分析含隐变量的线性微分方程系统可辨识性,揭示因果推断的条件。
Identifiability Analysis of Linear ODE Systems with Hidden Confounders
- 构建含隐变量的线性微分方程模型,分无因果与有因果两类分析。
- 在连续/离散观测下,证明了不同情况下参数可辨识的充分条件。
- 适用于存在隐藏混杂因素的动态系统建模,如生物、经济系统研究。
线性常微分方程(ODE)系统的可辨识性分析是实现可靠因果推断的前提。尽管在系统完全可观测的情况下可辨识性已得到充分研究,但当潜在变量与系统交互时,其可辨识条件仍不明晰。本文系统分析了包含隐性混杂因子的线性ODE系统的可辨识性。首先考察隐变量间无因果关系但随时间呈现特定函数形式(如多项式)演化的场景;随后拓展至隐变量间存在因果依赖的情形,其结构由有向无环图(DAG)描述。后者为前者的复杂扩展,因此我们在多种观测条件下对第二类系统进行详细可辨识性分析,包括单轨迹或多轨迹的连续或离散观测。通过一系列仿真验证理论结果,支持并巩固了结论。
原文摘要 · Abstract (English)
The identifiability analysis of linear Ordinary Differential Equation (ODE) systems is a necessary prerequisite for making reliable causal inferences about these systems. While identifiability has been well studied in scenarios where the system is fully observable, the conditions for identifiability remain unexplored when latent variables interact with the system. This paper aims to address this gap by presenting a systematic analysis of identifiability in linear ODE systems incorporating hidden confounders. Specifically, we investigate two cases of such systems. In the first case, latent confounders exhibit no causal relationships, yet their evolution adheres to specific functional forms, such as polynomial functions of time $t$. Subsequently, we extend this analysis to encompass scenarios where hidden confounders exhibit causal dependencies, with the causal structure of latent variables described by a Directed Acyclic Graph (DAG). The second case represents a more intricate variation of the first case, prompting a more comprehensive identifiability analysis. Accordingly, we conduct detailed identifiability analyses of the second system under various observation conditions, including both continuous and discrete observations from single or multiple trajectories. To validate our theoretical results, we perform a series of simulations, which support and substantiate our findings.
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