Modeling Latent Neural Dynamics with Gaussian Process Switching Linear Dynamical Systems

Understanding how the collective activity of neural populations relates to computation and ultimately behavior is a key goal in neuroscience. To this end, statistical methods which describe high-dimensional neural time series in terms of lowdimensional latent dynamics have played a fundamental role in characterizing neural systems. Yet, what constitutes a successful method involves two opposing criteria: (1) methods should be expressive enough to capture complex nonlinear dynamics, and (2) they should maintain a notion of interpretability often only warranted by simpler linear models. In this paper, we develop an approach that balances these two objectives: the Gaussian Process Switching Linear Dynamical System (gpSLDS). Our method builds on previous work modeling the latent state evolution via a stochastic differential equation whose nonlinear dynamics are described by a Gaussian process (GP-SDEs). We propose a novel kernel function which enforces smoothly interpolated locally linear dynamics, and therefore expresses flexible - yet interpretable - dynamics akin to those of recurrent switching linear dynamical systems (rSLDS).