arXiv:2509.16027stat.MLcs.LG2025-09被引 2

比较三种概率测度匹配方法,揭示其在因果推断中的适用条件

What is a good matching of probability measures? A counterfactual lens on transport maps

  • 对比循环单调、分位数保持和三角单调三类传输映射的结构特性
  • 证明三类映射在特定条件下等价,明确其适用范围
  • 连接因果模型与统计传输,阐明因果假设如何支持特定匹配结构

将概率测度耦合视为统计与机器学习中众多问题的核心,如领域自适应、迁移学习和因果推断。即使限定于确定性传输,此类耦合也难以唯一确定:两个无原子边缘分布可对应无穷多个传输映射。尽管最优传输常被采用,其基于成本最小化和循环单调性的动机,掩盖了多变量单调匹配的多种概念并存的事实。本文首先对三类传输映射——循环单调、分位数保持与三角单调映射——进行系统比较,建立其等价的充要条件,从而厘清各自的结构性质。同时,将结构因果模型中的反事实推理形式化为固定边缘分布间传输映射的选择问题,凸显反事实推理中不可验证假设的作用。进而,我们识别出在何种因果图结构与结构方程条件下,反事实映射与经典统计传输映射一致。由此,明确了因果假设在支持特定传输映射结构时的边界条件。整体工作旨在深化对传输映射族的理论理解,并澄清其潜在的因果解释。我们期望此研究能促进统计传输与因果推断之间的新桥梁建设。

原文摘要 · Abstract (English)

Coupling probability measures lies at the core of many problems in statistics and machine learning, from domain adaptation to transfer learning and causal inference. Yet, even when restricted to deterministic transports, such couplings are not identifiable: two atomless marginals admit infinitely many transport maps. The common recourse to optimal transport, motivated by cost minimization and cyclical monotonicity, obscures the fact that several distinct notions of multivariate monotone matchings coexist. In this work, we first carry a comparative analysis of three constructions of transport maps: cyclically monotone, quantile-preserving and triangular monotone maps. We establish necessary and sufficient conditions for their equivalence, thereby clarifying their respective structural properties. In parallel, we formulate counterfactual reasoning within the framework of structural causal models as a problem of selecting transport maps between fixed marginals, which makes explicit the role of untestable assumptions in counterfactual reasoning. Then, we are able to connect these two perspectives by identifying conditions on causal graphs and structural equations under which counterfactual maps coincide with classical statistical transports. In this way, we delineate the circumstances in which causal assumptions support the use of a specific structure of transport map. Taken together, our results aim to enrich the theoretical understanding of families of transport maps and to clarify their possible causal interpretations. We hope this work contributes to establishing new bridges between statistical transport and causal inference.

概率匹配因果推断最优传输

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