Independent Component Discovery in Temporal Count Data (arxiv.org)

arXiv:2601.21696v2 Announce Type: replace-cross
Abstract: Advances in data collection are producing growing volumes of temporal count observations, making adapted modeling increasingly necessary. In this work, we introduce a generative framework for independent component analysis of temporal count data, combining regime-adaptive dynamics with Poisson log-normal emissions. The model identifies disentangled components with regime-dependent contributions, enabling representation learning and perturbations analysis. Notably, we establish the identifiability of the model, supporting principled interpretation. To learn the parameters, we propose an efficient amortized variational inference procedure. Experiments on simulated data evaluate recovery of the mixing function and latent sources across diverse settings, while real-world applications to gut microbiome and climate datasets reveal co-variation patterns and regime shifts consistent with domain-specific knowledge.