件:[需满足的条件]
- 停止准则:[停止时机]
- 典型迭代次数:[数量级]ALGORITHM: Gradient Descent
INPUT: f (objective), ∇f (gradient), x₀ (initial), η (step size), ε (tolerance)
OUTPUT: x* (minimizer)
1. k ← 0
2. WHILE ‖∇f(xₖ)‖ > ε:
2.1 xₖ₊₁ ← xₖ - η∇f(xₖ)
2.2 k ← k + 1
3. RETURN xₖ
COMPLEXITY: O(iterations × gradient_cost)
CONVERGENCE: Linear with rate (1 - η·μ) for μ-strongly convex fALGORITHM: 梯度下降法
INPUT: f(目标函数), ∇f(梯度), x₀(初始值), η(步长), ε(容差)
OUTPUT: x*(最小值点)
1. k ← 0
2. 当‖∇f(xₖ)‖ > ε时:
2.1 xₖ₊₁ ← xₖ - η∇f(xₖ)
2.2 k ← k + 1
3. 返回xₖ
复杂度: O(迭代次数 × 梯度计算成本)
收敛性: 对于μ-强凸函数f,收敛速率为线性,速率为(1 - η·μ)ALGORITHM: Newton-Raphson
INPUT: f, ∇f, ∇²f, x₀, ε
OUTPUT: x*
1. k ← 0
2. WHILE ‖∇f(xₖ)‖ > ε:
2.1 Solve ∇²f(xₖ)·d = -∇f(xₖ) for direction d
2.2 xₖ₊₁ ← xₖ + d
2.3 k ← k + 1
3. RETURN xₖ
COMPLEXITY: O(iterations × p³) for p-dimensional
CONVERGENCE: Quadratic near solutionALGORITHM: 牛顿-拉夫逊法
INPUT: f, ∇f, ∇²f(海森矩阵), x₀, ε
OUTPUT: x*
1. k ← 0
2. 当‖∇f(xₖ)‖ > ε时:
2.1 求解∇²f(xₖ)·d = -∇f(xₖ)得到方向d
2.2 xₖ₊₁ ← xₖ + d
2.3 k ← k + 1
3. 返回xₖ
复杂度: p维问题每次迭代O(p³)
收敛性: 在解附近为二次收敛ALGORITHM: Expectation-Maximization
INPUT: Data Y, model parameters θ₀, tolerance ε
OUTPUT: MLE θ̂
1. θ ← θ₀
2. REPEAT:
2.1 E-STEP: Compute Q(θ'|θ) = E[log L(θ'|Y,Z) | Y, θ]
2.2 M-STEP: θ_new ← argmax_θ' Q(θ'|θ)
2.3 Δ ← |θ_new - θ|
2.4 θ ← θ_new
3. UNTIL Δ < ε
4. RETURN θ
CONVERGENCE: Monotonic increase in likelihood
Linear rate near optimumALGORITHM: 期望最大化算法(Expectation-Maximization)
INPUT: 数据Y, 模型参数θ₀, 容差ε
OUTPUT: 极大似然估计θ̂
1. θ ← θ₀
2. 重复:
2.1 E步骤:计算Q(θ'|θ) = E[log L(θ'|Y,Z) | Y, θ]
2.2 M步骤:θ_new ← argmax_θ' Q(θ'|θ)
2.3 Δ ← |θ_new - θ|
2.4 θ ← θ_new
3. 直到Δ < ε
4. 返回θ
收敛性: 似然值单调递增
在最优解附近为线性收敛速率ALGORITHM: Nonparametric Bootstrap
INPUT: Data X of size n, statistic T, B (number of replicates)
OUTPUT: SE estimate, CI
1. FOR b = 1 to B:
1.1 Draw X*_b by sampling n observations with replacement from X
1.2 Compute T*_b = T(X*_b)
2. SE_boot ← SD({T*_1, ..., T*_B})
3. CI_percentile ← [quantile(T*, 0.025), quantile(T*, 0.975)]
4. RETURN (SE_boot, CI_percentile)
COMPLEXITY: O(B × cost(T))
NOTES: B ≥ 1000 for SE, B ≥ 10000 for percentile CIALGORITHM: 非参数自助法
INPUT: 规模为n的数据集X, 统计量T, B(重复次数)
OUTPUT: 标准误估计值, 置信区间
1. 对于b = 1到B:
1.1 从X中有放回地抽取n个样本得到X*_b
1.2 计算T*_b = T(X*_b)
2. SE_boot ← SD({T*_1,..., T*_B})
3. 百分位数置信区间CI_percentile ← [quantile(T*, 0.025), quantile(T*, 0.975)]
4. 返回(SE_boot, CI_percentile)
复杂度: O(B × 统计量计算成本)
注意事项: 估计标准误时B ≥ 1000,估计百分位数置信区间时B ≥ 10000ALGORITHM: Parametric Bootstrap
INPUT: Data X, parametric model M, B replicates
OUTPUT: SE estimate
1. Fit θ̂ = MLE(X, M)
2. FOR b = 1 to B:
2.1 Generate X*_b ~ M(θ̂)
2.2 Compute θ̂*_b = MLE(X*_b, M)
3. SE_boot ← SD({θ̂*_1, ..., θ̂*_B})
4. RETURN SE_bootALGORITHM: 参数自助法
INPUT: 数据集X, 参数模型M, B次重复
OUTPUT: 标准误估计值
1. 拟合模型得到极大似然估计θ̂ = MLE(X, M)
2. 对于b = 1到B:
2.1 根据模型M(θ̂)生成样本X*_b
2.2 拟合X*_b得到θ̂*_b = MLE(X*_b, M)
3. SE_boot ← SD({θ̂*_1,..., θ̂*_B})
4. 返回SE_bootundefinedundefinedundefinedundefined