Identifiability Guarantees for Drivers and Dynamics of Delayed Physical Systems
Julien Boussard, Antoine Débouchage, Théo Saulus
Abstract
A wide range of methods have been proposed, including physics-informed neural networks, which are powerful but do not guarantee identifiability of the dynamics, symbolic regression, which requires a set of precomputed operations, and causal discovery, which is more principled but usually relies on strong assumptions that physical systems may violate. In this work, we develop a theory-grounded method and prove that under a set of permissive assumptions, the structural drivers and drift of stochastic delayed differential equations are identifiable. Our method outperforms others on a benchmark for driver identifiability, and on a second benchmark to evaluate physical consistency of the learned dynamics.