arXiv:2605.16919stat.MLcs.LG2026-05

针对分布序列的因果预测,提出结构化于单纯形的CAST方法。

CAST: Causal Anchored Simplex Transport for Distribution-Valued Time Series

论文配图:CAST: Causal Anchored Simplex Transport for Distribution-Valued Time Series
图 1 · 摘自论文原文
  • 基于因果上下文与锚点稳定,构造保持单纯形的局部传输算子。
  • 在11个真实与模拟数据集上,一阶KL与自回归JSD均达最优平均排名。
  • 适合生态、能源、交通等分布型时序数据的在线预测任务。

许多面向决策的随机系统通过聚合分布而非标量轨迹被观测:队列占用率、出行份额、公共卫生构成、发电源占比、生态组成及空气质量等级均位于概率单纯形并随时间演化。本文研究此类分布型时序序列的因果(在线)预测,主张转移算子应围绕单纯形构建。提出CAST(Causal Anchored Simplex Transport),一种继承局部的算子,其(i)从因果上下文中检索经验后继,(ii)以持久性锚点稳定之,(iii)在有序支持上应用有界局部随机传输;每一步均保证保持单纯形。识别出一种结构性失败模式——隐含转移核混淆,即相似观测分布在不同上下文条件下演化不同。证明仅依赖混淆摘要的预测器必然产生不可消除的加权杰恩-申逊过剩风险下界,而CAST假设类包含具有上下文感知能力的贝叶斯后继;对于有序支持,当传输后继落在无传输锚点凸包外时,额外存在Pinsker分离。在涵盖生态、能源、饮食、死亡率、就业、空气质量、极端天气、出行及G/G/1、G_t/G/1队列占用率等11个公共与模拟基准上,CAST在单步KL(1.27)与自回归滚动JSD(1.91)上均取得最佳平均排名,分别在8/11项指标中胜过广泛统计、组合、循环、卷积与Transformer基线,且离线KL所有11项均位列前二。组件消融与受控合成混淆实验验证了理论。

原文摘要 · Abstract (English)

Many decision-facing stochastic systems are observed through aggregate distributions rather than scalar trajectories: queue occupancies, mobility shares, public-health mixtures, generation-source shares, ecological compositions, and air-quality severity profiles all live on the probability simplex and evolve over time. We study causal (online) forecasting for these distribution-valued time series and argue that the transition operator itself should be structured around the simplex. We introduce CAST (Causal Anchored Simplex Transport), a successor-local operator that (i) retrieves empirical successors from causal context, (ii) stabilizes them with a persistence anchor, and (iii) applies a bounded local stochastic transport on ordered supports; every stage preserves the simplex by construction. We identify a structural failure mode, latent transition-kernel aliasing, where similar observed distributions evolve differently under different contextual regimes, and prove that any forecaster depending only on an aliased summary incurs an irreducible weighted Jensen-Shannon excess-risk lower bound, while the CAST hypothesis class contains the regime-aware Bayes successor; for ordered supports an additional Pinsker separation holds whenever the transported successor lies outside the no-transport anchor hull. On eleven public and simulated benchmarks spanning ecology, energy, diet, mortality, employment, air quality, severe weather, mobility, and G/G/1, G_t/G/1 queue occupancy, CAST attains the best average rank on both one-step KL (1.27) and autoregressive rollout JSD (1.91), winning 8/11 sections on each metric against a broad statistical, compositional, recurrent, convolutional, and Transformer baseline set, and top-2 on all 11 sections for offline KL. Component ablations and a controlled synthetic aliasing experiment corroborate the theory.

时序预测分布数据因果建模单纯形

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。