One Intervention per Component is Enough: Towards Identifiability in Linear Stochastic Dynamics from Steady State

Saber Salehkaleybar

Keywords: Causal Inference, Stochastic Differential Equation, Interventions, Causal Discovery, Ornstein–Uhlenbeck Process, Identifiability

Abstract:

We study the problem of recovering the parameters of a multivariate Ornstein–Uhlenbeck (OU) process from steady-state observational and interventional data. In many applications, such as large-scale gene perturbation experiments, only stationary “snapshot” measurements are available, making standard stochastic differential equation estimation methods that rely on time-series trajectories inapplicable.
We first establish an identifiability result: one intervention per strongly connected component (SCC) of the drift graph suffices to recover all OU process parameters generically up to a global scaling factor. This holds provided that the SCC condensation graph is connected with a single root and certain spectral nondegeneracy assumptions hold. We propose a recursive learning algorithm that orders SCCs topologically and, for each component, isolates its marginal dynamics and solves a linear system derived from the steady-state moment equations, leveraging parameters recovered for upstream components.
Building on this theoretical foundation, we propose a regularized least-squares estimator that jointly minimizes residuals of the steady-state mean and covariance equations across observational and interventional data. Experiments on synthetic and real datasets demonstrate the effectiveness of our method in recovering parameters and predicting unseen interventions.

Primary Area: causal reasoning

Submission Number: 7947