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We study identifiability in continuous-time linear stationary stochastic differential equations with known causal structure. Unlike existing approaches, we relax the assumption of a known diffusion matrix, thereby respecting the model's…

Statistics Theory · Mathematics 2026-03-10 Gijs van Seeventer , Saber Salehkaleybar

A linear structural equation model relates random variables of interest and corresponding Gaussian noise terms via a linear equation system. Each such model can be represented by a mixed graph in which directed edges encode the linear…

Statistics Theory · Mathematics 2012-10-04 Rina Foygel , Jan Draisma , Mathias Drton

The paper concerns the problem of predicting the effect of actions or interventions on a system from a combination of (i) statistical data on a set of observed variables, and (ii) qualitative causal knowledge encoded in the form of a…

Artificial Intelligence · Computer Science 2012-07-02 Carlos Brito , Judea Pearl

We develop a criterion to certify whether causal effects are identifiable in linear structural equation models with latent variables. Linear structural equation models correspond to directed graphs whose nodes represent the random variables…

Statistics Theory · Mathematics 2025-07-25 Nils Sturma , Mathias Drton

Identifiability is a desirable property of a statistical model: it implies that the true model parameters may be estimated to any desired precision, given sufficient computational resources and data. We study identifiability in the context…

Machine Learning · Statistics 2020-07-09 Geoffrey Roeder , Luke Metz , Diederik P. Kingma

The chain graph model admits both undirected and directed edges in one graph, where symmetric conditional dependencies are encoded via undirected edges and asymmetric causal relations are encoded via directed edges. Though frequently…

Methodology · Statistics 2024-01-29 Ruixuan Zhao , Haoran Zhang , Junhui Wang

A mathematical model is identifiable if its parameters can be recovered from data. Here, we focus on a particular class of model, linear compartmental models, which are used to represent the transfer of substances in a system. We analyze…

Dynamical Systems · Mathematics 2021-06-22 Patrick Chan , Katherine Johnston , Anne Shiu , Aleksandra Sobieska , Clare Spinner

Linear causal models are important tools for modeling causal dependencies and yet in practice, only a subset of the variables can be observed. In this paper, we examine the parameter identifiability of these models by investigating whether…

Machine Learning · Computer Science 2025-02-11 Xinshuai Dong , Ignavier Ng , Biwei Huang , Yuewen Sun , Songyao Jin , Roberto Legaspi , Peter Spirtes , Kun Zhang

Statistical latent class models are widely used in social and psychological researches, yet it is often difficult to establish the identifiability of the model parameters. In this paper we consider the identifiability issue of a family of…

Methodology · Statistics 2016-03-15 Gongjun Xu

In this paper we present a sufficient condition that guarantees identifiability of linear network dynamic systems exhibiting continuous-time weighted consensus protocols with acyclic structure. Each edge of the underlying network graph…

Systems and Control · Computer Science 2014-12-03 Seyedbehzad Nabavi , Aranya Chakrabortty , Pramod P. Khargonekar

Reliable predictions from systems biology models require knowing whether parameters can be estimated from available data, and with what certainty. Identifiability analysis reveals whether parameters are learnable in principle (structural…

A novel framework is introduced to formalize identifiability in well-specified but ill-posed linear regression models. The framework is distribution-free and accommodates highly correlated features that may or may not relate to the…

Statistics Theory · Mathematics 2026-03-05 Gianluca Finocchio , Tatyana Krivobokova

We study identifiability of the parameters in autoregressions defined on a network. Most identification conditions that are available for these models either rely on the network being observed repeatedly, are only sufficient, or require…

Econometrics · Economics 2022-06-06 Federico Martellosio

Linear structural equation models, which relate random variables via linear interdependencies and Gaussian noise, are a popular tool for modeling multivariate joint distributions. These models correspond to mixed graphs that include both…

Computation · Statistics 2015-04-14 Mathias Drton , Luca Weihs

This paper deals with the problem of identifying direct causal effects in recursive linear structural equation models. The paper establishes a sufficient criterion for identifying individual causal effects and provides a procedure computing…

Methodology · Statistics 2012-06-26 Jin Tian

Linear structural equation models represent direct causal effects as directed edges and confounding factors as bidirected edges. An open problem is to identify the causal parameters from correlations between the nodes. We investigate…

Artificial Intelligence · Computer Science 2022-03-07 Benito van der Zander , Marcel Wienöbst , Markus Bläser , Maciej Liśkiewicz

Structural identifiability is a property of a differential model with parameters that allows for the parameters to be determined from the model equations in the absence of noise. The method of input-output equations is one method for…

Dynamical Systems · Mathematics 2022-01-28 Alexey Ovchinnikov , Gleb Pogudin , Peter Thompson

A parameter of a mathematical model is structurally identifiable if it can be determined from noiseless experimental data. Here, we examine the identifiability properties of two important classes of linear compartmental models:…

This work focuses on the question of how identifiability of a mathematical model, that is, whether parameters can be recovered from data, is related to identifiability of its submodels. We look specifically at linear compartmental models…

Algebraic Geometry · Mathematics 2019-05-27 Elizabeth Gross , Heather A. Harrington , Nicolette Meshkat , Anne Shiu

The parameters of a linear compartment model are usually estimated from experimental input-output data. A problem arises when infinitely many parameter values can yield the same result; such a model is called unidentifiable. In this case,…

Combinatorics · Mathematics 2016-03-08 Jasmijn A. Baaijens , Jan Draisma
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