What does pseudo-differential mean?
Pseudo-Differential means that the AN+ and AN- are not being sampled simultaneously. Therefore dynamic common mode rejection is not improved, but DC common mode rejection is. Also, the different sampling times will affect the apparent phase relationship between AN+ and AN-. For these reasons, Pseudo-Differential is only useful for DC signals.

To give you an example, it can be implemented like this:



The main thing to note is that there is a common sampling circuit. Sometimes two samples will be taken (one from each input), or chopping may be employed.

For more information take a look at this Maxim app note.