Papers › Identifying Nonstationary Causal Structures with High-Order Markov Switching Models
Identifying Nonstationary Causal Structures with High-Order Markov Switching Models
Carles Balsells-Rodas, Yixin Wang, Pedro A. M. Mediano, Yingzhen Li
Causal discovery in time series is a rapidly evolving field with a wide variety of applications in other areas such as climate science and neuroscience. Traditional approaches assume a stationary causal graph, which can be adapted to nonstationary time series with time-dependent effects or heterogeneous noise. In this work we address nonstationarity via regime-dependent causal structures. We first establish identifiability for high-order Markov Switching Models, which provide the foundations for identifiable regime-dependent causal discovery. Our empirical studies demonstrate the scalability of our proposed approach for high-order regime-dependent structure estimation, and we illustrate its applicability on brain activity data.
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