论文标题

在不可触间系统中的因果发现框架

A Framework for Causal Discovery in non-intervenable systems

论文作者

van Leeuwen, Peter Jan, DeCaria, Michael, Chakaborty, Nachiketa, Pulido, Manuel

论文摘要

存在许多框架来推断复杂的非线性系统中的因果关系,但缺乏完整的理论。提出了一个完全非线性的新框架,提供了因果过程的完整信息理论分解,允许原因之间的非线性相互作用,识别缺失或未知过程的因果强度,并且可以分析在有向acyclic图上无法表示的系统。基本的构建块是信息理论措施,例如(条件)共同信息,也是一个称为确定性的新概念,它会随着有关目标过程的可用信息而单调地增加。该框架详细介绍并与其他现有框架进行了比较,并讨论了混杂因素的处理。尽管有一些结构的系统无法解开框架,但有人认为,基于集成数量的任何因果框架都会错过潜在的潜在概率密度函数的潜在重要信息。该框架在几个高度简化的随机过程上进行了测试,以证明如何处理阻塞和网关以及混乱的Lorentz 1963系统。我们表明该框架提供了有关本地动态的信息,但也揭示了有关基础吸引子的较大规模结构的信息。此外,通过将其应用于与El-Nino-Southern-Soscillation系统相关的实际观察结果,我们证明了其比其他方法的能力和优势。

Many frameworks exist to infer cause and effect relations in complex nonlinear systems but a complete theory is lacking. A new framework is presented that is fully nonlinear, provides a complete information theoretic disentanglement of causal processes, allows for nonlinear interactions between causes, identifies the causal strength of missing or unknown processes, and can analyze systems that cannot be represented on Directed Acyclic Graphs. The basic building blocks are information theoretic measures such as (conditional) mutual information and a new concept called certainty that monotonically increases with the information available about the target process. The framework is presented in detail and compared with other existing frameworks, and the treatment of confounders is discussed. While there are systems with structures that the framework cannot disentangle, it is argued that any causal framework that is based on integrated quantities will miss out potentially important information of the underlying probability density functions. The framework is tested on several highly simplified stochastic processes to demonstrate how blocking and gateways are handled, and on the chaotic Lorentz 1963 system. We show that the framework provides information on the local dynamics, but also reveals information on the larger scale structure of the underlying attractor. Furthermore, by applying it to real observations related to the El-Nino-Southern-Oscillation system we demonstrate its power and advantage over other methodologies.

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