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.
c−u 2 k (u2 k +c) 2 − r2 i,k(c−3u 2 k) (u2 k +c) 3 # XkX ⊤ k (112) Thus, we have ∆⊤∇2ℓ(θi)∆ = 1 n n−1X k=0 (∆⊤Xk)2
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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.