Functional Causal Discovery via Conditional Covariance Ordering

๐Ÿ“… 2026-09-22
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ๆœฌๆ–‡้€š่ฟ‡ๆฏ”่พƒๆกไปถๅๆ–นๅทฎ็ฎ—ๅญ็š„่Œƒๆ•ฐ๏ผŒๆๅ‡บไบ†ไธ€็งๆ–ฐ็š„ๆ–นๆณ•ๆฅ่ฏ†ๅˆซๅ‡ฝๆ•ฐๅ˜้‡็š„ๆœ‰ๆ•ˆๆ‹“ๆ‰‘ๆŽ’ๅบ๏ผŒ่ฟ›่€Œไผฐ่ฎกๅ› ๆžœๆœ‰ๅ‘ๆ— ็Žฏๅ›พใ€‚
๐Ÿ“ Abstract
We study causal discovery where each node is a random function. Previous studies on this topic rely on structural assumptions, e.g., linearity or non-linearity, and distributional assumptions, e.g., Gaussianity or non-Gaussianity. In contrast, we make use of covariance operators to avoid these assumptions. Under functional additive noise models, we propose a new sufficient condition to identify a valid topological ordering based on comparing norms of conditional covariance operators. Taking advantage of this identifiability condition, we develop a new mixed regression model that subsumes linear and non-linear models. Together with variable selection, our procedure yields an estimation of the causal directed acyclic graph (DAG) for functional variables. In theory, we develop the least-squares-type theory of this regression model, and derive asymptotic consistency of order determination, sparse regression, as well as identifying the DAG. Computational algorithms based on discrete observations are provided. Applied to simulated data, our approach performs satisfactorily among existing approaches. A real data example of brain effective connectivity is also presented.
Problem

Research questions and friction points this paper is trying to address.

causal discovery
random function
topological ordering
DAG
covariance operators
Innovation

Methods, ideas, or system contributions that make the work stand out.

Conditional Covariance Operators
Functional Additive Noise Models
Mixed Regression Model
Causal Directed Acyclic Graph (DAG)
K
Keyu Li
School of Mathematical Sciences and School of Economics and Management, Tongji University
R
Ruoxu Tan
School of Mathematical Sciences and School of Economics and Management, Tongji University