Not a neural prosthesis approach, but still building knowledge about the electrical nature of the brain and how enhancing or disrupting existing electrical patterns leads to behavioral changes.

“Dr. Mayberg: Electroconvulsive therapy (ECT) is the most effective treatment for major depression, particularly in patients who fail to respond to standard treatments such as psychotherapy or medication. In some patients, medication augmentation strategies can be effective. Most recently, vagus nerve stimulation has obtained US Food and Drug Administration (FDA) approval for treatment-resistant depression. Other strategies that target the brain more directly, such as transcranial magnetic stimulation (TMS), magnetic seizure therapy (MST), and DBS, are currently being researched.”

http://www.medscape.com/viewarticle/520659