Figure 2.

Illustration of the TD-GPFA observation model. y¹ and y² are two time series observed at times t = 1 … 6. The first observed variable y¹ reflects the values of the j^th latent variable x^j at points on a grid (red dots) shifted by D_1j. The second observed variable y² reflects the values of x^j at points on a grid (blue dots) shifted by D_2j, and so on. For example, y¹ and y² could be binned spike counts of neurons, with the bins centered at times t = 1 … 6.