用模式熵方法从时间序列中找出因果方向,还能识别关键变化模式。
Dictionary Based Pattern Entropy for Causal Direction Discovery
- 基于算法与香农信息论构建字典模式熵,通过规则模式约束推断因果
- 在多种合成系统上表现稳定,优于或持平现有基于信息论的方法
- 适合分析无函数模型的符号序列,如生物、生态数据中的因果发现
从时间观测数据中发现因果方向对符号序列尤其具有挑战性,因缺乏功能模型和噪声假设。本文提出一种新的字典模式熵(DPE)框架,可同时推断因果方向及驱动效应变量变化的具体子模式。该框架融合算法信息论(AIT)与香农信息论,将因果理解为候选原因中出现的紧凑、规则模式系统性地约束结果。DPE 构建方向特异的字典,并使用熵度量量化其影响,建立起确定性模式结构与随机变异性之间的合理联系。因果方向通过最小不确定性准则判定,选择模式驱动组织更强且更一致的方向。如表7所示,DPE 在多种合成系统(包括延迟比特翻转扰动、AR(1)耦合、1D斜帐篷映射、稀疏过程)中持续表现出可靠性能,优于或匹配其他基于AIT的方法(ETC_E、ETC_P、LZ_P)。在生物和生态数据集上表现具有竞争力,而其他方法在特定基因组场景中占优。总体表明,最小化模式层面不确定性可带来稳健、可解释且广泛适用的因果发现框架。
原文摘要 · Abstract (English)
Discovering causal direction from temporal observational data is particularly challenging for symbolic sequences, where functional models and noise assumptions are often unavailable. We propose a novel \emph{Dictionary Based Pattern Entropy ($DPE$)} framework that infers both the direction of causation and the specific subpatterns driving changes in the effect variable. The framework integrates \emph{Algorithmic Information Theory} (AIT) and \emph{Shannon Information Theory}. Causation is interpreted as the emergence of compact, rule based patterns in the candidate cause that systematically constrain the effect. $DPE$ constructs direction-specific dictionaries and quantifies their influence using entropy-based measures, enabling a principled link between deterministic pattern structure and stochastic variability. Causal direction is inferred via a minimum-uncertainty criterion, selecting the direction exhibiting stronger and more consistent pattern-driven organization. As summarized in Table 7, $DPE$ consistently achieves reliable performance across diverse synthetic systems, including delayed bit-flip perturbations, AR(1) coupling, 1D skew-tent maps, and sparse processes, outperforming or matching competing AIT-based methods ($ETC_E$, $ETC_P$, $LZ_P$). In biological and ecological datasets, performance is competitive, while alternative methods show advantages in specific genomic settings. Overall, the results demonstrate that minimizing pattern level uncertainty yields a robust, interpretable, and broadly applicable framework for causal discovery.
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