IntroductionMajor Depressive Disorder (MDD) is a leading cause of worldwide disability, and standard clinical treatments have limitations due to the absence of neurological evidence. Electroencephalography (EEG) monitoring is an effective method for recording neural activities and can provide electroneurophysiological evidence of MDD.MethodsIn this work, we proposed a probabilistic graphical model for neural dynamics decoding on MDD patients and healthy controls (HC), utilizing the Hidden Markov Model with Multivariate Autoregressive observation (HMM-MAR). We testified the model on the MODMA dataset, which contains resting-state and task-state EEG data from 53 participants, including 24 individuals with MDD and 29 HC.ResultsThe experimental results suggest that the state time courses generated by the proposed model could regress the Patient Health Questionnaire-9 (PHQ-9) score of the participants and reveal differences between the MDD and HC groups. Meanwhile, the Markov property was observed in the neuronal dynamics of participants presented with sad face stimuli. Coherence analysis and power spectrum estimation demonstrate consistent results with the previous studies on MDD.DiscussionIn conclusion, the proposed HMM-MAR model has revealed its potential capability to capture the neuronal dynamics from EEG signals and interpret brain disease pathogenesis from the perspective of state transition. Compared with the previous machine-learning or deep-learning-based studies, which regarded the decoding model as a black box, this work has its superiority in the spatiotemporal pattern interpretability by utilizing the Hidden Markov Model.