Research map / Time series / Causal and generative time series
Spectral Learning of Shared Dynamics Between Generalized-Linear Processes
Read the paperCheck your idea against 108,967 papers
AI-extracted summary. Written by AI from the paper's full text. Numbers and claims can be wrong or missing context, so check the paper before you cite or build on it.
Proposes PGLDM, a multi-stage covariance-based subspace identification method that learns a generalized-linear dynamical model dissociating shared from private dynamics between two generalized-linear time series, and shows better decoding with lower-dimensional latents in simulations and two NHP datasets.
Problem
Existing generalized-linear dynamical model (GLDM) learning methods model a single time series and cannot jointly model two generalized-linear observation sources while dissociating their shared and private dynamics.
Approach
Extends covariance-based subspace identification with a prioritized multi-stage procedure: first learn shared latent dynamics from a cross-covariance Hankel matrix between secondary and primary observations, then private primary dynamics from a residual Hankel matrix, and optionally private secondary dynamics; moment conversions (e.g., log-link for Poisson) make it applicable to non-Gaussian obser
Key results
- In simulations, PGLDM stage 1 achieved mode identification error of about -2.76 log10 for Gaussian/Gaussian versus -1.32 for Laplace-EM, and it reached accurate shared modes at latent dimension 4.
- In Sabes NHP data, PGLDM gave better cursor kinematic decoding than PLDSID and Laplace-EM at all latent dimensions, including the maximum shared dimension of 8.
- In V1/V2 data, PGLDM improved V1 decoding from V2 spiking activity while keeping comparable V2 self-prediction AUC.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use PGLDM instead of PSID | Gaussian/Gaussian simulation · Gaussian/Gaussian simulation | shared mode identification error (log10): -2.985 ± 0.102 -> -2.757 ± 0.070 | Hurt |
| Use PGLDM instead of PLDSID | Poisson/Gaussian simulation · Poisson/Gaussian simulation | shared mode identification error (log10): -1.319 ± 0.132 -> -2.707 ± 0.091 | Helped |
| Use PGLDM instead of PLDSID | Poisson/Poisson simulation · Poisson/Poisson simulation | shared mode identification error (log10): -1.203 ± 0.112 -> -1.969 ± 0.079 | Helped |
| Use PGLDM instead of bestLDS | Bernoulli/Gaussian simulation · Bernoulli/Gaussian simulation | shared mode identification error (log10): -1.209 ± 0.117 -> -2.864 ± 0.072 | Helped |
| Prioritize shared latent dynamics | PGLDM · Poisson-to-Gaussian simulation, low-dimensional regimes | Gaussian observation prediction CC | Helped |
| Add stage 2 to model private Poisson dynamics (ablation) | PGLDM · Sabes lab NHP neural data | neural self-prediction AUC | Helped |
| Use PGLDM instead of PLDSID and Laplace-EM | NHP movement decoding from population spiking · Sabes lab NHP dataset | kinematic prediction CC | Helped |
| Use PGLDM instead of PLDSID and Laplace-EM | V1 activity decoding from V2 spiking · Zandvakili and Kohn NHP dataset | V1 decoding AUC | Helped |
Limitations
- Time-invariant model; may not suit non-stationary data such as chronic recordings.
- Sensitive to accuracy of empirical moment estimates; can occasionally learn unstable modes in small-data regimes.
- Linear latent dynamics may not capture nonlinearly evolving states.
Experimental setup
Datasets: Sabes lab NHP cursor movement dataset Zandvakili and Kohn V1/V2 population recordings
Benchmarks: Sabes NHP cursor decoding Zandvakili and Kohn V1/V2 decoding simulated GLDMs
Metrics: normalized eigenvalue identification error correlation coefficient AUC Wilcoxon signed-rank test
Baselines: PLDSID Laplace-EM PSID Covariance SSID bestLDS
Builds on: PSID PLDSID covariance-based SSID
Closest papers by meaning
- Modeling Latent Neural Dynamics with Gaussian Process Switching Linear Dynamical Systems (NeurIPS 2024 · similarity 0.89)
- Learning Interpretable Hierarchical Dynamical Systems Models from Time Series Data (ICLR 2025 · similarity 0.87)
- Meta-Dynamical State Space Models for Integrative Neural Data Analysis (ICLR 2025 · similarity 0.87)
- Identifying interactions across brain areas while accounting for individual-neuron dynamics with a Transformer-based variational autoencoder (NeurIPS 2025 · similarity 0.86)
- Scalable inference of functional neural connectivity at submillisecond timescales (NeurIPS 2025 · similarity 0.86)
- A scalable generative model for dynamical system reconstruction from neuroimaging data (NeurIPS 2024 · similarity 0.85)
Writing a paper in this area? scime draft is a free LaTeX editor with AI included, real-time co-authors and a check of your references and venue rules before you submit. It also imports OpenAI Prism projects.
