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Dear Dirk
Thanks for sharing the link - I look forward to reading it :-) By referring to your tutorial paper as 'relatively clear', I was making a massive understatement. It's the clearest explanation of VB I've come across, and the supplemental materials are a particularly useful resource, which I've been sharing widely :-) Many thanks for your time in putting it together.

Best
Peter

-----Original Message-----
From: SPM (Statistical Parametric Mapping) [mailto:[log in to unmask]] On Behalf Of Ostwald, Dirk
Sent: 18 November 2016 15:57
To: [log in to unmask]
Subject: [SPM] AW: [SPM] EM algorithm for DCM in details

Dear Sadjad,

in addition to Peter's suggestions there is also
http://www.sciencedirect.com/science/article/pii/S1053811916300593
which contains a somewhat lengthy, but explicit,  derivation of the free energy objective function.
For its maximization, it uses a different nonlinear optimization approach compared to the SPM implementation, however.

For explicit relations to EM  and (Re)ML in the linear model case see also http://biorxiv.org/content/early/2016/09/26/077461

Cheers,
Dirk

-----Ursprüngliche Nachricht-----
Von: SPM (Statistical Parametric Mapping) [mailto:[log in to unmask]] Im Auftrag von Zeidman, Peter
Gesendet: Freitag, 18. November 2016 16:07
An: [log in to unmask]
Betreff: Re: [SPM] EM algorithm for DCM in details

Dear Sadjad, 

It's not really EM - it's Variational Bayes. For the equations used in DCM, see the appendix of this paper by Will Penny - http://www.sciencedirect.com/science/article/pii/S1053811911008160 .

For the more general theory, which is where I would start, there's a very nice step by step tutorial for the simpler case of a 1-dimensional Gaussian on the Wikipedia - https://en.wikipedia.org/wiki/Variational_Bayesian_methods . Alternatively, there's this tutorial, which isn't about DCM per se but is relatively clear - http://www.sciencedirect.com/science/article/pii/S0022249614000352 .

Best
Peter.

-----Original Message-----
From: SPM (Statistical Parametric Mapping) [mailto:[log in to unmask]] On Behalf Of Sadjad Sadeghi
Sent: 17 November 2016 15:39
To: [log in to unmask]
Subject: [SPM] EM algorithm for DCM in details

Dear DCM experts, 

I am trying to understand the EM algorithm which is used in DCM for estimating the parameters, but I really have some problems in deriving the details of different steps especially in the M-step (specifically p. 480 Friston et.al 2002, classical and bayesian inference in neuroimaging: theory) Does anybody know a reference to explain this steps in more details? I more mean the exact equations which are used in DCM, not the general methods. Thank you so much in advance.

Best regards,
Sadjad Sadeghi