M-CaStLe: Uncovering Local Causal Structures in Multivariate Space-Time Gridded Data

TL;DR

M-CaStLe is a novel method that uncovers local causal structures in high-dimensional multivariate space-time gridded data, improving accuracy and interpretability over existing approaches.

Contribution

It generalizes CaStLe to jointly model multivariate and cross-variable causal structures, enhancing causal discovery in complex space-time datasets.

Findings

More accurate recovery of multivariate causal structures in benchmarks.

Effective identification of physical dynamics in real-world data.

Improved interpretability through decomposition into reaction and spatial graphs.

Abstract

Causal graph discovery for space-time systems is challenging in high-dimensional gridded data, which often has many more grid cells than temporal observations per cell. The Causal Space-Time Stencil Learning (CaStLe) meta-algorithm was developed to address that niche under space-time locality and stationarity assumptions, but it is currently limited to univariate analyses. In this work, we present M-CaStLe. M-CaStLe generalizes the local embedding and parent-identification phases of CaStLe to jointly model local within-variable and cross-variable space-time causal structures in gridded data. Like CaStLe, by constraining candidate parents to a constant-size space-time neighborhood and pooling spatial replicates, M-CaStLe increases effective sample size to make discovery tractable in high-dimensional settings. We further decompose the resulting multivariate stencil graph into reaction and spatial graphs to aid interpretation in complex settings. We study M-CaStLe in four settings: a multivariate space-time vector autoregression benchmark with known ground truth, an advective-diffusive-reaction partial differential equation verification problem with derived physical reference structure, an atmospheric chemistry case study in a low-temporal-sample regime, and an El Ni\~{n}o Southern Oscillation study on reanalysis data, identifying phase-dependent ocean--atmosphere coupling. Across these settings, M-CaStLe more accurately recovers multivariate causal structure in controlled settings and identifies important physical dynamics in real-world case studies. Overall, M-CaStLe advances causal discovery for multivariate space-time systems while retaining interpretability at the grid level.