论文标题

来自损坏的数据流的因果结构识别

Causal Structure Identification from Corrupt Data-Streams

论文作者

Subramanian, Venkat Ram, Lamperski, Andrew, Salapaka, Murti V.

论文摘要

可以将复杂的网络系统建模并表示为图形,而节点代表代理以及描述它们之间动态耦合的链接。动态系统网络识别的基本目标是确定因果影响途径。但是,源自不同来源的动态相关的数据流很容易归因于异步时间邮票,数据包下降和噪声引起的损坏。在本文中,我们表明,使用损坏的测量结果识别因果结构会导致推断虚假链接。获得了描述腐败对一组节点的影响的必要条件。我们的理论适用于非线性系统和具有反馈循环的系统。我们的结果是通过分析动态贝叶斯网络中有条件的定向信息获得的。我们为有条件的定向信息估计器提供一致性结果,我们通过显示几乎呈融合来使用。

Complex networked systems can be modeled and represented as graphs, with nodes representing the agents and the links describing the dynamic coupling between them. The fundamental objective of network identification for dynamic systems is to identify causal influence pathways. However, dynamically related data-streams that originate from different sources are prone to corruption caused by asynchronous time stamps, packet drops, and noise. In this article, we show that identifying causal structure using corrupt measurements results in the inference of spurious links. A necessary and sufficient condition that delineates the effects of corruption on a set of nodes is obtained. Our theory applies to nonlinear systems, and systems with feedback loops. Our results are obtained by the analysis of conditional directed information in dynamic Bayesian networks. We provide consistency results for the conditional directed information estimator that we use by showing almost-sure convergence.

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