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An Interventional Perspective on Identifiability in Gaussian LTI Systems with Independent Component Analysis

Description

We connect the ICA and dynamical systems perspectives on identifiability by showing that for Gaussian Linear Time-Invariant (LTI) systems, experiment design (i.e., introducing agency via prescribing sufficiently varying control signals/interventions) enables identifiability in an active manner.

How to run

First, install dependencies

# clone lti-ica   
git clone --recurse-submodules https://github.com/rpatrik96/lti-ica


# install lti-ica   
cd lti-ica
pip install -e .   
pip install -r requirements.txt



# install submodule requirements
pip install --requirement tests/requirements.txt --quiet

# install pre-commit hooks (only necessary for development)
pre-commit install

Citation

@inproceedings{
 rajendran2023interventional,
 title={An Interventional Perspective on Identifiability in Gaussian {LTI} Systems with Independent Component Analysis},
 author={Goutham Rajendran and Patrik Reizinger and Wieland Brendel and Pradeep Kumar Ravikumar},
 booktitle={UAI 2023 Workshop on Causal inference for time series data},
 year={2023},
}