论文标题

动态系统的因果模型

Causal models for dynamical systems

论文作者

Peters, Jonas, Bauer, Stefan, Pfister, Niklas

论文摘要

一个概率模型描述了其观察状态的系统。但是,在许多情况下,我们对系统在干预下的响应感兴趣。结构性因果模型类别提供了一种语言,使我们能够在干预措施下对行为进行建模。可以将其作为回答许多因果问题的起点,包括识别因果关系或因果结构学习。在本章中,我们将该概念的自然而直接向前扩展到动态系统,重点关注连续的时间模型。特别是,我们介绍了两种类型的因果动力学模型,这些模型在随机性进入模型的方式上有所不同:它可以被视为观察噪声或系统的驱动噪声。在这两种情况下,我们都定义干预措施,因此为因果推断提供了可能的起点。从这个意义上讲,书章提供的问题多于答案。拟议的因果动力学模型的重点在于动态本身,而不是相应的固定分布。我们认为,当目标是在不同的时间点测量系统的全日制演变时,这是有益的。在这一重点下,考虑在微分方程本身中进行干预是很自然的。

A probabilistic model describes a system in its observational state. In many situations, however, we are interested in the system's response under interventions. The class of structural causal models provides a language that allows us to model the behaviour under interventions. It can been taken as a starting point to answer a plethora of causal questions, including the identification of causal effects or causal structure learning. In this chapter, we provide a natural and straight-forward extension of this concept to dynamical systems, focusing on continuous time models. In particular, we introduce two types of causal kinetic models that differ in how the randomness enters into the model: it may either be considered as observational noise or as systematic driving noise. In both cases, we define interventions and therefore provide a possible starting point for causal inference. In this sense, the book chapter provides more questions than answers. The focus of the proposed causal kinetic models lies on the dynamics themselves rather than corresponding stationary distributions, for example. We believe that this is beneficial when the aim is to model the full time evolution of the system and data are measured at different time points. Under this focus, it is natural to consider interventions in the differential equations themselves.

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