Focus: causal discovery in chaotic systems
Information theoretic
Causal inference
Application: decomposition of turbulent flow fields
Causality analysis pioneered by economics community
Goal: identify causal relationships among attributes of a system
Causal: which attributes influence the future evolution of the physical system
Causal analysis of high-dimensional chaotic systems
Physical insight
Causality-preserving reduced order models: small model captures the causal drivers encoded in the full system
Causality-driven control: indicate what needs to be changed to produce a given outcome
Casualty:
Causes should precede effect
Causality is different from correlation & correlation
Emergent macroscopic quantity
Challenges
Mediation: Q3->Q2->Q1
Confounder: Q3->Q2, Q3->Q1
One cause has multiple effects
The effects are correlated but not causally related to each other
Synnergistic collider: Q3->Q2, Q3->Q1
Combination of multiple causes produces novel effects
Redundant collider: Q3->Q1, Q2->Q1, Q3<->Q2
Multiple causes independently cause the same effect
Self-causation: Q1->Q1
Past values of variable cause future values
Noise
Exogenous/unobserved factors
Interventions are the best way to probe causality but it is challenging in practice
Impossible to intervene in the past
May be unethical (e.g. human studies)
Systems are often operating in their natural attractor and it is hard to push them out
Which interventions are meaningful for establishing causality?
Synergistic and redundant colliders force us to do many interventions to probe their structure
Observational methods can be applied much more generally
Model Forecasting
Statistical independence relations
Randomized experiments
Information-theoretic methods
Attractor reconstruction
Approach: SURD: Synnergistic, unique, redundant decomposition of causality
Causality is increase in information about the target variable (Shannon entropy)
Forward-in-time propagation of information
Goal: linearly decompose into causality components
Synnergistic: Join effect from multiple variables
Unique: causality from a var that cannot be obtained from other vars
Redundant: common to a group of vars
Leak: causality from unobserved vars
Method ensures these sources of causality add up to 1
Application: wind blowing over water, generating waves
To what extent does the wind drive the water and to what extent do the water waves affect the wind?
Data: experimental dataset of wind/water motion
SURD indicates that water does not drive the wind but there is a small redundancy between the two