Figure 3.

Commonly used (dynamic) generative models. This shows the dynamic generative models that support Kalman filtering⁹⁷ and generalised filtering⁹⁸ (the basis of predictive coding schemes⁹⁹ and inversion of dynamic causal models¹⁰⁰). A discrete state space model that exhibits temporal dynamics is a hidden Markov model. This is the generative model we will take as our example for the remainder of this paper and, for this reason, we have expressed this in full, with a sequence of transitions over time. The notation N indicates a normal (Gaussian) distribution, while Cat means a categorical distribution.