A Metropolis-Hastings algorithm for dynamic causal models.

Dynamic causal modelling (DCM) is a modelling framework used to describe causal interactions in dynamical systems. It was developed to infer the causal architecture of networks of neuronal populations in the brain [Friston, K.J., Harrison, L, Penny, W., 2003. Dynamic causal modelling. NeuroImage. Aug; 19 (4): 1273-302]. In current formulations of DCM, the mean structure of the likelihood is a nonlinear and numerical function of the parameters, which precludes exact or analytic Bayesian inversion. To date, approximations to the posterior depend on the assumption of normality (i.e., the Laplace assumption). In particular, two arguments have been used to motivate normality of the prior and posterior distributions. First, Gaussian priors on the parameters are specified carefully to ensure that activity in the dynamic system of neuronal populations converges to a steady state (i.e., the dynamic system is dissipative). Secondly, normality of the posterior is an approximation based on general asymptotic results, regarding the form of the posterior under infinite data [Friston, K.J., Harrison, L, Penny, W., 2003. Dynamic causal modelling. NeuroImage. Aug; 19 (4): 1273-302]. Here, we provide a critique of these assumptions and evaluate them numerically. We use a Bayesian inversion scheme (the Metropolis-Hastings algorithm) that eschews both assumptions. This affords an independent route to the posterior and an external means to assess the performance of conventional schemes for DCM. It also allows us to assess the sensitivity of the posterior to different priors. First, we retain the conventional priors and compare the ensuing approximate posterior (Laplace) to the exact posterior (MCMC). Our analyses show that the Laplace approximation is appropriate for practical purposes. In a second, independent set of analyses, we compare the exact posterior under conventional priors with an exact posterior under newly defined uninformative priors. Reassuringly, we observe that the posterior is, for all practical purposes, insensitive of the choice of prior.