Major Depressive Disorder is a debilitating and increasingly prevalent psychiatric condition (Compton et al., 2006; Andersen et al., 2011). At present, its primary treatments are antidepressant medications and psychotherapy. Curiously, although the pharmacological effects of antidepressants manifest within hours, remission of clinical symptoms takes a number of weeks-if at all. Independently, support has grown for an idea-proposed as early as Helmholtz (von Helmholtz, 1924)-that the brain is a prediction machine, holding generative models for the purpose of inferring causes of sensory information (Dayan et al., 1995; Rao and Ballard, 1999; Knill and Pouget, 2004; Friston et al., 2006; Friston, 2010). If the brain does indeed represent a collection of beliefs about the causal structure of the world, then the depressed phenotype may emerge from a collection of depressive beliefs. These beliefs are modified gradually through successive combinations of expectations with observations. As a result, phenotypic remission ought to take some time as the brain's relevant statistical structures become less pessimistic.