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On the Identification of Temporally Causal Representation with Instantaneous Dependence

Zijian Li, Yifan Shen, Kaitao Zheng, Ruichu Cai, Xiangchen Song, Mingming Gong, Guangyi Chen, Kun Zhang

TL;DR

This work addresses identifiability in time-series learning when latent causal processes exhibit instantaneous dependencies. It introduces IDOL, a sparse latent-process framework combined with temporally variational inference and gradient-based sparsity regularization to identify latent variables and their causal graph up to a Markov-equivalence class, without requiring interventions or grouping. Theoretical identifiability results are derived using sufficiency of variability and sparse-influence priors, and are validated on synthetic data and real-world human motion benchmarks, showing improved latent recovery and forecasting. The approach advances causal representation learning by accommodating instantaneous effects and providing practical mechanisms for estimation, with noted limitations in high-dimensional settings and invertible mixing assumptions.

Abstract

Temporally causal representation learning aims to identify the latent causal process from time series observations, but most methods require the assumption that the latent causal processes do not have instantaneous relations. Although some recent methods achieve identifiability in the instantaneous causality case, they require either interventions on the latent variables or grouping of the observations, which are in general difficult to obtain in real-world scenarios. To fill this gap, we propose an \textbf{ID}entification framework for instantane\textbf{O}us \textbf{L}atent dynamics (\textbf{IDOL}) by imposing a sparse influence constraint that the latent causal processes have sparse time-delayed and instantaneous relations. Specifically, we establish identifiability results of the latent causal process based on sufficient variability and the sparse influence constraint by employing contextual information of time series data. Based on these theories, we incorporate a temporally variational inference architecture to estimate the latent variables and a gradient-based sparsity regularization to identify the latent causal process. Experimental results on simulation datasets illustrate that our method can identify the latent causal process. Furthermore, evaluations on multiple human motion forecasting benchmarks with instantaneous dependencies indicate the effectiveness of our method in real-world settings.

On the Identification of Temporally Causal Representation with Instantaneous Dependence

TL;DR

This work addresses identifiability in time-series learning when latent causal processes exhibit instantaneous dependencies. It introduces IDOL, a sparse latent-process framework combined with temporally variational inference and gradient-based sparsity regularization to identify latent variables and their causal graph up to a Markov-equivalence class, without requiring interventions or grouping. Theoretical identifiability results are derived using sufficiency of variability and sparse-influence priors, and are validated on synthetic data and real-world human motion benchmarks, showing improved latent recovery and forecasting. The approach advances causal representation learning by accommodating instantaneous effects and providing practical mechanisms for estimation, with noted limitations in high-dimensional settings and invertible mixing assumptions.

Abstract

Temporally causal representation learning aims to identify the latent causal process from time series observations, but most methods require the assumption that the latent causal processes do not have instantaneous relations. Although some recent methods achieve identifiability in the instantaneous causality case, they require either interventions on the latent variables or grouping of the observations, which are in general difficult to obtain in real-world scenarios. To fill this gap, we propose an \textbf{ID}entification framework for instantane\textbf{O}us \textbf{L}atent dynamics (\textbf{IDOL}) by imposing a sparse influence constraint that the latent causal processes have sparse time-delayed and instantaneous relations. Specifically, we establish identifiability results of the latent causal process based on sufficient variability and the sparse influence constraint by employing contextual information of time series data. Based on these theories, we incorporate a temporally variational inference architecture to estimate the latent variables and a gradient-based sparsity regularization to identify the latent causal process. Experimental results on simulation datasets illustrate that our method can identify the latent causal process. Furthermore, evaluations on multiple human motion forecasting benchmarks with instantaneous dependencies indicate the effectiveness of our method in real-world settings.
Paper Structure (66 sections, 8 theorems, 52 equations, 10 figures, 22 tables)

This paper contains 66 sections, 8 theorems, 52 equations, 10 figures, 22 tables.

Key Result

Theorem 1

For a series of observations $\mathbf{x}_t\in\mathbb{R}^n$ and estimated latent variables $\mathbf{\hat{z}}_{t}\in\mathbb{R}^n$ with the corresponding process $\hat{f}_i, \hat{p}(\epsilon), \hat{g}$, where $\hat{g}$ is invertible, suppose that the process subject to observational equivalence $\mathb Then for any two different entries $\hat{c}_{t,k},\hat{c}_{t,l}$ of $\hat{{\mathbf{c}}}_t \in \math

Figures (10)

  • Figure 1: Three different data generation processes with time-delayed and instantaneous dependencies. (a) iCITRIS lippe2023causal requires intervention variables $\textbf{i}_t$ for latent variables (the gray nodes with blue rim.). (b) G-CaRL morioka2023causal assumes that observed variables can be grouped according to which latent variables they are connected to (the blue dotted lines), (c) IDOL requires a sparse latent causal process (the blue solid lines).
  • Figure 2: Examples of Markov networks with different types of contextual information that satisfy the sparse latent process assumption. Case (i) uses both historical and future information for identifiability. Case (ii) uses only historical information. Case (iii) that does not include instantaneous dependencies can identify latent variables without any contextual information, which degenerates to TDRL yao2022temporally. Please note that in all cases, we show only the Markov net of ${\mathbf{c}}_t$ conditioned on previous timestamps while omitting the conditions for simplicity.
  • Figure 3: The framework of the IDOL model. The encoder and decoder are used for the extraction of latent variables and observation reconstruction. The prior network is used for prior distribution estimation, and $L_s$ denotes the gradient-based sparsity penalty. The solid and dashed arrows denote the forward and backward propagation.
  • Figure 4: Visualization results of directed acyclic graphs of latent variables of different methods. The first and second rows denote time-delayed and instantaneous causal relationships of latent variables.
  • Figure A5: An example of DAG (a) and Markov Network (b).
  • ...and 5 more figures

Theorems & Definitions (16)

  • Definition 1: Identifiable Latent Causal Process yao2022temporallyyao2021learning
  • Theorem 1
  • Definition 2: Intimate Neighbor Set zhang2024causal
  • Theorem 2
  • Corollary 1
  • Theorem 3
  • Theorem A1
  • proof
  • Theorem A2
  • proof
  • ...and 6 more