平稳随机动态系统中因果效应的符号可识别性 / Sign Identifiability of Causal Effects in Stationary Stochastic Dynamical Systems
1️⃣ 一句话总结
这篇论文提出了一种新方法,在已知变量间因果结构但不知道具体影响强度的情况下,判断一个变量对另一个变量的影响方向(是促进还是抑制)是否能够从观测数据中唯一确定,并给出了相应的判定准则。
We study identifiability in continuous-time linear stationary stochastic differential equations with known causal structure. Unlike existing approaches, we relax the assumption of a known diffusion matrix, thereby respecting the model's intrinsic scale invariance. Rather than recovering drift coefficients themselves, we introduce edge-sign identifiability: for a given causal structure, we ask whether the sign of a given drift entry is uniquely determined across all observational covariance matrices induced by parametrizations compatible with that structure. Under a notion of faithfulness, we derive criteria for characterising identifiability, non-identifiability, and partial identifiability for general graphs. Applying our criteria to specific causal structures, both analogous to classical causal settings (e.g., instrumental variables) and novel cyclic settings, we determine their edge-sign identifiability and, in some cases, obtain explicit expressions for the sign of a target edge in terms of the observational covariance matrix.
平稳随机动态系统中因果效应的符号可识别性 / Sign Identifiability of Causal Effects in Stationary Stochastic Dynamical Systems
这篇论文提出了一种新方法,在已知变量间因果结构但不知道具体影响强度的情况下,判断一个变量对另一个变量的影响方向(是促进还是抑制)是否能够从观测数据中唯一确定,并给出了相应的判定准则。
源自 arXiv: 2603.08311