Towards Identifiability of Hierarchical Temporal Causal Representation Learning

Fuente: arXiv
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Main Authors: Li, Zijian, Fu, Minghao, Huang, Junxian, Shen, Yifan, Cai, Ruichu, Sun, Yuewen, Chen, Guangyi, Zhang, Kun
Format: Preprint
Published: 2025
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author Li, Zijian
Fu, Minghao
Huang, Junxian
Shen, Yifan
Cai, Ruichu
Sun, Yuewen
Chen, Guangyi
Zhang, Kun
author_facet Li, Zijian
Fu, Minghao
Huang, Junxian
Shen, Yifan
Cai, Ruichu
Sun, Yuewen
Chen, Guangyi
Zhang, Kun
contents Modeling hierarchical latent dynamics behind time series data is critical for capturing temporal dependencies across multiple levels of abstraction in real-world tasks. However, existing temporal causal representation learning methods fail to capture such dynamics, as they fail to recover the joint distribution of hierarchical latent variables from \textit{single-timestep observed variables}. Interestingly, we find that the joint distribution of hierarchical latent variables can be uniquely determined using three conditionally independent observations. Building on this insight, we propose a Causally Hierarchical Latent Dynamic (CHiLD) identification framework. Our approach first employs temporal contextual observed variables to identify the joint distribution of multi-layer latent variables. Sequentially, we exploit the natural sparsity of the hierarchical structure among latent variables to identify latent variables within each layer. Guided by the theoretical results, we develop a time series generative model grounded in variational inference. This model incorporates a contextual encoder to reconstruct multi-layer latent variables and normalize flow-based hierarchical prior networks to impose the independent noise condition of hierarchical latent dynamics. Empirical evaluations on both synthetic and real-world datasets validate our theoretical claims and demonstrate the effectiveness of CHiLD in modeling hierarchical latent dynamics.
format Preprint
id arxiv_https___arxiv_org_abs_2510_18310
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Towards Identifiability of Hierarchical Temporal Causal Representation Learning
Li, Zijian
Fu, Minghao
Huang, Junxian
Shen, Yifan
Cai, Ruichu
Sun, Yuewen
Chen, Guangyi
Zhang, Kun
Machine Learning
Methodology
Modeling hierarchical latent dynamics behind time series data is critical for capturing temporal dependencies across multiple levels of abstraction in real-world tasks. However, existing temporal causal representation learning methods fail to capture such dynamics, as they fail to recover the joint distribution of hierarchical latent variables from \textit{single-timestep observed variables}. Interestingly, we find that the joint distribution of hierarchical latent variables can be uniquely determined using three conditionally independent observations. Building on this insight, we propose a Causally Hierarchical Latent Dynamic (CHiLD) identification framework. Our approach first employs temporal contextual observed variables to identify the joint distribution of multi-layer latent variables. Sequentially, we exploit the natural sparsity of the hierarchical structure among latent variables to identify latent variables within each layer. Guided by the theoretical results, we develop a time series generative model grounded in variational inference. This model incorporates a contextual encoder to reconstruct multi-layer latent variables and normalize flow-based hierarchical prior networks to impose the independent noise condition of hierarchical latent dynamics. Empirical evaluations on both synthetic and real-world datasets validate our theoretical claims and demonstrate the effectiveness of CHiLD in modeling hierarchical latent dynamics.
title Towards Identifiability of Hierarchical Temporal Causal Representation Learning
topic Machine Learning
Methodology
url https://arxiv.org/abs/2510.18310