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arXiv 2609.16931stat.MEcs.AIcs.LGstat.ML

通过变换低秩分位数曲面进行因果发现

Causal Discovery via Transformed Low-Rank Quantile Surfaces

Ryo Kamimura, Thong Pham

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中文总结 AI 辅助

提出低秩分位数曲面模型,通过非参数拟合实现因果方向识别,在分布形状超出位置-尺度假设时表现优异。

中文摘要 AI 辅助

我们提出了低秩分位数曲面(LRQS),这是一种双变量因果模型,在因果方向上,条件分位数曲面的未知单调变换允许进行低秩函数分解。LRQS 包含了位置-尺度噪声模型和后非线性异方差噪声模型,同时允许多个分位数基表示超出位置-尺度效应的变化。我们证明了 LRQS 的通用可辨识性:变换后的分位数曲面在因果方向上是低秩的,而在相应约束下的反向可表示性仅发生在特殊的、精细调整的原因边际分布情况下。我们提供了一种简单而强大的因果评分方法,采用非参数拟合程序,在离散化分位数曲面的秩约束逼近与未知单调变换的保序估计之间交替进行。在具有更高秩分布形状变化和强非线性扭曲的合成机制以及标准双变量基准上的实验表明,当条件分布形状或观测扭曲超出已有的位置-尺度假设时,LRQS 尤其有效。

英文摘要

We propose Low-Rank Quantile Surfaces (LRQS), a bivariate causal model in which, in the causal direction, an unknown monotone transformation of the conditional quantile surface admits a low-rank functional decomposition. LRQS subsumes location-scale noise models and post-nonlinear heteroscedastic noise models, while allowing multiple quantile bases to represent changes beyond location-scale effects. We prove generic identifiability of LRQS: the transformed quantile surface is low rank in the causal direction, whereas reverse representability under the corresponding constraints occurs only for exceptional, fine-tuned cause marginals. We provide a simple-yet-powerful causal score using a nonparametric fitting procedure that alternates between rank-constrained approximation of discretized quantile surfaces and isotonic estimation of the unknown monotone transformation. Experiments on synthetic mechanisms with higher-rank distributional shape variation and strong nonlinear distortions, together with standard bivariate benchmarks, show that LRQS is especially effective when conditional distributional shape or observation distortion goes beyond existing location-scale assumptions.

发表机构

  • Shiga University(滋贺大学)
  • RIKEN AIP(理化学研究所人工智能研究中心)
  • The University of Osaka(大阪大学)

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