Sign Identifiability of Causal Effects in Stationary Stochastic Dynamical Systems

arXiv:2603.08311v2 Announce Type: replace-cross Abstract: 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 parametrisatio

Source: arXiv cs.LG — read the full report at the original publisher.

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