Recent findings have shown that full-term infants engage in top–down sensory prediction, and these predictions are impaired as a result of premature birth. Here, we use an associative learning model to uncover the neuroanatomical origins and computational nature of this top–down signal. Infants were exposed to a probabilistic audiovisual association. We find that both groups (full term, preterm) have a comparable stimulus-related response in sensory and frontal lobes and track prediction error in their frontal lobes. However, preterm infants differ from their full-term peers in weaker tracking of prediction error in sensory regions. We infer that top–down signals from the frontal lobe to the sensory regions carry information about prediction error. Using computational learning models and comparing neuroimaging results from full-term and preterm infants, we have uncovered the computational content of top–down signals in young infants when they are engaged in a probabilistic associative learning.

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