SC3D: Dynamic and Differentiable Causal Discovery for Temporal and Instantaneous Graphs
SC3D:时序与即时因果图的动态可微发现AI 解读 ↓
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AI 根据所提供的论文材料归类:摘要直接研究多变量时间序列的滞后与即时结构,并使用 SVAR 等动态系统检验,最直接对应时间序列方法。
SC3D:时序与即时因果图的动态可微发现AI 解读 ↓
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Discovering causal structures from multivariate time series is a key problem because interactions span across multiple lags and possibly involve instantaneous dependencies. Additionally, the search space of the dynamic graphs is combinatorial in nature. In this study, we propose Stable Causal Dynamic Differentiable Discovery (SC3D), a two-stage differentiable framework that jointly learns lag-specific adjacency matrices and, if present, an instantaneous directed acyclic graph (DAG). In Stage 1, SC3D performs edge preselection through node-wise prediction to obtain masks for lagged and instantaneous edges, whereas Stage 2 refines these masks by optimizing a likelihood with sparsity along with enforcing acyclicity on the instantaneous block. Numerical results across synthetic SVAR systems, nonlinear and chaotic benchmarks, nonstationary dynamics and real-world datasets demonstrate that SC3D achieves improved stability and more accurate recovery of both lagged and instantaneous causal structures compared to existing baselines.
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时间序列中的动态局部平均处理效应
This paper discusses identification, estimation, and inference on dynamic local average treatment effects (LATEs) in instrumental variables (IVs) settings. First, we show that compliers--observations whose treatment status is affected by the instrument--can be identified individually in time series data using smoothness assumptions and local comparisons of treatment assignments. Second, we show that this result enables not only better interpretability of IV estimates but…