Event detection and classification from multimodal time series with application to neural data.

The detection of events in time-series data is a common signal-processing problem. When the data can be modeled as a known template signal with an unknown delay in Gaussian noise, detection of the template signal can be done with a traditional matched filter. However, in many applications, the event of interest is represented in multimodal data consisting of both Gaussian and point-process time series. Neuroscience experiments, for example, can simultaneously record multimodal neural signals such as local field potentials (LFPs), which can be modeled as Gaussian, and neuronal spikes, which can be modeled as point processes. Currently, no method exists for event detection from such multimodal data, and as such our objective in this work is to develop a method to meet this need. Here we address this challenge by developing the multimodal event detector (MED) algorithm which simultaneously estimates event times and classes. To do this, we write a multimodal likelihood function for Gaussian and point-process observations and derive the associated maximum likelihood estimator of simultaneous event times and classes. We additionally introduce a cross-modal scaling parameter to account for model mismatch in real datasets. We validate this method in extensive simulations as well as in a neural spike-LFP dataset recorded during an eye-movement task, where the events of interest are eye movements with unknown times and directions. We show that the MED can successfully detect eye movement onset and classify eye movement direction. Further, the MED successfully combines information across data modalities, with multimodal performance exceeding unimodal performance. This method can facilitate applications such as the discovery of latent events in multimodal neural population activity and the development of brain-computer interfaces for naturalistic settings without constrained tasks or prior knowledge of event times.