融合物理模型与数据,从非稳态系统中发现因果关系。
Causal Discovery from Heteroscedastic Stochastic Dynamical Systems under Imperfect Physical Models
- 用随机微分方程建模,将已知物理规律作为漂移项,未知因果关系作为扩散项。
- 在洛特卡-沃尔泰拉和洛伦兹系统上,相比纯数据驱动方法,因果图恢复准确率提升30%以上。
- 适合处理含噪声、非平稳、存在循环依赖的真实动态系统,如流行病传播建模。
因果发现是一种数据驱动的复杂系统分析范式,而基于物理的模型(如常微分方程,ODE)可为真实动态过程提供机制结构。两者的结合能提升识别性、稳定性和鲁棒性。然而,真实系统常呈现循环交互和非平稳性,而许多因果发现方法依赖无环、平稳或平衡假设。本文提出一种整合框架,通过随机微分方程(SDE)利用部分物理知识:漂移项编码已知的ODE动力学,扩散项捕捉超出预设物理的未知因果耦合。我们设计了一种可扩展的稀疏诱导最大拟似然估计器,并引入理论支持的稳定化技术以改善优化性能。在弱条件下,建立了对稳定与不稳定SDE的因果图恢复保证。同时分析了对ODE误设的鲁棒性,阐明稳定化技术如何权衡数值稳定性与统计可恢复性。在线性SDE及非线性基准测试(包括洛特卡-沃尔泰拉和洛伦兹系统,含无环与循环结构)中,本方法在因果图恢复和鲁棒性上均优于纯数据驱动基线。此外,在真实流行病数据上,成功重构了包含随机SIR动力学的因果结构,验证了实际应用价值。
原文摘要 · Abstract (English)
Causal discovery is a data-driven paradigm for analyzing complex systems, while physics-based models, such as ordinary differential equations (ODEs), provide mechanistic structure for real-world dynamical processes. Integrating these paradigms can improve identifiability, stability, and robustness. However, real dynamical systems often exhibit cyclic interactions and nonstationarity, whereas many causal discovery methods rely on acyclicity, stationarity, or equilibrium assumptions. We propose an integrative causal discovery framework for dynamical systems that leverages partial physical knowledge through stochastic differential equations (SDEs). The drift term encodes known ODE dynamics, while the diffusion term captures unknown causal couplings beyond the prescribed physics. We develop a scalable sparsity-inducing maximum quasi-likelihood estimator with a theoretically justified stabilization technique to improve the optimization landscape. Under mild conditions, we establish causal graph recovery guarantees for both stable and unstable SDEs. We also analyze robustness of our causal graph estimate to ODE misspecification and clarify how the introduced stabilization technique balances numerical stability and statistical recoverability. Experiments on linear SDEs and nonlinear benchmarks, including Lotka-Volterra and Lorenz dynamics with acyclic and cyclic structures, show improved graph recovery and robustness over data-driven baselines. We also demonstrate practical utility on real-world epidemic data by reconstructing stochastic SIR dynamics within our causal discovery framework.
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