An Interventional Perspective on Identifiability in Gaussian LTI Systems with Independent Component Analysis

• URL: http://arxiv.org/abs/2311.18048v2
• Date: Fri, 16 Feb 2024 10:36:55 GMT
• Title: An Interventional Perspective on Identifiability in Gaussian LTI Systems with Independent Component Analysis
• Authors: Goutham Rajendran, Patrik Reizinger, Wieland Brendel, Pradeep Ravikumar
• Abstract summary: We show that in Gaussian Linear Time-Invariant (LTI) systems, the system parameters can be identified by introducing diverse intervention signals. We show that Hidden Markov Models, in general, and (Gaussian) LTI systems, fulfil a generalization of the Causal de Finetti theorem with continuous parameters.
• Score: 44.892642197610215
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: We investigate the relationship between system identification and intervention design in dynamical systems. While previous research demonstrated how identifiable representation learning methods, such as Independent Component Analysis (ICA), can reveal cause-effect relationships, it relied on a passive perspective without considering how to collect data. Our work shows that in Gaussian Linear Time-Invariant (LTI) systems, the system parameters can be identified by introducing diverse intervention signals in a multi-environment setting. By harnessing appropriate diversity assumptions motivated by the ICA literature, our findings connect experiment design and representational identifiability in dynamical systems. We corroborate our findings on synthetic and (simulated) physical data. Additionally, we show that Hidden Markov Models, in general, and (Gaussian) LTI systems, in particular, fulfil a generalization of the Causal de Finetti theorem with continuous parameters.

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