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).
