A direct neural interface system comprises: a signal acquisition subsystem for acquiring electrophysiological signals representative of neuronal activity of a subject's brain; and a processing unit for representing electrophysiological signals acquired over an observation time window in the form of a N-way data tensor, N being greater than or equal to two, and generating command signals for a machine by applying a regression model over the data tensor; wherein the processing unit is configured or programmed for generating command signals for a machine by applying Generalized Linear regression, with a nonlinear link function, over the data tensor. A method of interfacing a subject's brain to a machine by using such a direct neural interface system is provided.