Gaussian Process Kernels for Cross-Spectrum Analysis in Electrophysiological Time Series

Multi-output Gaussian processes provide a convenient framework for multi-task problems. An illustrative and motivating example of a multi-task problem is multi-region electrophysiological time-series data, where experimentalists are interested in both power and phase coherence between channels. Recently, the spectral mixture (SM) kernel was proposed to model the spectral density of a single task in a Gaussian process framework. This work develops a novel covariance kernel for multiple outputs, called the cross-spectral mixture (CSM) kernel. This new, flexible kernel represents both the power and phase relationship between multiple observation channels. The expressive capabilities of the CSM kernel are demonstrated through implementation of 1) a Bayesian hidden Markov model, where the emission distribution is a multi-output Gaussian process with a CSM covariance kernel, and 2) a Gaussian process factor analysis model, where factor scores represent the utilization of cross-spectral neural circuits. Results are presented for measured multi-region electrophysiological data.