Unsupervised learning of stationary and switching dynamical system models from Poisson observations

Objective. Investigating neural population dynamics underlying behavior requires learning accurate models of the recorded spiking activity, which can be modeled with a Poisson observation distribution. Switching dynamical system models can offer both explanatory power and interpretability by piecing together successive regimes of simpler dynamics to capture more complex ones. However, in many cases, reliable regime labels are not available, thus demanding accurate unsupervised learning methods for Poisson observations. Existing learning methods, however, rely on inference of latent states in neural activity using the Laplace approximation, which may not capture the broader properties of densities and may lead to inaccurate learning. Thus, there is a need for new inference methods that can enable accurate model learning. Approach. To achieve accurate model learning, we derive a novel inference method based on deterministic sampling for Poisson observations called the Poisson Cubature Filter (PCF) and embed it in an unsupervised learning framework. This method takes a minimum mean squared error approach to estimation. Terms that are difficult to find analytically for Poisson observations are approximated in a novel way with deterministic sampling based on numerical integration and cubature rules. Main results. PCF enabled accurate unsupervised learning in both stationary and switching dynamical systems and largely outperformed prior Laplace approximation-based learning methods in both simulations and motor cortical spiking data recorded during a reaching task. These improvements were larger for smaller data sizes, showing that PCF-based learning was more data efficient and enabled more reliable regime identification. In experimental data and unsupervised with respect to behavior, PCF-based learning uncovered interpretable behavior-relevant regimes unlike prior learning methods. Significance. The developed unsupervised learning methods for switching dynamical systems can accurately uncover latent regimes and states in population spiking activity, with important applications in both basic neuroscience and neurotechnology.