621670.fig.006a
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621670.fig.006b
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621670.fig.006c
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621670.fig.006d
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Figure 6: Comparison of Generalised Filtering and DEM. Upper left: negative free-action for GF (solid line) and DEM (dotted line) as a function of iteration number. Upper right: conditional moments of the log-precisions, shown for GF (grey bars) and DEM (white bars), in relation to the true values used to generate the data (black bars). 90% confidence intervals are shown in red. The lower panels show the conditional moments of the parameters (left) and log-precisions (right) as a function of time, after convergence of the GF scheme. The conductional means (minus the prior expectation of the parameters) are shown as blue lines within their 90% confidence tubes (grey regions).