Multi-Resolution Score-Based Variational Graphical Diffusion for Causal Inference on Latent Systems
Abstract
Complex causal systems with interdependent variables require inference from heterogeneous observations that vary in spatial resolution, temporal frequency, and noise characteristics due to data acquisition constraints. Existing multi-modal fusion approaches assume uniform data quality or complete observability -- assumptions often violated in real-world applications. Current methods face three limitations: they treat causally-related variables independently, failing to exploit causal relationships; they cannot integrate multi-resolution observations effectively; and they lack theoretical frameworks for cascaded approximation errors. We introduce the Score-based Variational Graphical Diffusion Model (SVGDM), which integrates score-based diffusion within causal graphical structures for inference under heterogeneous incomplete observations. SVGDM introduces causal score decomposition enabling information propagation across causally-connected variables while preserving original observation characteristics. Diffusion provides a natural way to model scale-dependent sensing noise, which is common in remote-sensing, climate, and physical measurement systems, while the causal graph encodes well-established mechanistic dependencies between latent processes. We provide theoretical analysis and demonstrate superior performance on both synthetic and real-world datasets compared to relevant baselines.