In unsupervised causal representation learning for sequential data with time-delayed latent causal influences, strong identifiability results for the disentanglement of causally-related latent variables have been established in stationary settings by leveraging temporal structure. However, in nonstationary setting, existing work only partially addressed the problem by either utilizing observed auxiliary variables (e.g., class labels and/or domain indexes) as side-information or assuming simplified latent causal dynamics. Both constrain the method to a limited range of scenarios. In this study, we further explored the Markov Assumption under time-delayed causally related process in nonstationary setting and showed that under mild conditions, the independent latent components can be recovered from their nonlinear mixture up to a permutation and a component-wise transformation, without the observation of auxiliary variables. We then introduce NCTRL, a principled estimation framework, to reconstruct time-delayed latent causal variables and identify their relations from measured sequential data only. Empirical evaluations demonstrated the reliable identification of time-delayed latent causal influences, with our methodology substantially outperforming existing baselines that fail to exploit the nonstationarity adequately and then, consequently, cannot distinguish distribution shifts.

We introduce a new general identifiable framework for principled disentanglement referred to as Structured Nonlinear Independent Component Analysis (SNICA). Our contribution is to extend the identifiability theory of deep generative models for a very broad class of structured models. While previous works have shown identifiability for specific classes of time-series models, our theorems extend this to more general temporal structures as well as to models with more complex structures such as spatial dependencies. In particular, we establish the major result that identifiability for this framework holds even in the presence of noise of unknown distribution. Finally, as an example of our framework's flexibility, we introduce the first nonlinear ICA model for time-series that combines the following very useful properties: it accounts for both nonstationarity and autocorrelation in a fully unsupervised setting; performs dimensionality reduction; models hidden states; and enables principled estimation and inference by variational maximum-likelihood.

However, in nonstationary setting, existing work only partially addressed the problem by either utilizing observed auxiliary variables (e.g., class labels and/or domain indexes) as side-information or assuming simplified latent causal dynamics. Both constrain the method to a limited range of scenarios.

Ourcontributionistoextend theidentifiability theory ofdeepgenerativemodels for a very broad class of structured models.

Ourcontributionistoextend theidentifiability theory ofdeepgenerativemodels for a very broad class of structured models.

Causal discovery witnessed significant progress over the past decades. In particular, many recent causal discovery methods make use of independent, non-Gaussian noise to achieve identifiability of the causal models. Existence of hidden direct common causes, or confounders, generally makes causal discovery more difficult; whenever they are present, the corresponding causal discovery algorithms can be seen as extensions of overcomplete independent component analysis (OICA). However, existing OICA algorithms usually make strong parametric assumptions on the distribution of independent components, which may be violated on real data, leading to sub-optimal or even wrong solutions. In addition, existing OICA algorithms rely on the Expectation Maximization (EM) procedure that requires computationally expensive inference of the posterior distribution of independent components. To tackle these problems, we present a Likelihood-Free Overcomplete ICA algorithm (LFOICA) that estimates the mixing matrix directly by back-propagation without any explicit assumptions on the density function of independent components. Thanks to its computational efficiency, the proposed method makes a number of causal discovery procedures much more practically feasible. For illustrative purposes, we demonstrate the computational efficiency and efficacy of our method in two causal discovery tasks on both synthetic and real data.

Diffusion models (Sohl-Dickstein et al., 2015; Ho et al., 2020; Song et al., 2020) have emerged as one of the most powerful classes of generative models for high-dimensional data, achieving state-of-the-art performance in image synthesis (Dhariwal and Nichol, 2021; Rombach et al., 2022) and other tasks such as action generation in robotic or protein design (Watson et al., 2023; Chi et al., 2025). However, sampling from these models is typically slow: many reverse-time steps are required to transform an initial Gaussian sample into a high-quality sample in data space (Ho et al., 2020; Song et al., 2020). This computational cost is especially problematic, and it restricts the practical deployment of diffusion models in real-time or resource-constrained settings (Salimans and Ho, 2022; Lu et al., 2022). Recent theoretical and empirical studies suggest that this inefficiency is closely related to a dynamical phase transition (bifurcation) that occurs during the reverse process (Raya and Ambrogioni, 2024; Biroli et al., 2024; Ambrogioni, 2025). In the early reverse steps, the trajectories stay near a stable fixed point whose distribution is close to the initial independent Gaussian, and little structure is present in the samples.