arXiv:2511.21537cs.LGmath.ST2025-11被引 2

提出可处理隐含上下文的因果图发现方法,适用于时空数据中的非平稳变化。

Context-Specific Causal Graph Discovery with Unobserved Contexts: Non-Stationarity, Regimes and Spatio-Temporal Patterns

  • 基于独立性检验改进约束法,支持多场景因果推断
  • 能识别时空数据中因果结构的动态变化模式
  • 适合气候建模等复杂系统分析,兼容现有主流方法

真实世界问题如气候应用常需对空间网格时间序列数据进行因果推理。尽管系统在时空上通常被认为行为一致,但存在的差异既蕴含重要信息,又可能影响结果稳定性与有效性。本文关注因果图变化所编码的信息,并以稳定性为目标。核心挑战在于系统状态编码复杂性及非平稳结构不完全可恢复时的统计收敛性。我们提出一个框架,通过在独立性检验层面改进约束型因果发现方法,实现高度模块化、易扩展且广泛适用。该框架可整合现有方法(如PC、PC-stable、FCI、PCMCI、PCMCI+和LPCMCI),并将问题分解为更易分析的子问题,如变点检测、聚类、独立性检验等。数值实验验证了其有效性。代码已开源:https://github.com/martin-rabel/Causal_GLDF。

原文摘要 · Abstract (English)

Real-world problems, for example in climate applications, often require causal reasoning on spatially gridded time series data or data with comparable structure. While the underlying system is often believed to behave similarly at different Points in space and time, those variations that do exist are relevant twofold: They often encode important information in and of themselves. And they may negatively affect the stability and validity of results if not accounted for. We study the information encoded in changes of the causal graph, with stability in mind. Two core challenges arise, related to the complexity of encoding system-states and to statistical convergence properties in the presence of imperfectly recoverable non-stationary structure. We provide a framework realizing principles conceptually suitable to overcome these challenges - an interpretation supported by numerical experiments. Primarily, we modify constraint-based causal discovery approaches on the level of independence testing. This leads to a framework which is additionally highly modular, easily extensible and widely applicable. For example, it allows to leverage existing constraint-based causal discovery methods (demonstrated on PC, PC-stable, FCI, PCMCI, PCMCI+ and LPCMCI), and to systematically divide the problem into simpler subproblems that are easier to analyze and understand and relate more clearly to well-studied problems like change-point-detection, clustering, independence-testing and more. Code is available at https://github.com/martin-rabel/Causal_GLDF.

因果发现时空数据非平稳性模块化框架

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