Integrates partial ODE physics into SDE-based causal discovery via drift-diffusion separation, with sparsity-inducing quasi-likelihood estimation, recovery guarantees for stable/unstable systems, and robustness analysis to model misspecification.
≥α∥∆∥ 2 2 −τ r n∥∆∥2 1 (122) To complete the proof, we need to show thern ≍ q logp n , let ˆΣ = 1 n Pn−1 k=0 XkX ⊤ k and Σk =E[X kX ⊤ k ]
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Causal Discovery from Heteroscedastic Stochastic Dynamical Systems under Imperfect Physical Models
Integrates partial ODE physics into SDE-based causal discovery via drift-diffusion separation, with sparsity-inducing quasi-likelihood estimation, recovery guarantees for stable/unstable systems, and robustness analysis to model misspecification.