Sign Identifiability of Causal Effects in Stationary Stochastic Dynamical Systems
We study identifiability in continuous-time linear stationary stochastic differential equations with a known causal structure. Unlike existing approaches, we relax the assumption of a known diffusion matrix, thereby respecting the model's intrinsic scale invariance. Therefore, rather than recovering drift coefficients themselves, we introduce edge-sign identifiability: for a given causal structure, we ask whether the sign of a given drift entry is uniquely determined across all observational covariance matrices induced by parametrisations compatible with that structure. This leads to a trichotomy of edge-sign identifiability: identifiable, non-identifiable, and partially identifiable. Thi...
| Authors | Gijs van Seeventer, Saber Salehkaleybar |
|---|---|
| Primary category | math.ST |
| Published | 9 March 2026 |
| Last updated at source | 9 July 2026 |
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